Intact Financ Preferred Stock Forward View - Simple Regression
| IFC-PA Preferred Stock | CAD 22.45 0.23 1.04% |
Intact Financ 1's Simple Regression reference page covers the model's projected value and error measures from recent price data. The forecast output and associated deviation metrics are shown for informational use. The model is fitted to available historical daily prices for Intact Financ. This page is updated as new daily closing prices become available for Intact Financ.
The Simple Regression forecasted value of Intact Financ 1 on the next trading day is expected to be 22.31 with a mean absolute deviation of 0.09 and the sum of the absolute errors of 5.69.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 Intact Financ 1 historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data. All Simple Regression forecast figures shown for Intact Financ 1 are reference data reflecting model output based on available historical prices. Simple Regression Price Forecast For the 27th of March
Given 90 days horizon, the Simple Regression forecasted value of Intact Financ 1 on the next trading day is expected to be 22.31 with a mean absolute deviation of 0.09 , mean absolute percentage error of 0.01 , and the sum of the absolute errors of 5.69 .Please note that although there have been many attempts to predict Intact Preferred 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 Intact Financ's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Preferred Stock Forecast Pattern
| Backtest Intact Financ | Intact Financ Price Prediction | Research Analysis |
Forecasted Value
This next-day forecast for Intact Financ 1 uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. At the moment, the model places downside around 21.75 and upside around 22.87 for the forecasting period.
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 Intact Financ preferred stock data series using in forecasting. Note that when a statistical model is used to represent Intact Financ preferred 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 | 115.5952 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.0917 |
| MAPE | Mean absolute percentage error | 0.0042 |
| SAE | Sum of the absolute errors | 5.6855 |
Other Forecasting Options for Intact Financ
Bollinger Bands applied to Intact Preferred Stock price data measure how far Intact has deviated from its recent average relative to its own volatility. This distinction drives the choice of forecasting model applied to Intact Financ's price data. On-balance volume for Intact Preferred Stock creates a running indicator of buying versus selling pressure in Intact. Price departures from the channel boundary often mean-revert, offering tactical signals for Intact Financ's.Intact Financ Related Equities
The peer firms below within the Insurance—Property & Casualty space can help frame Intact Financ's pricing and running costs in context. Return on equity across these peers shows how well each firm turns capital into profit.
| Risk & Return | Correlation |
Intact Financ Market Strength Events
For investors tracking Intact Financ 1, market strength indicators offer quantitative evaluation of preferred stock behavior. These indicators add context to timing decisions around Intact Financ 1 positions. These indicators capture shifts in momentum that may precede significant price moves in Intact Financ. These metrics provide actionable context for both entry and risk management decisions around Intact Financ 1.
Intact Financ Risk Indicators
Analyzing Intact Financ's basic risk indicators provides investors with a structured view of the risk-return trade-off for intact preferred stock. By identifying the level of risk embedded in Intact Financ's investment, investors can make informed decisions about position sizing. Analyzing Intact Financ's risk indicators gives investors important context for price forecasting. Understanding the risk in Intact Financ's investment allows investors to make informed choices about mitigating exposure.
| Mean Deviation | 0.4218 | |||
| Semi Deviation | 0.322 | |||
| Standard Deviation | 0.5431 | |||
| Variance | 0.295 | |||
| Downside Variance | 0.3598 | |||
| Semi Variance | 0.1037 | |||
| Expected Short fall | -0.48 |
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 Intact Financ
Coverage intensity for Intact Financ 1 matters because narrative visibility can influence sentiment, participation, and volatility around the name. A disciplined read of coverage separates durable relevance from temporary noise.
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Other Information on Investing in Intact Preferred Stock
Financial ratios for Intact Financ organize key financial data into structured relationships. Values are aligned with the most recent reporting period available to us.