SP500 VIX Index Forecast - 20 Period Moving Average
| SPVIXETR | 19,972 35.31 0.18% |
SP500 VIX 20 Period Moving Average Price Forecast For the 16th of December 2024
Given 90 days horizon, the 20 Period Moving Average forecasted value of SP500 VIX Futures on the next trading day is expected to be 19,709 with a mean absolute deviation of 740.52, mean absolute percentage error of 782,027, and the sum of the absolute errors of 30,361.Please note that although there have been many attempts to predict SP500 Index 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 SP500 VIX's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
SP500 VIX Index Forecast Pattern
SP500 VIX Forecasted Value
In the context of forecasting SP500 VIX's Index 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. SP500 VIX's downside and upside margins for the forecasting period are 19,707 and 19,711, respectively. We have considered SP500 VIX'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.
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 SP500 VIX index data series using in forecasting. Note that when a statistical model is used to represent SP500 VIX index, 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 | 94.9226 |
| Bias | Arithmetic mean of the errors | 570.3337 |
| MAD | Mean absolute deviation | 740.5211 |
| MAPE | Mean absolute percentage error | 0.0368 |
| SAE | Sum of the absolute errors | 30361.3635 |
Predictive Modules for SP500 VIX
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as SP500 VIX Futures. Regardless of method or technology, however, to accurately forecast the index market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the index 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 SP500 VIX'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.
Other Forecasting Options for SP500 VIX
For every potential investor in SP500, whether a beginner or expert, SP500 VIX's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. SP500 Index price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in SP500. Basic forecasting techniques help filter out the noise by identifying SP500 VIX's price trends.SP500 VIX 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 SP500 VIX index to make a market-neutral strategy. Peer analysis of SP500 VIX could also be used in its relative valuation, which is a method of valuing SP500 VIX by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
SP500 VIX Futures Technical and Predictive Analytics
The index market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of SP500 VIX'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 SP500 VIX's current price.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
SP500 VIX Market Strength Events
Market strength indicators help investors to evaluate how SP500 VIX index reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading SP500 VIX shares will generate the highest return on investment. By undertsting and applying SP500 VIX index market strength indicators, traders can identify SP500 VIX Futures entry and exit signals to maximize returns.
| Accumulation Distribution | 0.0204 | |||
| Daily Balance Of Power | 0.0859 | |||
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 19981.66 | |||
| Day Typical Price | 19978.44 | |||
| Market Facilitation Index | 410.96 | |||
| Price Action Indicator | 8.0 | |||
| Period Momentum Indicator | 35.31 | |||
| Relative Strength Index | 35.23 |
SP500 VIX Risk Indicators
The analysis of SP500 VIX'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 SP500 VIX's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting sp500 index 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 | 1.35 | |||
| Standard Deviation | 1.87 | |||
| Variance | 3.51 |
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.