Citizens Community Stock Forward View - Simple Regression
| CZWI Stock | USD 19.41 -0.14 -0.72% |
This page provides Simple Regression reference data for Citizens Community Bancorp, calculated from historical daily prices. The model output shown here is derived from Citizens Community's historical price series and is provided for informational purposes. Projected values and accuracy measures are included for reference.
The Simple Regression forecasted value of Citizens Community Bancorp on the next trading day is projected to be 18.68 with a mean absolute deviation of 0.36 and the sum of the absolute errors of 22.04.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 Citizens Community Bancorp historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data. The Simple Regression reference information for Citizens Community is based on available price data and is intended for informational purposes. Simple Regression Price Forecast For the 26th of March
Given 90 days horizon, the Simple Regression forecasted value of Citizens Community Bancorp on the next trading day is expected to be 18.68 with a mean absolute deviation of 0.36 , mean absolute percentage error of 0.20 , and the sum of the absolute errors of 22.04 .Please note that although there have been many attempts to predict Citizens 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 Citizens Community's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
| Backtest Citizens Community | Citizens Community Price Prediction | Research Analysis |
Forecasted Value
The next-day forecast for Citizens Community Bancorp focuses on identifying predictive downside and upside bands that can frame a realistic trading range. Used properly, these levels provide context around forecast dispersion rather than certainty about the next closing print.
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 Citizens Community stock data series using in forecasting. Note that when a statistical model is used to represent Citizens Community 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 | 116.4772 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.3613 |
| MAPE | Mean absolute percentage error | 0.0197 |
| SAE | Sum of the absolute errors | 22.0376 |
Other Forecasting Options for Citizens Community
The autocorrelation structure of Citizens Community's daily returns reveals whether Citizens exhibits momentum, mean-reversion, or random-walk behavior. Separating these elements helps distinguish persistent directional moves from temporary noise in Citizens Stock price data. Stochastic oscillator analysis compares Citizens Community's closing price to its range over a given period.Citizens Community Related Equities
Checking Citizens Community against related firms within the Financials space helps investors see where the stock stands among peers. Market cap and total value checks frame Citizens Community's size within the competitive field. Identifying peers that steadily beat or lag Citizens Community across many periods highlights durable competitive gaps.
| Risk & Return | Correlation |
Citizens Community Market Strength Events
Market strength indicators applied to Citizens Community stock help assess momentum and resilience across environments. These indicators support informed market timing decisions when analyzing Citizens Community. For Citizens Community Bancorp, market strength indicators complement fundamental analysis with timing context.
Citizens Community Risk Indicators
Risk indicator analysis for Citizens Community is essential for accurately projecting its future price trajectory. The process involves identifying the amount of risk involved in Citizens Community's investment and either accepting or mitigating it. Understanding the risk profile of Citizens Community's allows investors to make more informed decisions about position sizing.
| Mean Deviation | 1.17 | |||
| Semi Deviation | 1.33 | |||
| Standard Deviation | 1.56 | |||
| Variance | 2.42 | |||
| Downside Variance | 2.2 | |||
| Semi Variance | 1.78 | |||
| Expected Short fall | -1.31 |
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 Citizens Community
Coverage intensity for Citizens Community Bancorp matters because narrative visibility can influence sentiment, participation, and volatility around the name. Used properly, this context can help investors judge whether visibility is reinforcing the thesis or attracting more speculative pressure.
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Citizens Community Short Properties
A short-interest review of Citizens Community Bancorp provides context for understanding whether skepticism in the market is becoming more influential. This is most valuable when investors want to know whether bearish pressure is starting to shape the market's reaction function.
| Common Stock Shares Outstanding | 9.7 M | |
| Cash And Short Term Investments | 253 M |