Eurazeo Stock Forecast - Simple Regression
| 0HZC Stock | 77.75 0.81 1.03% |
The Simple Regression forecasted value of Eurazeo on the next trading day is expected to be 81.04 with a mean absolute deviation of 1.68 and the sum of the absolute errors of 102.38. Eurazeo Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Eurazeo stock prices and determine the direction of Eurazeo's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Eurazeo's historical fundamentals, such as revenue growth or operating cash flow patterns. Although Eurazeo's naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of Eurazeo's systematic risk associated with finding meaningful patterns of Eurazeo fundamentals over time.
Check out Historical Fundamental Analysis of Eurazeo to cross-verify your projections. Eurazeo |
Most investors in Eurazeo 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 Eurazeo's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Eurazeo's price structures and extracts relationships that further increase the generated results' accuracy.
Simple Regression model is a single variable regression model that attempts to put a straight line through Eurazeo price points. This line is defined by its gradient or slope, and the point at which it intercepts the x-axis. Mathematically, assuming the independent variable is X and the dependent variable is Y, then this line can be represented as: Y = intercept + slope * X. Eurazeo Simple Regression Price Forecast For the 4th of June
Given 90 days horizon, the Simple Regression forecasted value of Eurazeo on the next trading day is expected to be 81.04 with a mean absolute deviation of 1.68, mean absolute percentage error of 4.22, and the sum of the absolute errors of 102.38.Please note that although there have been many attempts to predict Eurazeo 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 Eurazeo's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Eurazeo Stock Forecast Pattern
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Eurazeo Forecasted Value
In the context of forecasting Eurazeo'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. Eurazeo's downside and upside margins for the forecasting period are 79.41 and 82.66, respectively. We have considered Eurazeo'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.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of Eurazeo stock data series using in forecasting. Note that when a statistical model is used to represent Eurazeo 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.| AIC | Akaike Information Criteria | 119.5514 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 1.6784 |
| MAPE | Mean absolute percentage error | 0.0211 |
| SAE | Sum of the absolute errors | 102.3823 |
Predictive Modules for Eurazeo
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Eurazeo. Regardless of method or technology, however, to accurately forecast the stock 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, anticipate that the market will even out over time. This tendency of Eurazeo'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.
Other Forecasting Options for Eurazeo
For every potential investor in Eurazeo, whether a beginner or expert, Eurazeo's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Eurazeo Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Eurazeo. Basic forecasting techniques help filter out the noise by identifying Eurazeo's price trends.Eurazeo 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 Eurazeo stock to make a market-neutral strategy. Peer analysis of Eurazeo could also be used in its relative valuation, which is a method of valuing Eurazeo by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Eurazeo 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 Eurazeo'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 Eurazeo's current price.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Eurazeo Market Strength Events
Market strength indicators help investors to evaluate how Eurazeo stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Eurazeo shares will generate the highest return on investment. By undertsting and applying Eurazeo stock market strength indicators, traders can identify Eurazeo entry and exit signals to maximize returns.
Eurazeo Risk Indicators
The analysis of Eurazeo's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Eurazeo's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting eurazeo stock prices, 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.
| Mean Deviation | 1.08 | |||
| Semi Deviation | 1.64 | |||
| Standard Deviation | 1.57 | |||
| Variance | 2.46 | |||
| Downside Variance | 3.39 | |||
| Semi Variance | 2.69 | |||
| Expected Short fall | (0.99) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Check out Historical Fundamental Analysis of Eurazeo to cross-verify your projections. You can also try the Commodity Directory module to find actively traded commodities issued by global exchanges.
Complementary Tools for Eurazeo Stock analysis
When running Eurazeo's price analysis, check to measure Eurazeo'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 Eurazeo is operating at the current time. Most of Eurazeo's value examination focuses on studying past and present price action to predict the probability of Eurazeo's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Eurazeo's price. Additionally, you may evaluate how the addition of Eurazeo to your portfolios can decrease your overall portfolio volatility.
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