Gafisa SA Stock Forecast - 4 Period Moving Average
| GFSA3 Stock | BRL 3.73 0.31 7.67% |
The 4 Period Moving Average forecasted value of Gafisa SA on the next trading day is expected to be 3.85 with a mean absolute deviation of 0.32 and the sum of the absolute errors of 18.42. Gafisa Stock Forecast is based on your current time horizon.
Gafisa |
Most investors in Gafisa SA 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 Gafisa SA's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Gafisa SA's price structures and extracts relationships that further increase the generated results' accuracy.
A four-period moving average forecast model for Gafisa SA is based on an artificially constructed daily price series in which the value for a given day is replaced by the mean of that value and the values for four preceding and succeeding time periods. This model is best suited to forecast equities with high volatility. Gafisa SA 4 Period Moving Average Price Forecast For the 11th of June 2024
Given 90 days horizon, the 4 Period Moving Average forecasted value of Gafisa SA on the next trading day is expected to be 3.85 with a mean absolute deviation of 0.32, mean absolute percentage error of 0.27, and the sum of the absolute errors of 18.42.Please note that although there have been many attempts to predict Gafisa 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 Gafisa SA's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Gafisa SA Stock Forecast Pattern
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Gafisa SA Forecasted Value
In the context of forecasting Gafisa SA'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. Gafisa SA's downside and upside margins for the forecasting period are 0.04 and 10.14, respectively. We have considered Gafisa SA'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 4 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of Gafisa SA stock data series using in forecasting. Note that when a statistical model is used to represent Gafisa SA 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 | 109.464 |
| Bias | Arithmetic mean of the errors | 0.2298 |
| MAD | Mean absolute deviation | 0.3232 |
| MAPE | Mean absolute percentage error | 0.0574 |
| SAE | Sum of the absolute errors | 18.42 |
Predictive Modules for Gafisa SA
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Gafisa SA. 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 Gafisa SA'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 Gafisa SA
For every potential investor in Gafisa, whether a beginner or expert, Gafisa SA's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Gafisa Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Gafisa. Basic forecasting techniques help filter out the noise by identifying Gafisa SA's price trends.Gafisa SA 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 Gafisa SA stock to make a market-neutral strategy. Peer analysis of Gafisa SA could also be used in its relative valuation, which is a method of valuing Gafisa SA by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Gafisa SA 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 Gafisa SA'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 Gafisa SA's current price.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Gafisa SA Market Strength Events
Market strength indicators help investors to evaluate how Gafisa SA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Gafisa SA shares will generate the highest return on investment. By undertsting and applying Gafisa SA stock market strength indicators, traders can identify Gafisa SA entry and exit signals to maximize returns.
Gafisa SA Risk Indicators
The analysis of Gafisa SA'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 Gafisa SA's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting gafisa 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 | 4.29 | |||
| Standard Deviation | 6.71 | |||
| Variance | 45.01 |
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.| SGC | Superior Uniform Group | |
| VLN | Valens | |
| GNFT | Genfit |
Additional Tools for Gafisa Stock Analysis
When running Gafisa SA's price analysis, check to measure Gafisa SA'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 Gafisa SA is operating at the current time. Most of Gafisa SA's value examination focuses on studying past and present price action to predict the probability of Gafisa SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gafisa SA's price. Additionally, you may evaluate how the addition of Gafisa SA to your portfolios can decrease your overall portfolio volatility.