CF Industries Stock Forecast - 20 Period Moving Average
| CF Stock | USD 89.66 1.00 1.13% |
The 20 Period Moving Average forecasted value of CF Industries Holdings on the next trading day is expected to be 86.80 with a mean absolute deviation of 2.94 and the sum of the absolute errors of 123.41. CF Industries Stock Forecast is based on your current time horizon. We recommend always using this module together with an analysis of CF Industries' historical fundamentals, such as revenue growth or operating cash flow patterns.
CF Industries |
CF Industries 20 Period Moving Average Price Forecast For the 1st of December
Given 90 days horizon, the 20 Period Moving Average forecasted value of CF Industries Holdings on the next trading day is expected to be 86.80 with a mean absolute deviation of 2.94, mean absolute percentage error of 11.84, and the sum of the absolute errors of 123.41.Please note that although there have been many attempts to predict CF Industries 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 CF Industries' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
CF Industries Stock Forecast Pattern
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CF Industries Forecasted Value
In the context of forecasting CF Industries' 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. CF Industries' downside and upside margins for the forecasting period are 85.35 and 88.26, respectively. We have considered CF Industries' 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.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the 20 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of CF Industries stock data series using in forecasting. Note that when a statistical model is used to represent CF Industries 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.| AIC | Akaike Information Criteria | 85.662 |
| Bias | Arithmetic mean of the errors | -1.1683 |
| MAD | Mean absolute deviation | 2.9383 |
| MAPE | Mean absolute percentage error | 0.034 |
| SAE | Sum of the absolute errors | 123.4095 |
Predictive Modules for CF Industries
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as CF Industries Holdings. 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.Other Forecasting Options for CF Industries
For every potential investor in CF Industries, whether a beginner or expert, CF Industries' price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. CF Industries Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in CF Industries. Basic forecasting techniques help filter out the noise by identifying CF Industries' price trends.CF Industries 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 CF Industries stock to make a market-neutral strategy. Peer analysis of CF Industries could also be used in its relative valuation, which is a method of valuing CF Industries by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
CF Industries Holdings 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 CF Industries' 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 CF Industries' current price.| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
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| Volatility Indicators | ||
| Volume Indicators |
CF Industries Market Strength Events
Market strength indicators help investors to evaluate how CF Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CF Industries shares will generate the highest return on investment. By undertsting and applying CF Industries stock market strength indicators, traders can identify CF Industries Holdings entry and exit signals to maximize returns.
CF Industries Risk Indicators
The analysis of CF Industries' 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 CF Industries' investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting cf industries 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.
| Mean Deviation | 1.2 | |||
| Semi Deviation | 1.8 | |||
| Standard Deviation | 1.56 | |||
| Variance | 2.42 | |||
| Downside Variance | 3.87 | |||
| Semi Variance | 3.24 | |||
| Expected Short fall | (1.10) |
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.
Currently Active Assets on Macroaxis
Check out Historical Fundamental Analysis of CF Industries to cross-verify your projections. You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
Is Fertilizers & Agricultural Chemicals space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of CF Industries. If investors know CF Industries will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about CF Industries listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.82 | Dividend Share 1.9 | Earnings Share 6.31 | Revenue Per Share 32.397 | Quarterly Revenue Growth 0.076 |
The market value of CF Industries Holdings is measured differently than its book value, which is the value of CF Industries that is recorded on the company's balance sheet. Investors also form their own opinion of CF Industries' value that differs from its market value or its book value, called intrinsic value, which is CF Industries' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because CF Industries' market value can be influenced by many factors that don't directly affect CF Industries' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between CF Industries' value and its price as these two are different measures arrived at by different means. Investors typically determine if CF Industries is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, CF Industries' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.