FirstService Corp Stock Forward View - Polynomial Regression

FSV Stock  USD 136.42  -1.09  -0.79%   
The Polynomial Regression forecast shown here for FirstService Corp is reference data produced from its historical price series. The projected value and error measures below serve as reference information.
The Polynomial Regression forecasted value of FirstService Corp on the next trading day is expected to be 132.21 with a mean absolute deviation of 2.24 and the sum of the absolute errors of 138.99.A single variable polynomial regression model attempts to put a curve through the FirstService Corp historical price points. Mathematically, assuming the independent variable is X and the dependent variable is Y, this line can be indicated as: Y = a0 + a1*X + a2*X2 + a3*X3 + ... + am*Xm This Polynomial Regression reference page for FirstService Corp presents model-generated projections from historical price data for informational purposes.
FirstService Corp polinomial regression implements a single variable polynomial regression model using the daily prices as the independent variable. The coefficients of the regression for FirstService Corp as well as the accuracy indicators are determined from the period prices.

Polynomial Regression Price Forecast For the 26th of March

Given 90 days horizon, the Polynomial Regression forecasted value of FirstService Corp on the next trading day is expected to be 132.21 with a mean absolute deviation of 2.24 , mean absolute percentage error of 8.00 , and the sum of the absolute errors of 138.99 .
Please note that although there have been many attempts to predict FirstService 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 FirstService Corp's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Stock Forecast Pattern

Backtest FirstService Corp  FirstService Corp Price Prediction  Research Analysis  

Forecasted Value

This next-day forecast for FirstService Corp uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. Used properly, these levels provide context around forecast dispersion rather than certainty about the next closing print.
Market Value
136.42
130.32
Downside
132.21
Expected Value
134.10
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Polynomial Regression forecasting method's relative quality and the estimations of the prediction error of FirstService Corp stock data series using in forecasting. Note that when a statistical model is used to represent FirstService Corp 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 Criteria122.0276
BiasArithmetic mean of the errors None
MADMean absolute deviation2.2418
MAPEMean absolute percentage error0.0146
SAESum of the absolute errors138.9929
A single variable polynomial regression model attempts to put a curve through the FirstService Corp historical price points. Mathematically, assuming the independent variable is X and the dependent variable is Y, this line can be indicated as: Y = a0 + a1*X + a2*X2 + a3*X3 + ... + am*Xm

Other Forecasting Options for FirstService Corp

The distribution of FirstService Corp's daily returns is typically non-normal, with fatter tails than a Gaussian model predicts. This can reveal hidden support and resistance zones in FirstService Corp's chart that simple price charts miss.

FirstService Corp Related Equities

These stocks within the Real Estate space are often compared to FirstService Corp by analysts and fund managers in the sector. Revenue and margin checks across this group help investors set expectations for FirstService Corp's results.
 Risk & Return  Correlation

FirstService Corp Market Strength Events

Market strength indicators for FirstService Corp give insight into the stock's responsiveness to broader forces. These indicators are useful for traders seeking optimal timing for positions in FirstService Corp.

FirstService Corp Risk Indicators

A thorough review of FirstService Corp's risk indicators is an important first step in forecasting its price. Quantifying the risk involved in FirstService Corp's allows investors to make better decisions about entry, sizing, and hedging.
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 FirstService Corp

Coverage intensity for FirstService Corp matters because narrative visibility can influence sentiment, participation, and volatility around the name. This is most useful when investors want to understand why a security is suddenly drawing more public discussion.

FirstService Corp Short Properties

Reviewing short-oriented indicators for FirstService Corp is useful because long and short participants often create very different signals for timing and volatility. The stronger read compares short sentiment with trend behavior, volume, and the broader market narrative.
Common Stock Shares Outstanding45.8 M
Cash And Short Term Investments179.8 M

Additional Tools for FirstService Stock Analysis

Portfolio Manager
State of the art Portfolio Manager to monitor and improve performance of your invested capital
Price Ceiling Movement
Calculate and plot Price Ceiling Movement for different equity instruments
Portfolio Analyzer
Portfolio analysis module that provides access to portfolio diagnostics and optimization engine
Crypto Correlations
Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
Idea Optimizer
Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio
Theme Ratings
Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance
Sync Your Broker
Sync your existing holdings, watchlists, positions or portfolios from thousands of online brokerage services, banks, investment account aggregators and robo-advisors.
Earnings Calls
Check upcoming earnings announcements updated hourly across public exchanges
Analyst Advice
Analyst recommendations and target price estimates broken down by several categories