SEIKO EPSON Stock Forecast - Polynomial Regression

SE7S Stock  EUR 8.10  0.75  8.47%   
The Polynomial Regression forecasted value of SEIKO EPSON PADR on the next trading day is expected to be 8.22 with a mean absolute deviation of 0.11 and the sum of the absolute errors of 6.65. SEIKO Stock Forecast is based on your current time horizon. We recommend always using this module together with an analysis of SEIKO EPSON's historical fundamentals, such as revenue growth or operating cash flow patterns.
  
SEIKO EPSON polinomial regression implements a single variable polynomial regression model using the daily prices as the independent variable. The coefficients of the regression for SEIKO EPSON PADR as well as the accuracy indicators are determined from the period prices.

SEIKO EPSON Polynomial Regression Price Forecast For the 2nd of December

Given 90 days horizon, the Polynomial Regression forecasted value of SEIKO EPSON PADR on the next trading day is expected to be 8.22 with a mean absolute deviation of 0.11, mean absolute percentage error of 0.02, and the sum of the absolute errors of 6.65.
Please note that although there have been many attempts to predict SEIKO 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 SEIKO EPSON's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

SEIKO EPSON Stock Forecast Pattern

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SEIKO EPSON Forecasted Value

In the context of forecasting SEIKO EPSON'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. SEIKO EPSON's downside and upside margins for the forecasting period are 6.27 and 10.18, respectively. We have considered SEIKO EPSON'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
8.10
8.22
Expected Value
10.18
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Polynomial Regression forecasting method's relative quality and the estimations of the prediction error of SEIKO EPSON stock data series using in forecasting. Note that when a statistical model is used to represent SEIKO EPSON 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 Criteria114.3115
BiasArithmetic mean of the errors None
MADMean absolute deviation0.1089
MAPEMean absolute percentage error0.0133
SAESum of the absolute errors6.6455
A single variable polynomial regression model attempts to put a curve through the SEIKO EPSON historical price points. Mathematically, assuming the independent variable is X and the dependent variable is Y, this line can be indicated as: Y = a0 + a1*X + a2*X2 + a3*X3 + ... + am*Xm

Predictive Modules for SEIKO EPSON

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as SEIKO EPSON PADR. 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 SEIKO EPSON'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
6.158.1010.05
Details
Intrinsic
Valuation
LowRealHigh
5.867.819.76
Details

Other Forecasting Options for SEIKO EPSON

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

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

SEIKO EPSON PADR 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 SEIKO EPSON'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 SEIKO EPSON's current price.

SEIKO EPSON Market Strength Events

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

SEIKO EPSON Risk Indicators

The analysis of SEIKO EPSON'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 SEIKO EPSON's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting seiko 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.

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Other Information on Investing in SEIKO Stock

SEIKO EPSON financial ratios help investors to determine whether SEIKO 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 SEIKO with respect to the benefits of owning SEIKO EPSON security.