COPT Defense Stock Forward View
| CDP Stock | 31.97 0.33 1.04% |
The Naive Prediction forecast reference data for COPT Defense Properties is based on the equity's recent trading history. This page summarizes the model output and key accuracy metrics for reference.
The Naive Prediction forecasted value of COPT Defense Properties on the next trading day is expected to be 31.44 with a mean absolute deviation of 0.35 and the sum of the absolute errors of 21.13.This model is not at all useful as a medium-long range forecasting tool of COPT Defense Properties. 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 COPT Defense. 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. All Naive Prediction forecast figures shown for COPT Defense Properties are reference data reflecting model output based on available historical prices. COPT Defense Cash Forecast
To forecast cash or other financial indicators, analysts must employ diverse statistical methods, techniques, and algorithms. This approach allows them to detect underlying patterns in COPT Defense's financial statements, predicting their influence on future market prices.
Cash | First Reported 1997-12-31 | Previous Quarter 23.7 M | Current Value 275 M | Quarterly Volatility 48.5 M |
Macro event markers
Naive Prediction Price Forecast For the 21st of March
Given 90 days horizon, the Naive Prediction forecasted value of COPT Defense Properties on the next trading day is expected to be 31.44 with a mean absolute deviation of 0.35 , mean absolute percentage error of 0.19 , and the sum of the absolute errors of 21.13 .Please note that although there have been many attempts to predict COPT Stock prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that COPT Defense's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
| Backtest COPT Defense | COPT Defense Price Prediction | Research Analysis |
Forecasted Value
For the next trading day, Macroaxis evaluates COPT Defense's predictive range by looking for statistically meaningful downside and upside boundaries. At the moment, the model places downside around 30.15 and upside around 32.72 for the forecasting period.
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 COPT Defense stock data series using in forecasting. Note that when a statistical model is used to represent COPT Defense 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 | 116.454 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.3464 |
| MAPE | Mean absolute percentage error | 0.0114 |
| SAE | Sum of the absolute errors | 21.1283 |
Other Forecasting Options for COPT Defense
Whether a novice or experienced investor, anyone considering COPT needs to understand the dynamics of COPT Defense's price movement. Price charts for COPT Stock contain a significant amount of noise that can distort investment decisions.COPT Defense Related Equities
The following equities are related to COPT Defense within the Real Estate space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing COPT Defense against peers on metrics such as P/E, margins, and return on equity helps contextualize its positioning and identify relative strengths or weaknesses.
| Risk & Return | Correlation |
COPT Defense Market Strength Events
Analyzing market strength indicators for COPT Defense enables investors to understand how the stock performs relative to overall market momentum. These indicators are valuable tools for identifying when to enter or exit positions in COPT Defense Properties.
COPT Defense Risk Indicators
Identifying and analyzing COPT Defense's key risk indicators is a foundational step in projecting how its price may evolve. This process quantifies the risk associated with COPT Defense's and decide how to manage it.
| Mean Deviation | 0.9584 | |||
| Semi Deviation | 0.8863 | |||
| Standard Deviation | 1.26 | |||
| Variance | 1.59 | |||
| Downside Variance | 1.07 | |||
| Semi Variance | 0.7856 | |||
| Expected Short fall | -1.15 |
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 COPT Defense
Story coverage around COPT Defense Properties often expands when market conditions, narrative momentum, or risk-adjusted performance make the security more visible to investors. This is most useful when investors want to understand why a security is suddenly drawing more public discussion.
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Latest Perspective From Macroaxis
COPT Defense Short Properties
Short-interest signals around COPT Defense Properties can help investors judge whether skeptical positioning is starting to pressure price predictability and market tone. The practical goal is to identify when the balance between long and short participation may be changing the quality of the setup.
| Common Stock Shares Outstanding | 113.3 M | |
| Cash And Short Term Investments | 275 M |
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