Merchants Bancorp Preferred Stock Forecast - 4 Period Moving Average

MBINODelisted Preferred Stock  USD 25.00  0.01  0.04%   
The 4 Period Moving Average forecasted value of Merchants Bancorp on the next trading day is expected to be 25.00 with a mean absolute deviation of 0.03 and the sum of the absolute errors of 1.67. Merchants Preferred Stock Forecast is based on your current time horizon.
  
A four-period moving average forecast model for Merchants Bancorp 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.

Merchants Bancorp 4 Period Moving Average Price Forecast For the 6th of January

Given 90 days horizon, the 4 Period Moving Average forecasted value of Merchants Bancorp on the next trading day is expected to be 25.00 with a mean absolute deviation of 0.03, mean absolute percentage error of 0, and the sum of the absolute errors of 1.67.
Please note that although there have been many attempts to predict Merchants 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 Merchants Bancorp's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Merchants Bancorp Preferred Stock Forecast Pattern

Backtest Merchants BancorpMerchants Bancorp Price PredictionBuy or Sell Advice 

Merchants Bancorp Forecasted Value

In the context of forecasting Merchants Bancorp'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. Merchants Bancorp's downside and upside margins for the forecasting period are 24.83 and 25.18, respectively. We have considered Merchants Bancorp'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
25.00
25.00
Expected Value
25.18
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 Merchants Bancorp preferred stock data series using in forecasting. Note that when a statistical model is used to represent Merchants Bancorp 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 Criteria104.0713
BiasArithmetic mean of the errors -0.0211
MADMean absolute deviation0.0293
MAPEMean absolute percentage error0.0012
SAESum of the absolute errors1.6675
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 Merchants Bancorp. However, it also has several disadvantages. In particular this model does not produce an actual prediction equation for Merchants Bancorp and therefore, it cannot be a useful forecasting tool for medium or long range price predictions

Predictive Modules for Merchants Bancorp

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Merchants Bancorp. 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.
Hype
Prediction
LowEstimatedHigh
24.8225.0025.18
Details
Intrinsic
Valuation
LowRealHigh
20.9621.1427.50
Details
Bollinger
Band Projection (param)
LowMiddleHigh
24.8224.9325.03
Details

Other Forecasting Options for Merchants Bancorp

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

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

Merchants Bancorp 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 Merchants Bancorp'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 Merchants Bancorp's current price.

Merchants Bancorp Market Strength Events

Market strength indicators help investors to evaluate how Merchants Bancorp 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 Merchants Bancorp shares will generate the highest return on investment. By undertsting and applying Merchants Bancorp preferred stock market strength indicators, traders can identify Merchants Bancorp entry and exit signals to maximize returns.

Merchants Bancorp Risk Indicators

The analysis of Merchants Bancorp'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 Merchants Bancorp's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting merchants 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.

Pair Trading with Merchants Bancorp

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 Merchants Bancorp 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 Merchants Bancorp will appreciate offsetting losses from the drop in the long position's value.

Moving together with Merchants Preferred Stock

  0.64BY Byline Bancorp Fiscal Year End 23rd of January 2025 PairCorr

Moving against Merchants Preferred Stock

  0.89CFG-PE Citizens FinancialPairCorr
  0.88TFC-PO Truist FinancialPairCorr
  0.87TFC-PR Truist FinancialPairCorr
  0.81NU Nu HoldingsPairCorr
  0.77WF Woori Financial GroupPairCorr
The ability to find closely correlated positions to Merchants Bancorp could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Merchants Bancorp 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 Merchants Bancorp - 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 Merchants Bancorp to buy it.
The correlation of Merchants Bancorp 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 Merchants Bancorp moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Merchants Bancorp 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 Merchants Bancorp 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
Check out Historical Fundamental Analysis of Merchants Bancorp to cross-verify your projections.
To learn how to invest in Merchants Preferred Stock, please use our How to Invest in Merchants Bancorp guide.
You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.

Other Consideration for investing in Merchants Preferred Stock

If you are still planning to invest in Merchants Bancorp check if it may still be traded through OTC markets such as Pink Sheets or OTC Bulletin Board. You may also purchase it directly from the company, but this is not always possible and may require contacting the company directly. Please note that delisted stocks are often considered to be more risky investments, as they are no longer subject to the same regulatory and reporting requirements as listed stocks. Therefore, it is essential to carefully research the Merchants Bancorp's history and understand the potential risks before investing.
Latest Portfolios
Quick portfolio dashboard that showcases your latest portfolios
Equity Search
Search for actively traded equities including funds and ETFs from over 30 global markets
Commodity Directory
Find actively traded commodities issued by global exchanges
Share Portfolio
Track or share privately all of your investments from the convenience of any device
AI Portfolio Architect
Use AI to generate optimal portfolios and find profitable investment opportunities
Sectors
List of equity sectors categorizing publicly traded companies based on their primary business activities
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Aroon Oscillator
Analyze current equity momentum using Aroon Oscillator and other momentum ratios
Performance Analysis
Check effects of mean-variance optimization against your current asset allocation