Wintrust Financial Preferred Stock Forecast - Simple Moving Average

WTFCM Preferred Stock  USD 25.19  0.01  0.04%   
The Simple Moving Average forecasted value of Wintrust Financial Corp on the next trading day is expected to be 25.19 with a mean absolute deviation of 0.04 and the sum of the absolute errors of 2.63. Wintrust Preferred Stock Forecast is based on your current time horizon.
  
A two period moving average forecast for Wintrust Financial is based on an daily price series in which the stock price on a given day is replaced by the mean of that price and the preceding price. This model is best suited to price patterns experiencing average volatility.

Wintrust Financial Simple Moving Average Price Forecast For the 17th of December 2024

Given 90 days horizon, the Simple Moving Average forecasted value of Wintrust Financial Corp on the next trading day is expected to be 25.19 with a mean absolute deviation of 0.04, mean absolute percentage error of 0, and the sum of the absolute errors of 2.63.
Please note that although there have been many attempts to predict Wintrust Preferred 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 Wintrust Financial's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Wintrust Financial Preferred Stock Forecast Pattern

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Wintrust Financial Forecasted Value

In the context of forecasting Wintrust Financial's Preferred 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. Wintrust Financial's downside and upside margins for the forecasting period are 24.91 and 25.47, respectively. We have considered Wintrust Financial'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
25.19
25.19
Expected Value
25.47
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Simple Moving Average forecasting method's relative quality and the estimations of the prediction error of Wintrust Financial preferred stock data series using in forecasting. Note that when a statistical model is used to represent Wintrust Financial preferred 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 Criteria109.009
BiasArithmetic mean of the errors -0.0093
MADMean absolute deviation0.0446
MAPEMean absolute percentage error0.0018
SAESum of the absolute errors2.63
The simple moving average model is conceptually a linear regression of the current value of Wintrust Financial Corp price series against current and previous (unobserved) value of Wintrust Financial. In time series analysis, the simple moving-average model is a very common approach for modeling univariate price series models including forecasting prices into the future

Predictive Modules for Wintrust Financial

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Wintrust Financial Corp. Regardless of method or technology, however, to accurately forecast the preferred stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the preferred 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 Wintrust Financial'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
24.9125.1925.47
Details
Intrinsic
Valuation
LowRealHigh
24.8525.1325.41
Details

Other Forecasting Options for Wintrust Financial

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

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

Wintrust Financial Corp Technical and Predictive Analytics

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

Wintrust Financial Market Strength Events

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

Wintrust Financial Risk Indicators

The analysis of Wintrust Financial'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 Wintrust Financial's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting wintrust preferred 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.
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.

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Other Information on Investing in Wintrust Preferred Stock

Wintrust Financial financial ratios help investors to determine whether Wintrust Preferred Stock 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 Wintrust with respect to the benefits of owning Wintrust Financial security.