Deutsche Brse Stock Forecast - Naive Prediction

DB1 Stock   222.90  0.40  0.18%   
The Naive Prediction forecasted value of Deutsche Brse AG on the next trading day is expected to be 219.17 with a mean absolute deviation of 1.40 and the sum of the absolute errors of 85.47. Deutsche Stock Forecast is based on your current time horizon.
  
A naive forecasting model for Deutsche Brse is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of Deutsche Brse AG value for a given trading day is simply the observed value for the previous period. Due to the simplistic nature of the naive forecasting model, it can only be used to forecast up to one period.

Deutsche Brse Naive Prediction Price Forecast For the 17th of December 2024

Given 90 days horizon, the Naive Prediction forecasted value of Deutsche Brse AG on the next trading day is expected to be 219.17 with a mean absolute deviation of 1.40, mean absolute percentage error of 3.01, and the sum of the absolute errors of 85.47.
Please note that although there have been many attempts to predict Deutsche 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 Deutsche Brse's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Deutsche Brse Stock Forecast Pattern

Backtest Deutsche BrseDeutsche Brse Price PredictionBuy or Sell Advice 

Deutsche Brse Forecasted Value

In the context of forecasting Deutsche Brse'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. Deutsche Brse's downside and upside margins for the forecasting period are 218.28 and 220.05, respectively. We have considered Deutsche Brse'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
222.90
218.28
Downside
219.17
Expected Value
220.05
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Deutsche Brse stock data series using in forecasting. Note that when a statistical model is used to represent Deutsche Brse 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 Criteria119.2122
BiasArithmetic mean of the errors None
MADMean absolute deviation1.4012
MAPEMean absolute percentage error0.0065
SAESum of the absolute errors85.4711
This model is not at all useful as a medium-long range forecasting tool of Deutsche Brse AG. This model is simplistic and is included partly for completeness and partly because of its simplicity. It is unlikely that you'll want to use this model directly to predict Deutsche Brse. Instead, consider using either the moving average model or the more general weighted moving average model with a higher (i.e., greater than 1) number of periods, and possibly a different set of weights.

Predictive Modules for Deutsche Brse

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Deutsche Brse AG. 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 Deutsche Brse'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
222.01222.90223.79
Details
Intrinsic
Valuation
LowRealHigh
183.51184.40245.19
Details

Other Forecasting Options for Deutsche Brse

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

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

Deutsche Brse AG 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 Deutsche Brse'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 Deutsche Brse's current price.

Deutsche Brse Market Strength Events

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

Deutsche Brse Risk Indicators

The analysis of Deutsche Brse'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 Deutsche Brse's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting deutsche 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.

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 Deutsche Stock Analysis

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