Lotte Energy Stock Forecast - 4 Period Moving Average

020150 Stock   23,950  550.00  2.24%   
The 4 Period Moving Average forecasted value of Lotte Energy Materials on the next trading day is expected to be 24,225 with a mean absolute deviation of 1,365 and the sum of the absolute errors of 77,800. Lotte Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Lotte Energy stock prices and determine the direction of Lotte Energy Materials's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Lotte Energy's historical fundamentals, such as revenue growth or operating cash flow patterns.
  
A four-period moving average forecast model for Lotte Energy Materials 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.

Lotte Energy 4 Period Moving Average Price Forecast For the 6th of December

Given 90 days horizon, the 4 Period Moving Average forecasted value of Lotte Energy Materials on the next trading day is expected to be 24,225 with a mean absolute deviation of 1,365, mean absolute percentage error of 2,567,774, and the sum of the absolute errors of 77,800.
Please note that although there have been many attempts to predict Lotte 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 Lotte Energy's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Lotte Energy Stock Forecast Pattern

Backtest Lotte EnergyLotte Energy Price PredictionBuy or Sell Advice 

Lotte Energy Forecasted Value

In the context of forecasting Lotte Energy'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. Lotte Energy's downside and upside margins for the forecasting period are 24,222 and 24,228, respectively. We have considered Lotte Energy'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
23,950
24,222
Downside
24,225
Expected Value
24,228
Upside

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 Lotte Energy stock data series using in forecasting. Note that when a statistical model is used to represent Lotte Energy 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 Criteria125.5175
BiasArithmetic mean of the errors 700.8772
MADMean absolute deviation1364.9123
MAPEMean absolute percentage error0.04
SAESum of the absolute errors77800.0
The four period moving average method has an advantage over other forecasting models in that it does smooth out peaks and troughs in a set of daily price observations of Lotte Energy. However, it also has several disadvantages. In particular this model does not produce an actual prediction equation for Lotte Energy Materials and therefore, it cannot be a useful forecasting tool for medium or long range price predictions

Predictive Modules for Lotte Energy

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Lotte Energy Materials. 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.
Hype
Prediction
LowEstimatedHigh
23,94723,95023,953
Details
Intrinsic
Valuation
LowRealHigh
22,98922,99226,345
Details
Bollinger
Band Projection (param)
LowMiddleHigh
24,14525,22426,303
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Lotte Energy. Your research has to be compared to or analyzed against Lotte Energy's peers to derive any actionable benefits. When done correctly, Lotte Energy'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 Lotte Energy Materials.

Other Forecasting Options for Lotte Energy

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

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

Lotte Energy Materials 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 Lotte Energy'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 Lotte Energy's current price.

Lotte Energy Market Strength Events

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

Lotte Energy Risk Indicators

The analysis of Lotte Energy'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 Lotte Energy's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting lotte 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.

Pair Trading with Lotte Energy

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Lotte Energy position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Lotte Energy will appreciate offsetting losses from the drop in the long position's value.

Moving together with Lotte Stock

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  0.81012700 LEADCORPPairCorr
  0.79024910 Kyung Chang IndustrialPairCorr
  0.93027710 FarmStoryPairCorr
The ability to find closely correlated positions to Lotte Energy could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Lotte Energy when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Lotte Energy - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Lotte Energy Materials to buy it.
The correlation of Lotte Energy is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Lotte Energy moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Lotte Energy Materials moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Lotte Energy can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching

Other Information on Investing in Lotte Stock

Lotte Energy financial ratios help investors to determine whether Lotte 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 Lotte with respect to the benefits of owning Lotte Energy security.