BTG Pactual Fund Forecast - Simple Regression

BTLG11 Fund  BRL 99.15  0.96  0.98%   
The Simple Regression forecasted value of BTG Pactual Logstica on the next trading day is expected to be 100.23 with a mean absolute deviation of 0.94 and the sum of the absolute errors of 58.50. BTG Fund Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast BTG Pactual stock prices and determine the direction of BTG Pactual Logstica's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of BTG Pactual's historical fundamentals, such as revenue growth or operating cash flow patterns.
  
Simple Regression model is a single variable regression model that attempts to put a straight line through BTG Pactual 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.

BTG Pactual Simple Regression Price Forecast For the 29th of September

Given 90 days horizon, the Simple Regression forecasted value of BTG Pactual Logstica on the next trading day is expected to be 100.23 with a mean absolute deviation of 0.94, mean absolute percentage error of 1.27, and the sum of the absolute errors of 58.50.
Please note that although there have been many attempts to predict BTG Fund 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 BTG Pactual's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

BTG Pactual Fund Forecast Pattern

Backtest BTG PactualBTG Pactual Price PredictionBuy or Sell Advice 

BTG Pactual Forecasted Value

In the context of forecasting BTG Pactual's Fund 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. BTG Pactual's downside and upside margins for the forecasting period are 99.59 and 100.86, respectively. We have considered BTG Pactual'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
99.15
100.23
Expected Value
100.86
Upside

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 BTG Pactual fund data series using in forecasting. Note that when a statistical model is used to represent BTG Pactual fund, 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 Criteria120.1881
BiasArithmetic mean of the errors None
MADMean absolute deviation0.9435
MAPEMean absolute percentage error0.0094
SAESum of the absolute errors58.4998
In general, regression methods applied to historical equity returns or prices series is an area of active research. In recent decades, new methods have been developed for robust regression of price series such as BTG Pactual Logstica historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data.

Predictive Modules for BTG Pactual

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as BTG Pactual Logstica. Regardless of method or technology, however, to accurately forecast the fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the fund 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 BTG Pactual'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.
Hype
Prediction
LowEstimatedHigh
98.5299.1599.78
Details
Intrinsic
Valuation
LowRealHigh
96.3496.97109.07
Details
Bollinger
Band Projection (param)
LowMiddleHigh
98.14101.03103.92
Details

Other Forecasting Options for BTG Pactual

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

BTG Pactual 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 BTG Pactual fund to make a market-neutral strategy. Peer analysis of BTG Pactual could also be used in its relative valuation, which is a method of valuing BTG Pactual by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

BTG Pactual Logstica Technical and Predictive Analytics

The fund market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of BTG Pactual'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 BTG Pactual's current price.

BTG Pactual Market Strength Events

Market strength indicators help investors to evaluate how BTG Pactual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading BTG Pactual shares will generate the highest return on investment. By undertsting and applying BTG Pactual fund market strength indicators, traders can identify BTG Pactual Logstica entry and exit signals to maximize returns.

BTG Pactual Risk Indicators

The analysis of BTG Pactual'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 BTG Pactual's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting btg fund 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.
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.

Other Information on Investing in BTG Fund

BTG Pactual financial ratios help investors to determine whether BTG Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in BTG with respect to the benefits of owning BTG Pactual security.
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