Calamos LongShort Stock Forecast - Naive Prediction
| CPZ Stock | USD 15.54 0.04 0.26% |
The Naive Prediction forecasted value of Calamos LongShort Equity on the next trading day is expected to be 15.47 with a mean absolute deviation of 0.06 and the sum of the absolute errors of 3.73. Calamos Stock Forecast is based on your current time horizon.
Calamos |
Forecasting cash, or other financial indicators, requires analysts to apply different statistical methods, techniques, and algorithms to find hidden patterns within the Calamos LongShort's financial statements to predict how it will affect future prices.
Cash | First Reported 2010-12-31 | Previous Quarter 7.8 M | Current Value 8.2 M | Quarterly Volatility 3.6 M |
Calamos LongShort Naive Prediction Price Forecast For the 30th of November
Given 90 days horizon, the Naive Prediction forecasted value of Calamos LongShort Equity on the next trading day is expected to be 15.47 with a mean absolute deviation of 0.06, mean absolute percentage error of 0.01, and the sum of the absolute errors of 3.73.Please note that although there have been many attempts to predict Calamos 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 Calamos LongShort's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Calamos LongShort Stock Forecast Pattern
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Calamos LongShort Forecasted Value
In the context of forecasting Calamos LongShort'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. Calamos LongShort's downside and upside margins for the forecasting period are 14.84 and 16.10, respectively. We have considered Calamos LongShort'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 Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Calamos LongShort stock data series using in forecasting. Note that when a statistical model is used to represent Calamos LongShort 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 | 113.0294 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.0611 |
| MAPE | Mean absolute percentage error | 0.004 |
| SAE | Sum of the absolute errors | 3.7281 |
Predictive Modules for Calamos LongShort
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Calamos LongShort Equity. 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 Calamos LongShort
For every potential investor in Calamos, whether a beginner or expert, Calamos LongShort's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Calamos Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Calamos. Basic forecasting techniques help filter out the noise by identifying Calamos LongShort's price trends.View Calamos LongShort Related Equities
| Risk & Return | Correlation |
Calamos LongShort Equity 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 Calamos LongShort'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 Calamos LongShort's current price.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Calamos LongShort Market Strength Events
Market strength indicators help investors to evaluate how Calamos LongShort stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Calamos LongShort shares will generate the highest return on investment. By undertsting and applying Calamos LongShort stock market strength indicators, traders can identify Calamos LongShort Equity entry and exit signals to maximize returns.
Calamos LongShort Risk Indicators
The analysis of Calamos LongShort'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 Calamos LongShort's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting calamos 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 | 0.4921 | |||
| Semi Deviation | 0.5806 | |||
| Standard Deviation | 0.6359 | |||
| Variance | 0.4044 | |||
| Downside Variance | 0.4429 | |||
| Semi Variance | 0.3371 | |||
| Expected Short fall | (0.56) |
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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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.Additional Tools for Calamos Stock Analysis
When running Calamos LongShort's price analysis, check to measure Calamos LongShort's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Calamos LongShort is operating at the current time. Most of Calamos LongShort's value examination focuses on studying past and present price action to predict the probability of Calamos LongShort's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Calamos LongShort's price. Additionally, you may evaluate how the addition of Calamos LongShort to your portfolios can decrease your overall portfolio volatility.