Kempen Global Fund Forward View

KGHDF Fund  EUR 46.18  0.29  0.63%   
Kempen Fund outlook is based on your current time horizon. Investors can use this forecasting interface to forecast Kempen Global stock prices and determine the direction of Kempen Global High's future trends based on various well-known forecasting models. We suggest always using this module together with an analysis of Kempen Global's historical fundamentals, such as revenue growth or operating cash flow patterns.
The relative strength index (RSI) of Kempen Global's share price is above 70 at this time. This indicates that the fund is becoming overbought or overvalued. The idea behind Relative Strength Index (RSI) is that it helps to track how fast people are buying or selling Kempen, making its price go up or down.

Momentum 75

 Buy Stretched

 
Oversold
 
Overbought
The successful prediction of Kempen Global's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Kempen Global High, which may create opportunities for some arbitrage if properly timed.
Using Kempen Global hype-based prediction, you can estimate the value of Kempen Global High from the perspective of Kempen Global response to recently generated media hype and the effects of current headlines on its competitors.
The Naive Prediction forecasted value of Kempen Global High on the next trading day is expected to be 46.43 with a mean absolute deviation of 0.23 and the sum of the absolute errors of 13.95.

Kempen Global after-hype prediction price

    
  EUR 46.18  
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as fund price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
  
Check out Historical Fundamental Analysis of Kempen Global to cross-verify your projections.

Kempen Global Additional Predictive Modules

Most predictive techniques to examine Kempen price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Kempen using various technical indicators. When you analyze Kempen charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
A naive forecasting model for Kempen Global is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of Kempen Global High value for a given trading day is simply the observed value for the previous period. Due to the simplistic nature of the naive forecasting model, it can only be used to forecast up to one period.

Kempen Global Naive Prediction Price Forecast For the 23rd of February

Given 90 days horizon, the Naive Prediction forecasted value of Kempen Global High on the next trading day is expected to be 46.43 with a mean absolute deviation of 0.23, mean absolute percentage error of 0.09, and the sum of the absolute errors of 13.95.
Please note that although there have been many attempts to predict Kempen Fund 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 Kempen Global's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Kempen Global Fund Forecast Pattern

Backtest Kempen Global  Kempen Global Price Prediction  Research Analysis  

Kempen Global Forecasted Value

In the context of forecasting Kempen Global's Fund value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Kempen Global's downside and upside margins for the forecasting period are 45.88 and 46.99, respectively. We have considered Kempen Global's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Market Value
46.18
46.43
Expected Value
46.99
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Kempen Global fund data series using in forecasting. Note that when a statistical model is used to represent Kempen Global fund, 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 Criteria115.6583
BiasArithmetic mean of the errors None
MADMean absolute deviation0.2288
MAPEMean absolute percentage error0.0053
SAESum of the absolute errors13.9539
This model is not at all useful as a medium-long range forecasting tool of Kempen Global High. This model is simplistic and is included partly for completeness and partly because of its simplicity. It is unlikely that you'll want to use this model directly to predict Kempen Global. Instead, consider using either the moving average model or the more general weighted moving average model with a higher (i.e., greater than 1) number of periods, and possibly a different set of weights.

Predictive Modules for Kempen Global

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Kempen Global High. Regardless of method or technology, however, to accurately forecast the fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Hype
Prediction
LowEstimatedHigh
45.6346.1846.73
Details
Intrinsic
Valuation
LowRealHigh
44.9545.5050.80
Details
Bollinger
Band Projection (param)
LowMiddleHigh
39.4745.7051.94
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Kempen Global. Your research has to be compared to or analyzed against Kempen Global's peers to derive any actionable benefits. When done correctly, Kempen Global's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Kempen Global High.

Kempen Global After-Hype Price Density Analysis

As far as predicting the price of Kempen Global at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Kempen Global or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Fund prices, such as prices of Kempen Global, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

Kempen Global Estimiated After-Hype Price Volatility

In the context of predicting Kempen Global's fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Kempen Global's historical news coverage. Kempen Global's after-hype downside and upside margins for the prediction period are 45.63 and 46.73, respectively. We have considered Kempen Global's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models compare with traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
46.18
46.18
After-hype Price
46.73
Upside
Kempen Global is very steady at this time. Analysis and calculation of next after-hype price of Kempen Global High is based on 3 months time horizon.

Kempen Global Fund Price Outlook Analysis

Have you ever been surprised when a price of a Fund such as Kempen Global is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Kempen Global backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Fund price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Kempen Global, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.22 
0.55
 0.00  
  0.09 
0 Events / Month
1 Events / Month
Uncertain
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
46.18
46.18
0.00 
0.00  
Notes

Kempen Global Hype Timeline

Kempen Global High is now traded for 46.18on Euronext Amsterdam of Netherlands. The entity stock is not elastic to its hype. The average elasticity to hype of competition is -0.09. Kempen is forecasted not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is insignificant. The immediate return on the next news is forecasted to be very small, whereas the daily expected return is now at 0.22%. %. The volatility of related hype on Kempen Global is about 129.41%, with the expected price after the next announcement by competition of 46.09. The company had not issued any dividends in recent years. Assuming the 90 days trading horizon the next forecasted press release will be uncertain.
Check out Historical Fundamental Analysis of Kempen Global to cross-verify your projections.

Kempen Global Related Hype Analysis

Having access to credible news sources related to Kempen Global's direct competition is more important than ever and may enhance your ability to predict Kempen Global's future price movements. Getting to know how Kempen Global's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Kempen Global may potentially react to the hype associated with one of its peers.
Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
KGHDFKempen Global High 0.00 0 per month 0.00  0.23  1.19 (0.72) 2.57 
AVWACardano Impact Equity(0.19)2 per month 0.22  0.03  0.96 (0.87) 3.17 
IUHEiShares SP 500 0.00 0 per month 0.60 (0.05) 1.40 (0.99) 3.81 
HYDRAHydratec Industries NV(3.00)2 per month 0.77  0.06  2.34 (1.60) 7.92 
IUSPiShares Property Yield(0.04)2 per month 0.44  0.06  1.40 (0.97) 3.45 
VDOTVanEck Polkadot ETN 0.00 0 per month 0.00 (0.21) 0.00 (8.70) 43.77 
CMEXiShares VII Public(1.28)2 per month 0.57  0.19  1.96 (1.42) 5.95 
AALBAalberts Industries NV 0.26 1 per month 0.69  0.21  3.51 (1.82) 8.92 
VALUEValue8 NV 0.00 0 per month 1.14 (0.04) 2.31 (2.24) 7.67 
I50DiShares SP 500 0.00 0 per month 0.57 (0.03) 1.04 (1.15) 3.04 

Other Forecasting Options for Kempen Global

For every potential investor in Kempen, whether a beginner or expert, Kempen Global's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Kempen Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Kempen. Basic forecasting techniques help filter out the noise by identifying Kempen Global's price trends.

Kempen Global Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Kempen Global fund to make a market-neutral strategy. Peer analysis of Kempen Global could also be used in its relative valuation, which is a method of valuing Kempen Global by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Kempen Global Market Strength Events

Market strength indicators help investors to evaluate how Kempen Global fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Kempen Global shares will generate the highest return on investment. By undertsting and applying Kempen Global fund market strength indicators, traders can identify Kempen Global High entry and exit signals to maximize returns.

Kempen Global Risk Indicators

The analysis of Kempen Global's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Kempen Global's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting kempen fund prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
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 Kempen Global

The number of cover stories for Kempen Global depends on current market conditions and Kempen Global's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Kempen Global is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Kempen Global's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.

Other Macroaxis Stories

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Other Information on Investing in Kempen Fund

Kempen Global financial ratios help investors to determine whether Kempen Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Kempen with respect to the benefits of owning Kempen Global security.
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