CATLIN GROUP Stock Forward View - Simple Regression

CGL Stock   93.25  -0.25  -0.27%   
This page provides Simple Regression reference data for CATLIN GROUP, calculated from historical daily prices. The forecast output and associated deviation metrics are shown for informational use.
The Simple Regression forecasted value of CATLIN GROUP on the next trading day is expected to be 94.02 with a mean absolute deviation of 0.85 and the sum of the absolute errors of 52.72.In general, regression methods applied to historical equity returns or prices series is an area of active research. In recent decades, new methods have been developed for robust regression of price series such as CATLIN GROUP historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data. CATLIN GROUP's Simple Regression reference data is provided for informational and analytical purposes and does not constitute a trading recommendation.
Simple Regression model is a single variable regression model that attempts to put a straight line through CATLIN GROUP price points. This line is defined by its gradient or slope, and the point at which it intercepts the x-axis. Mathematically, assuming the independent variable is X and the dependent variable is Y, then this line can be represented as: Y = intercept + slope * X.

Simple Regression Price Forecast For the 21st of March

Given 90 days horizon, the Simple Regression forecasted value of CATLIN GROUP on the next trading day is expected to be 94.02 with a mean absolute deviation of 0.85 , mean absolute percentage error of 0.99 , and the sum of the absolute errors of 52.72 .
Please note that although there have been many attempts to predict CATLIN 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 CATLIN GROUP's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Stock Forecast Pattern

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Forecasted Value

This next-day forecast for CATLIN GROUP uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. Investors should still remember that no empirical framework consistently proves that one family of forecasting models will outperform all other approaches in live markets.
Market Value
93.25
94.02
Expected Value
94.56
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of CATLIN GROUP stock data series using in forecasting. Note that when a statistical model is used to represent CATLIN GROUP 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 Criteria119.943
BiasArithmetic mean of the errors None
MADMean absolute deviation0.8503
MAPEMean absolute percentage error0.0089
SAESum of the absolute errors52.7204
In general, regression methods applied to historical equity returns or prices series is an area of active research. In recent decades, new methods have been developed for robust regression of price series such as CATLIN GROUP historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data.

Other Forecasting Options for CATLIN GROUP

The price movement of CATLIN is a central concern for all potential investors, regardless of their level of expertise. CATLIN Stock price charts can be difficult to interpret due to the noise present in the data.

CATLIN GROUP Related Equities

The following equities are related to CATLIN GROUP within the Financials space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing CATLIN GROUP 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

CATLIN GROUP Market Strength Events

Market strength indicators applied to CATLIN GROUP stock help investors assess the relative momentum and resilience of the security in different market environments. By using these indicators, traders can make more informed decisions about when to buy or sell CATLIN GROUP.

CATLIN GROUP Risk Indicators

Risk indicator analysis for CATLIN GROUP is essential for accurately projecting its future price trajectory. By identifying the level of risk embedded in CATLIN GROUP's investment, investors can make informed decisions about position sizing and risk mitigation.
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 CATLIN GROUP

A coverage review of CATLIN GROUP shows when the security is attracting above-average attention from contributors and market observers. Used properly, this context can help investors judge whether visibility is reinforcing the thesis or attracting more speculative pressure.

Other Macroaxis Stories

Macroaxis publishes story content for a diverse readership that includes finance students, independent investors, money managers, and market-focused operating teams. What connects that audience is a focus on building stronger portfolios through better research, risk awareness, and comparative analysis.

CATLIN GROUP Short Properties

A short-interest review of CATLIN GROUP provides context for understanding whether skepticism in the market is becoming more influential. The stronger read compares short sentiment with trend behavior, volume, and the broader market narrative.
Common Stock Shares Outstanding318.8 M
Cash And Short Term Investments150.4 K

More Resources for CATLIN Stock Analysis

Other Information on Investing in CATLIN Stock

Financial ratios for CATLIN GROUP show relationships between important financial metrics. They provide context across profit, cash flow, and overall value. The format ensures financial data remains comparable across time periods.