VanEck Mortgage Etf Forward View - Simple Exponential Smoothing
| MORT Etf | USD 10.79 0.12 1.10% |
VanEck Etf outlook is based on your current time horizon.
At this time the relative strength momentum indicator of VanEck Mortgage's share price is below 20 . This indicates that the etf is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards. Momentum 0
Sell Peaked
Oversold | Overbought |
Using VanEck Mortgage hype-based prediction, you can estimate the value of VanEck Mortgage REIT from the perspective of VanEck Mortgage response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Exponential Smoothing forecasted value of VanEck Mortgage REIT on the next trading day is expected to be 10.79 with a mean absolute deviation of 0.08 and the sum of the absolute errors of 5.09. VanEck Mortgage after-hype prediction price | USD 10.79 |
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 etf price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Check out Historical Fundamental Analysis of VanEck Mortgage to cross-verify your projections. VanEck Mortgage Additional Predictive Modules
Most predictive techniques to examine VanEck price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for VanEck using various technical indicators. When you analyze VanEck 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.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
VanEck Mortgage Simple Exponential Smoothing Price Forecast For the 6th of February
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of VanEck Mortgage REIT on the next trading day is expected to be 10.79 with a mean absolute deviation of 0.08, mean absolute percentage error of 0.01, and the sum of the absolute errors of 5.09.Please note that although there have been many attempts to predict VanEck 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 VanEck Mortgage's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
VanEck Mortgage Etf Forecast Pattern
| Backtest VanEck Mortgage | VanEck Mortgage Price Prediction | Research Analysis |
VanEck Mortgage Forecasted Value
In the context of forecasting VanEck Mortgage's Etf 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. VanEck Mortgage's downside and upside margins for the forecasting period are 9.69 and 11.89, respectively. We have considered VanEck Mortgage'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.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of VanEck Mortgage etf data series using in forecasting. Note that when a statistical model is used to represent VanEck Mortgage 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 | 112.025 |
| Bias | Arithmetic mean of the errors | -0.0105 |
| MAD | Mean absolute deviation | 0.0848 |
| MAPE | Mean absolute percentage error | 0.008 |
| SAE | Sum of the absolute errors | 5.09 |
Predictive Modules for VanEck Mortgage
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as VanEck Mortgage REIT. Regardless of method or technology, however, to accurately forecast the etf market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the etf 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.VanEck Mortgage After-Hype Price Density Analysis
As far as predicting the price of VanEck Mortgage 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 VanEck Mortgage 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 Etf prices, such as prices of VanEck Mortgage, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
VanEck Mortgage Estimiated After-Hype Price Volatility
In the context of predicting VanEck Mortgage's etf value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on VanEck Mortgage's historical news coverage. VanEck Mortgage's after-hype downside and upside margins for the prediction period are 9.69 and 11.89, respectively. We have considered VanEck Mortgage'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
VanEck Mortgage is very steady at this time. Analysis and calculation of next after-hype price of VanEck Mortgage REIT is based on 3 months time horizon.
VanEck Mortgage Etf Price Outlook Analysis
Have you ever been surprised when a price of a ETF such as VanEck Mortgage is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading VanEck Mortgage 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 Etf 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 VanEck Mortgage, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.10 | 1.10 | 0.00 | 0.01 | 0 Events / Month | 3 Events / Month | Uncertain |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
10.79 | 10.79 | 0.00 |
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VanEck Mortgage Hype Timeline
VanEck Mortgage REIT is now traded for 10.79. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.01. VanEck is projected 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 projected to be very small, whereas the daily expected return is now at 0.1%. %. The volatility of related hype on VanEck Mortgage is about 2075.47%, with the expected price after the next announcement by competition of 10.80. The company has price-to-book ratio of 0.93. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. Given the investment horizon of 90 days the next projected press release will be uncertain. Check out Historical Fundamental Analysis of VanEck Mortgage to cross-verify your projections.VanEck Mortgage Related Hype Analysis
Having access to credible news sources related to VanEck Mortgage's direct competition is more important than ever and may enhance your ability to predict VanEck Mortgage's future price movements. Getting to know how VanEck Mortgage'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 VanEck Mortgage may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| TEQI | T Rowe Price | 0.05 | 1 per month | 0.41 | 0.15 | 1.13 | (1.06) | 2.89 | |
| FXD | First Trust Consumer | 0.83 | 2 per month | 0.94 | 0.05 | 2.04 | (1.65) | 5.66 | |
| IDLV | Invesco SP International | 0.02 | 3 per month | 0.27 | 0.17 | 0.85 | (0.84) | 2.69 | |
| ENFR | Alerian Energy Infrastructure | 0.27 | 3 per month | 0.58 | 0.19 | 1.61 | (1.30) | 4.06 | |
| DFNL | Davis Select Financial | (0.48) | 2 per month | 0.65 | 0.14 | 1.47 | (1.28) | 3.73 | |
| RSPF | Invesco SP 500 | 0.63 | 2 per month | 0.83 | 0.01 | 1.46 | (1.31) | 4.56 | |
| NUEM | NuShares ETF Trust | 0.00 | 0 per month | 0.59 | 0.08 | 1.42 | (0.97) | 4.51 | |
| XRT | SPDR SP Retail | (0.51) | 6 per month | 0.92 | 0.06 | 1.88 | (1.67) | 6.33 | |
| DFJ | WisdomTree Japan SmallCap | (0.26) | 1 per month | 0.50 | 0.21 | 1.48 | (1.02) | 4.58 | |
| EWN | iShares MSCI Netherlands | (0.02) | 2 per month | 1.04 | 0.06 | 1.65 | (1.52) | 4.87 |
Other Forecasting Options for VanEck Mortgage
For every potential investor in VanEck, whether a beginner or expert, VanEck Mortgage's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. VanEck Etf price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in VanEck. Basic forecasting techniques help filter out the noise by identifying VanEck Mortgage's price trends.VanEck Mortgage 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 VanEck Mortgage etf to make a market-neutral strategy. Peer analysis of VanEck Mortgage could also be used in its relative valuation, which is a method of valuing VanEck Mortgage by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
VanEck Mortgage Market Strength Events
Market strength indicators help investors to evaluate how VanEck Mortgage etf reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading VanEck Mortgage shares will generate the highest return on investment. By undertsting and applying VanEck Mortgage etf market strength indicators, traders can identify VanEck Mortgage REIT entry and exit signals to maximize returns.
| Accumulation Distribution | 22118.33 | |||
| Daily Balance Of Power | (0.75) | |||
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 10.84 | |||
| Day Typical Price | 10.82 | |||
| Price Action Indicator | (0.11) | |||
| Period Momentum Indicator | (0.12) |
VanEck Mortgage Risk Indicators
The analysis of VanEck Mortgage'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 VanEck Mortgage's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting vaneck etf 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.
| Mean Deviation | 0.8026 | |||
| Semi Deviation | 0.9251 | |||
| Standard Deviation | 1.1 | |||
| Variance | 1.22 | |||
| Downside Variance | 1.28 | |||
| Semi Variance | 0.8558 | |||
| Expected Short fall | (1.08) |
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 VanEck Mortgage
The number of cover stories for VanEck Mortgage depends on current market conditions and VanEck Mortgage's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that VanEck Mortgage 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 VanEck Mortgage's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Check out Historical Fundamental Analysis of VanEck Mortgage to cross-verify your projections. You can also try the Price Transformation module to use Price Transformation models to analyze the depth of different equity instruments across global markets.
Understanding VanEck Mortgage REIT requires distinguishing between market price and book value, where the latter reflects VanEck's accounting equity. The concept of intrinsic value - what VanEck Mortgage's is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Market sentiment, economic cycles, and investor behavior can push VanEck Mortgage's price substantially above or below its fundamental value.
Understanding that VanEck Mortgage's value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether VanEck Mortgage represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. In contrast, VanEck Mortgage's trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.