Context Alternative Mutual Fund Forecast - Naive Prediction

CALTX Fund  USD 10.24  0.01  0.1%   
The Naive Prediction forecasted value of Context Alternative Strategies on the next trading day is expected to be 10.22 with a mean absolute deviation of 0.02 and the sum of the absolute errors of 1.03. Context Mutual Fund Forecast is based on your current time horizon.
At this time the relative strength index (rsi) of Context Alternative's share price is below 20 suggesting that the mutual fund is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards.

Momentum 0

 Sell Peaked

 
Oversold
 
Overbought
The successful prediction of Context Alternative's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Context Alternative Strategies, which may create opportunities for some arbitrage if properly timed.
Using Context Alternative hype-based prediction, you can estimate the value of Context Alternative Strategies from the perspective of Context Alternative response to recently generated media hype and the effects of current headlines on its competitors.
The Naive Prediction forecasted value of Context Alternative Strategies on the next trading day is expected to be 10.22 with a mean absolute deviation of 0.02 and the sum of the absolute errors of 1.03.

Context Alternative after-hype prediction price

    
  USD 10.24  
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as fund price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
  
Check out Historical Fundamental Analysis of Context Alternative to cross-verify your projections.

Context Alternative Additional Predictive Modules

Most predictive techniques to examine Context price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Context using various technical indicators. When you analyze Context charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
A naive forecasting model for Context Alternative is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of Context Alternative Strategies value for a given trading day is simply the observed value for the previous period. Due to the simplistic nature of the naive forecasting model, it can only be used to forecast up to one period.

Context Alternative Naive Prediction Price Forecast For the 24th of January

Given 90 days horizon, the Naive Prediction forecasted value of Context Alternative Strategies on the next trading day is expected to be 10.22 with a mean absolute deviation of 0.02, mean absolute percentage error of 0.0004, and the sum of the absolute errors of 1.03.
Please note that although there have been many attempts to predict Context Mutual 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 Context Alternative's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Context Alternative Mutual Fund Forecast Pattern

Backtest Context AlternativeContext Alternative Price PredictionBuy or Sell Advice 

Context Alternative Forecasted Value

In the context of forecasting Context Alternative's Mutual 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. Context Alternative's downside and upside margins for the forecasting period are 10.00 and 10.44, respectively. We have considered Context Alternative'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
10.24
10.22
Expected Value
10.44
Upside

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 Context Alternative mutual fund data series using in forecasting. Note that when a statistical model is used to represent Context Alternative mutual 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 Criteria110.39
BiasArithmetic mean of the errors None
MADMean absolute deviation0.0169
MAPEMean absolute percentage error0.0017
SAESum of the absolute errors1.0324
This model is not at all useful as a medium-long range forecasting tool of Context Alternative Strategies. This model is simplistic and is included partly for completeness and partly because of its simplicity. It is unlikely that you'll want to use this model directly to predict Context Alternative. Instead, consider using either the moving average model or the more general weighted moving average model with a higher (i.e., greater than 1) number of periods, and possibly a different set of weights.

Predictive Modules for Context Alternative

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Context Alternative. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual 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.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Context Alternative'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
10.0210.2410.46
Details
Intrinsic
Valuation
LowRealHigh
9.169.3811.26
Details
Bollinger
Band Projection (param)
LowMiddleHigh
9.9010.1210.34
Details

Context Alternative After-Hype Price Prediction Density Analysis

As far as predicting the price of Context Alternative at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Context Alternative or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Mutual Fund prices, such as prices of Context Alternative, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

Context Alternative Estimiated After-Hype Price Volatility

In the context of predicting Context Alternative's mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Context Alternative's historical news coverage. Context Alternative's after-hype downside and upside margins for the prediction period are 10.02 and 10.46, respectively. We have considered Context Alternative's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
10.24
10.24
After-hype Price
10.46
Upside
Context Alternative is very steady at this time. Analysis and calculation of next after-hype price of Context Alternative is based on 3 months time horizon.

Context Alternative Mutual Fund Price Prediction Analysis

Have you ever been surprised when a price of a Mutual Fund such as Context Alternative is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Context Alternative backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Fund price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Context Alternative, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.05 
0.22
 0.00  
  0.06 
0 Events / Month
0 Events / Month
In 5 to 10 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
10.24
10.24
0.00 
0.00  
Notes

Context Alternative Hype Timeline

Context Alternative is currently traded for 10.24. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.06. Context is anticipated not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is insignificant. The immediate return on the next news is anticipated to be very small, whereas the daily expected return is currently at 0.05%. %. The volatility of related hype on Context Alternative is about 19.7%, with the expected price after the next announcement by competition of 10.30. The company had not issued any dividends in recent years. Assuming the 90 days horizon the next anticipated press release will be in 5 to 10 days.
Check out Historical Fundamental Analysis of Context Alternative to cross-verify your projections.

Context Alternative Related Hype Analysis

Having access to credible news sources related to Context Alternative's direct competition is more important than ever and may enhance your ability to predict Context Alternative's future price movements. Getting to know how Context Alternative's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Context Alternative may potentially react to the hype associated with one of its peers.
Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
CUSDXSix Circles Ultra 0.00 0 per month 0.00 (1.49) 0.10  0.00  0.20 
CUTAXSix Circles Tax 0.00 0 per month 0.00 (1.67) 0.10  0.00  0.20 
CUSUXSix Circles Unconstrained 0.00 0 per month 0.65  0.06  1.12 (1.22) 10.69 
CMEUXSix Circles Managed 0.00 0 per month 0.96 (0.09) 0.99 (1.36) 3.76 
CMIUXSix Circles Managed 10.05 5 per month 0.51  0.08  1.29 (1.06) 3.10 
CGLBXSix Circles Global 0.00 0 per month 0.00 (0.72) 0.12 (0.24) 0.48 
CRDOXSix Circles Credit 0.00 0 per month 0.00 (0.52) 0.22 (0.11) 0.44 
CIUEXSix Circles International 0.00 0 per month 0.54  0.08  1.37 (1.21) 3.39 
CALTXContext Alternative Strategies 0.00 0 per month 0.00 (0.11) 0.40 (0.29) 1.40 

Other Forecasting Options for Context Alternative

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

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

Context Alternative Market Strength Events

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

Context Alternative Risk Indicators

The analysis of Context Alternative'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 Context Alternative's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting context mutual 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.

Story Coverage note for Context Alternative

The number of cover stories for Context Alternative depends on current market conditions and Context Alternative's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Context Alternative is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Context Alternative's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.

Other Macroaxis Stories

Our audience includes start-ups and big corporations as well as marketing, public relation firms, and advertising agencies, including technology and finance journalists. Our platform and its news and story outlet are popular among finance students, amateur traders, self-guided investors, entrepreneurs, retirees and baby boomers, academic researchers, financial advisers, as well as professional money managers - a very diverse and influential demographic landscape united by one goal - build optimal investment portfolios

Other Information on Investing in Context Mutual Fund

Context Alternative financial ratios help investors to determine whether Context Mutual 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 Context with respect to the benefits of owning Context Alternative security.
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