Merchants Bancorp Stock Forecast - Polynomial Regression

MBIN
 Stock
  

USD 27.27  0.43  1.55%   

Merchants Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Merchants Bancorp historical stock prices and determine the direction of Merchants Bancorp's future trends based on various well-known forecasting models. However, solely looking at the historical price movement is usually misleading. Macroaxis recommends to always use this module together with analysis of Merchants Bancorp historical fundamentals such as revenue growth or operating cash flow patterns. Although Merchants Bancorp naive historical forecasting may sometimes provide an important future outlook for the firm we recommend to always cross-verify it against solid analysis of Merchants Bancorp systematic risk associated with finding meaningful patterns of Merchants Bancorp fundamentals over time.
Additionally, see Historical Fundamental Analysis of Merchants Bancorp to cross-verify your projections.
  
Merchants Bancorp PPandE Turnover is quite stable at the moment as compared to the past year. The company's current value of PPandE Turnover is estimated at 18.74. Asset Turnover is expected to rise to 0.0423 this year, although the value of Accrued Expenses Turnover will most likely fall to 49.82. . Weighted Average Shares is expected to rise to about 45 M this year. Weighted Average Shares Diluted is expected to rise to about 45.1 M this year.
Most investors in Merchants Bancorp cannot accurately predict what will happen the next trading day because, historically, stock markets tend to be unpredictable and even illogical. Modeling turbulent structures requires applying different statistical methods, techniques, and algorithms to find hidden data structures or patterns within the Merchants Bancorp's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Merchants Bancorp's price structures and extracts relationships that further increase the generated results' accuracy.
Merchants Bancorp polinomial regression implements a single variable polynomial regression model using the daily prices as the independent variable. The coefficients of the regression for Merchants Bancorp as well as the accuracy indicators are determined from the period prices.

Merchants Bancorp Polynomial Regression Price Forecast For the 9th of August

Given 90 days horizon, the Polynomial Regression forecasted value of Merchants Bancorp on the next trading day is expected to be 29.93 with a mean absolute deviation of 0.58, mean absolute percentage error of 0.56, and the sum of the absolute errors of 36.18.
Please note that although there have been many attempts to predict Merchants Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Merchants Bancorp's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Merchants Bancorp Stock Forecast Pattern

Backtest Merchants BancorpMerchants Bancorp Price PredictionBuy or Sell Advice 

Merchants Bancorp Forecasted Value

In the context of forecasting Merchants Bancorp's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Merchants Bancorp's downside and upside margins for the forecasting period are 28.12 and 31.74, respectively. We have considered Merchants Bancorp's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Market Value 27.27
29.93
Expected Value
31.74
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Polynomial Regression forecasting method's relative quality and the estimations of the prediction error of Merchants Bancorp stock data series using in forecasting. Note that when a statistical model is used to represent Merchants Bancorp stock, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.
AICAkaike Information Criteria119.3636
BiasArithmetic mean of the errors None
MADMean absolute deviation0.5836
MAPEMean absolute percentage error0.0237
SAESum of the absolute errors36.1816
A single variable polynomial regression model attempts to put a curve through the Merchants Bancorp historical price points. Mathematically, assuming the independent variable is X and the dependent variable is Y, this line can be indicated as: Y = a0 + a1*X + a2*X2 + a3*X3 + ... + am*Xm

Predictive Modules for Merchants Bancorp

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Merchants Bancorp. Regardless of method or technology, however, to accurately forecast the stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Merchants Bancorp's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Merchants Bancorp in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
25.3527.1628.97
Details
Intrinsic
Valuation
LowReal ValueHigh
24.5434.3836.19
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
26.4327.2428.05
Details
3 Analysts
Consensus
LowTarget PriceHigh
47.0052.3355.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Merchants Bancorp. Your research has to be compared to or analyzed against Merchants Bancorp's peers to derive any actionable benefits. When done correctly, Merchants Bancorp's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Merchants Bancorp.

Other Forecasting Options for Merchants Bancorp

For every potential investor in Merchants, whether a beginner or expert, Merchants Bancorp's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Merchants Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Merchants. Basic forecasting techniques help filter out the noise by identifying Merchants Bancorp's price trends.

Merchants Bancorp Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Merchants Bancorp stock to make a market-neutral strategy. Peer analysis of Merchants Bancorp could also be used in its relative valuation, which is a method of valuing Merchants Bancorp by comparing valuation metrics with similar companies.
Starbucks CorpUS BancorpAmn Healthcare ServicesTwist Bioscience CorpFreedom Holding CorpKEURIG DR PEPPERGX Nasdaq-100 CoveredFranklin Mutual EuropeanGARDNER DENVER INCUSA Value FactorBetapro Canadian GoldAramark Holdings CorpLong-Term Govt BondLIFE STORAGE INCMaiden Holdings North
 Risk & Return  Correlation

Merchants Bancorp Technical and Predictive Analytics

The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Merchants Bancorp's price movements, , a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of Merchants Bancorp's current price.

Merchants Bancorp Risk Indicators

The analysis of Merchants Bancorp's basic risk indicators is one of the essential steps in helping accuretelly forecast its future price. The process involves identifying the amount of risk involved in Merchants Bancorp's investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting Merchants Bancorp stock price, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Merchants Bancorp Investors Sentiment

The influence of Merchants Bancorp's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Merchants. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Investor biases related to Merchants Bancorp's public news can be used to forecast risks associated with investment in Merchants. The trend in average sentiment can be used to explain how an investor holding Merchants can time the market purely based on public headlines and social activities around Merchants Bancorp. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Merchants Bancorp's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Merchants Bancorp's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Merchants Bancorp's news discussions. The higher the estimate score, the more favorable is the investor's outlook on Merchants Bancorp.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Merchants Bancorp in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Merchants Bancorp's short interest history, or implied volatility extrapolated from Merchants Bancorp options trading.

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Additionally, see Historical Fundamental Analysis of Merchants Bancorp to cross-verify your projections. Note that the Merchants Bancorp information on this page should be used as a complementary analysis to other Merchants Bancorp's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

Complementary Tools for Merchants Stock analysis

When running Merchants Bancorp price analysis, check to measure Merchants Bancorp's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Merchants Bancorp is operating at the current time. Most of Merchants Bancorp's value examination focuses on studying past and present price action to predict the probability of Merchants Bancorp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Merchants Bancorp's price. Additionally, you may evaluate how the addition of Merchants Bancorp to your portfolios can decrease your overall portfolio volatility.
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Is Merchants Bancorp's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Merchants Bancorp. If investors know Merchants will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Merchants Bancorp listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
0.054
Market Capitalization
1.2 B
Quarterly Revenue Growth YOY
0.076
Return On Assets
0.0208
Return On Equity
0.19
The market value of Merchants Bancorp is measured differently than its book value, which is the value of Merchants that is recorded on the company's balance sheet. Investors also form their own opinion of Merchants Bancorp's value that differs from its market value or its book value, called intrinsic value, which is Merchants Bancorp's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Merchants Bancorp's market value can be influenced by many factors that don't directly affect Merchants Bancorp's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Merchants Bancorp's value and its price as these two are different measures arrived at by different means. Investors typically determine Merchants Bancorp value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Merchants Bancorp's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.