Volkswagen Pink Sheet Forecast - Simple Regression

VWAGY Stock  USD 11.32  0.37  3.38%   
The Simple Regression forecasted value of Volkswagen AG 110 on the next trading day is expected to be 10.65 with a mean absolute deviation of 0.28 and the sum of the absolute errors of 17.59. Volkswagen Pink Sheet Forecast is based on your current time horizon.
  
Simple Regression model is a single variable regression model that attempts to put a straight line through Volkswagen 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.

Volkswagen Simple Regression Price Forecast For the 28th of September

Given 90 days horizon, the Simple Regression forecasted value of Volkswagen AG 110 on the next trading day is expected to be 10.65 with a mean absolute deviation of 0.28, mean absolute percentage error of 0.12, and the sum of the absolute errors of 17.59.
Please note that although there have been many attempts to predict Volkswagen Pink Sheet 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 Volkswagen's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Volkswagen Pink Sheet Forecast Pattern

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Volkswagen Forecasted Value

In the context of forecasting Volkswagen's Pink Sheet 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. Volkswagen's downside and upside margins for the forecasting period are 8.97 and 12.33, respectively. We have considered Volkswagen'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
11.32
10.65
Expected Value
12.33
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 Volkswagen pink sheet data series using in forecasting. Note that when a statistical model is used to represent Volkswagen pink sheet, 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 Criteria117.8345
BiasArithmetic mean of the errors None
MADMean absolute deviation0.2837
MAPEMean absolute percentage error0.0251
SAESum of the absolute errors17.5875
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 Volkswagen AG 110 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 Volkswagen

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Volkswagen AG 110. Regardless of method or technology, however, to accurately forecast the pink sheet market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the pink sheet 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 Volkswagen'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
9.3310.9512.57
Details
Intrinsic
Valuation
LowRealHigh
9.5711.1912.81
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Volkswagen. Your research has to be compared to or analyzed against Volkswagen's peers to derive any actionable benefits. When done correctly, Volkswagen's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Volkswagen AG 110.

Other Forecasting Options for Volkswagen

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

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

Volkswagen AG 110 Technical and Predictive Analytics

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

Volkswagen Market Strength Events

Market strength indicators help investors to evaluate how Volkswagen pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Volkswagen shares will generate the highest return on investment. By undertsting and applying Volkswagen pink sheet market strength indicators, traders can identify Volkswagen AG 110 entry and exit signals to maximize returns.

Volkswagen Risk Indicators

The analysis of Volkswagen'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 Volkswagen's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting volkswagen pink sheet 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.

Additional Tools for Volkswagen Pink Sheet Analysis

When running Volkswagen's price analysis, check to measure Volkswagen'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 Volkswagen is operating at the current time. Most of Volkswagen's value examination focuses on studying past and present price action to predict the probability of Volkswagen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Volkswagen's price. Additionally, you may evaluate how the addition of Volkswagen to your portfolios can decrease your overall portfolio volatility.