Rafael Holdings Stock Forward View - Simple Moving Average
| RFL Stock | USD 1.25 -0.01 -0.79% |
Rafael Holdings's Simple Moving Average reference data is generated by applying the model to available daily closing prices. Accuracy metrics including mean absolute deviation are provided alongside the projection.
The Simple Moving Average forecasted value of Rafael Holdings on the next trading day is expected to be 1.25 with a mean absolute deviation of 0.03 and the sum of the absolute errors of 1.70.The simple moving average model is conceptually a linear regression of the current value of Rafael Holdings price series against current and previous (unobserved) value of Rafael Holdings. 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 Rafael Holdings's Simple Moving Average reference data is provided for informational and analytical purposes and does not constitute a trading recommendation. Simple Moving Average Price Forecast For the 25th of March
Given 90 days horizon, the Simple Moving Average forecasted value of Rafael Holdings on the next trading day is expected to be 1.25 with a mean absolute deviation of 0.03 , mean absolute percentage error of 0.0021 , and the sum of the absolute errors of 1.70 .Please note that although there have been many attempts to predict Rafael 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 Rafael Holdings' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
| Backtest Rafael Holdings | Rafael Holdings Price Prediction | Research Analysis |
Forecasted Value
For the next trading day, Macroaxis evaluates Rafael Holdings' predictive range by looking for statistically meaningful downside and upside boundaries. The current forecast range spans downside near 0.01 and upside near 4.57.
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 Rafael Holdings stock data series using in forecasting. Note that when a statistical model is used to represent Rafael Holdings 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 | 108.2841 |
| Bias | Arithmetic mean of the errors | -0.0015 |
| MAD | Mean absolute deviation | 0.0288 |
| MAPE | Mean absolute percentage error | 0.0223 |
| SAE | Sum of the absolute errors | 1.7 |
Other Forecasting Options for Rafael Holdings
Analyzing Rafael Holdings' price movement through moving averages at different time horizons reveals whether short-term momentum aligns with the longer-term trend. Touches of the upper or lower band in Rafael Holdings' chart can signal overbought or oversold conditions.Rafael Holdings Related Equities
Sizing up Rafael Holdings against these stocks within the Real Estate space shows how it compares on key financial measures. Looking at Rafael Holdings' pricing multiples next to these peers shows if the stock trades at a premium or discount.
| Risk & Return | Correlation |
Rafael Holdings Market Strength Events
Market strength indicators for Rafael Holdings stock provide a framework for assessing security responsiveness. These metrics are widely used to refine market timing and identify favorable moments to trade Rafael Holdings.
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 1.25 | |||
| Day Typical Price | 1.25 | |||
| Price Action Indicator | -0.01 | |||
| Period Momentum Indicator | -0.01 | |||
| Relative Strength Index | 47.35 |
Rafael Holdings Risk Indicators
Assessing Rafael Holdings' risk indicators is a critical component of any rigorous approach to forecasting its future price. Forecasting Rafael Holdings' future price accurately requires understanding and quantifying the risks present in the investment.
| Mean Deviation | 2.03 | |||
| Semi Deviation | 2.75 | |||
| Standard Deviation | 3.22 | |||
| Variance | 10.4 | |||
| Downside Variance | 11.91 | |||
| Semi Variance | 7.54 | |||
| Expected Short fall | -2.67 |
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 Rafael Holdings
The amount of media and story coverage tied to Rafael Holdings can signal where market attention is concentrating at the moment. The practical risk is that faster visibility can increase both interest and skepticism at the same time.
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Rafael Holdings Short Properties
Short sentiment tied to Rafael Holdings matters because heavier bearish pressure can change how quickly future price expectations become unstable. A disciplined short-interest review can make timing decisions more informed under rising skepticism.
| Common Stock Shares Outstanding | 29.4 M | |
| Cash And Short Term Investments | 52.8 M |