Gladstone Investment Stock Forward View - Simple Moving Average
| GAIN Stock | USD 14.23 -0.11 -0.77% |
The Simple Moving Average forecast shown here for Gladstone Investment is reference data produced from its historical price series. The projected value and error measures below serve as reference information. This data is provided for reference and analytical review. The Simple Moving Average output serves as one input among many for analytical review.
The Simple Moving Average forecasted value of Gladstone Investment on the next trading day is expected to be 14.23 with a mean absolute deviation of 0.11 and the sum of the absolute errors of 6.33.The simple moving average model is conceptually a linear regression of the current value of Gladstone Investment price series against current and previous (unobserved) value of Gladstone Investment. In time series analysis, the simple moving-average model is a very common approach for modeling univariate price series models including forecasting prices into the future This Simple Moving Average reference page for Gladstone Investment presents model-generated projections from historical price data for informational purposes. Simple Moving Average Price Forecast For the 28th of March
Given 90 days horizon, the Simple Moving Average forecasted value of Gladstone Investment on the next trading day is expected to be 14.23 with a mean absolute deviation of 0.11 , mean absolute percentage error of 0.02 , and the sum of the absolute errors of 6.33 .Please note that although there have been many attempts to predict Gladstone 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 Gladstone Investment's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
| Backtest Gladstone Investment | Gladstone Investment Price Prediction | Research Analysis |
Forecasted Value
This next-day forecast for Gladstone Investment 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.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Moving Average forecasting method's relative quality and the estimations of the prediction error of Gladstone Investment stock data series using in forecasting. Note that when a statistical model is used to represent Gladstone Investment 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 | 112.4965 |
| Bias | Arithmetic mean of the errors | -0.0167 |
| MAD | Mean absolute deviation | 0.1055 |
| MAPE | Mean absolute percentage error | 0.0076 |
| SAE | Sum of the absolute errors | 6.33 |
Other Forecasting Options for Gladstone Investment
The distribution of Gladstone Investment's daily returns is typically non-normal, with fatter tails than a Gaussian model predicts. This can reveal hidden support and resistance zones in Gladstone Investment's chart that simple price charts miss. The slope of Gladstone Investment's linear regression channel quantifies trend direction and strength over a chosen lookback period. Divergences between OBV and price can foreshadow trend changes in Gladstone.Gladstone Investment Related Equities
Sizing up Gladstone Investment against these stocks within the Financials space shows how it compares on key financial measures. Growth rate gaps between Gladstone Investment and its peers often explain pricing differences in the market.
| Risk & Return | Correlation |
Gladstone Investment Market Strength Events
Market strength indicators for Gladstone Investment give insight into the stock's responsiveness to broader forces. These indicators are useful for traders seeking optimal timing for positions in Gladstone Investment. Market strength analysis for Gladstone Investment works best when combined with volume and volatility data. For Gladstone Investment, strength indicators are a practical complement to price and fundamental analysis.
Gladstone Investment Risk Indicators
A thorough review of Gladstone Investment's risk indicators is an important first step in forecasting its price. Quantifying the risk involved in Gladstone Investment's allows investors to make better decisions about entry, sizing, and hedging. The assessment of Gladstone Investment's risk indicators plays a key role in managing investment exposure. Identifying the magnitude of risk in Gladstone Investment's provides context to choose between accepting or hedging exposure.
| Mean Deviation | 0.8705 | |||
| Semi Deviation | 0.9198 | |||
| Standard Deviation | 1.12 | |||
| Variance | 1.25 | |||
| Downside Variance | 0.9835 | |||
| Semi Variance | 0.846 | |||
| Expected Short fall | -1.01 |
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 Gladstone Investment
Story coverage around Gladstone Investment 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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Gladstone Investment Short Properties
A short-interest review of Gladstone Investment 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 Outstanding | 36.7 M | |
| Cash And Short Term Investments | 14.3 M |