IShares AEX Etf Forward View - Simple Moving Average
| IAEX Etf | EUR 96.02 -1.45 -1.49% |
The Simple Moving Average forecast shown here for IShares AEX is reference data produced from its historical price series. The projected value and error measures below serve as reference information.
The Simple Moving Average forecasted value of iShares AEX UCITS on the next trading day is expected to be 96.02 with a mean absolute deviation of 0.92 and the sum of the absolute errors of 54.21.The simple moving average model is conceptually a linear regression of the current value of iShares AEX UCITS price series against current and previous (unobserved) value of IShares AEX. 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 IShares AEX presents model-generated projections from historical price data for informational purposes. Simple Moving Average Price Forecast For the 23rd of March
Given 90 days horizon, the Simple Moving Average forecasted value of iShares AEX UCITS on the next trading day is expected to be 96.02 with a mean absolute deviation of 0.92 , mean absolute percentage error of 1.39 , and the sum of the absolute errors of 54.21 .Please note that although there have been many attempts to predict IShares Etf 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 IShares AEX's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Etf Forecast Pattern
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Forecasted Value
This next-day forecast for iShares AEX UCITS uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. The current forecast range spans downside near 95.02 and upside near 97.02.
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 IShares AEX etf data series using in forecasting. Note that when a statistical model is used to represent IShares AEX etf, 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 | 114.7655 |
| Bias | Arithmetic mean of the errors | -0.0496 |
| MAD | Mean absolute deviation | 0.9189 |
| MAPE | Mean absolute percentage error | 0.0093 |
| SAE | Sum of the absolute errors | 54.215 |
Other Forecasting Options for IShares AEX
The distribution of IShares AEX's daily returns is typically non-normal, with fatter tails than a Gaussian model predicts. This can reveal hidden support and resistance zones in IShares AEX's chart that simple price charts miss.IShares AEX Related Equities
Investors studying IShares AEX often look at related stocks within the Other Equity space to gauge pricing and results. Looking at IShares AEX's pricing multiples next to these peers shows if the stock trades at a premium or discount.
| Risk & Return | Correlation |
IShares AEX Market Strength Events
Market strength indicators for IShares AEX give insight into the etf's responsiveness to broader forces. These indicators are useful for traders seeking optimal timing for positions in iShares AEX UCITS.
IShares AEX Risk Indicators
A thorough review of IShares AEX's risk indicators is an important first step in forecasting its price. Quantifying the risk involved in IShares AEX's allows investors to make better decisions about entry, sizing, and hedging.
| Mean Deviation | 0.7302 | |||
| Semi Deviation | 1.04 | |||
| Standard Deviation | 0.9986 | |||
| Variance | 0.9973 | |||
| Downside Variance | 1.29 | |||
| Semi Variance | 1.07 | |||
| Expected Short fall | -0.72 |
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 IShares AEX
Coverage intensity for iShares AEX UCITS 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.
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Macroaxis story coverage is designed for a broad investing audience that ranges from self-directed traders to advisers, researchers, and institutional market participants. The content is intended to support people who want a more structured path from headline information to portfolio action.
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The ratio set for IShares AEX connects key financial figures across reports. The structure supports consistent evaluation across periods.