Loft II Fund Forecast - 8 Period Moving Average

LFTT11 Fund  BRL 8.21  0.32  4.06%   
The 8 Period Moving Average forecasted value of Loft II Fundo on the next trading day is expected to be 8.09 with a mean absolute deviation of 0.57 and the sum of the absolute errors of 30.86. Loft Fund Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Loft II stock prices and determine the direction of Loft II Fundo's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Loft II's historical fundamentals, such as revenue growth or operating cash flow patterns.
  
An 8-period moving average forecast model for Loft II is based on an artificially constructed time series of Loft II daily prices in which the value for a trading day is replaced by the mean of that value and the values for 8 of preceding and succeeding time periods. This model is best suited for price series data that changes over time.

Loft II 8 Period Moving Average Price Forecast For the 13th of December 2024

Given 90 days horizon, the 8 Period Moving Average forecasted value of Loft II Fundo on the next trading day is expected to be 8.09 with a mean absolute deviation of 0.57, mean absolute percentage error of 0.59, and the sum of the absolute errors of 30.86.
Please note that although there have been many attempts to predict Loft Fund 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 Loft II's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Loft II Fund Forecast Pattern

Loft II Forecasted Value

In the context of forecasting Loft II's Fund 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. Loft II's downside and upside margins for the forecasting period are 2.93 and 13.24, respectively. We have considered Loft II'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
8.21
8.09
Expected Value
13.24
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the 8 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of Loft II fund data series using in forecasting. Note that when a statistical model is used to represent Loft II fund, 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 Criteria104.7129
BiasArithmetic mean of the errors 0.3335
MADMean absolute deviation0.5715
MAPEMean absolute percentage error0.0631
SAESum of the absolute errors30.86
The eieght-period moving average method has an advantage over other forecasting models in that it does smooth out peaks and valleys in a set of daily observations. Loft II Fundo 8-period moving average forecast can only be used reliably to predict one or two periods into the future.

Predictive Modules for Loft II

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Loft II Fundo. Regardless of method or technology, however, to accurately forecast the fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the fund 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
3.028.2113.40
Details
Intrinsic
Valuation
LowRealHigh
2.767.9513.14
Details

Other Forecasting Options for Loft II

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

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

Loft II Fundo Technical and Predictive Analytics

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

Loft II Market Strength Events

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

Loft II Risk Indicators

The analysis of Loft II'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 Loft II's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting loft fund 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.

Other Information on Investing in Loft Fund

Loft II financial ratios help investors to determine whether Loft Fund 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 Loft with respect to the benefits of owning Loft II security.
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation
Idea Analyzer
Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas
Stocks Directory
Find actively traded stocks across global markets
Financial Widgets
Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets