SIMPAR SA Stock Forward View - Simple Regression
| SIMH3 Stock | BRL 10.31 -0.43 -4.00% |
The Simple Regression forecast shown here for SIMPAR SA is reference data produced from its historical price series. The projected value and error measures below serve as reference information.
The Simple Regression forecasted value of SIMPAR SA on the next trading day is expected to be 12.52 with a mean absolute deviation of 1.14 and the sum of the absolute errors of 69.63.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 SIMPAR SA historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data. This Simple Regression reference page for SIMPAR SA presents model-generated projections from historical price data for informational purposes. Simple Regression Price Forecast For the 23rd of March
Given 90 days horizon, the Simple Regression forecasted value of SIMPAR SA on the next trading day is expected to be 12.52 with a mean absolute deviation of 1.14 , mean absolute percentage error of 1.57 , and the sum of the absolute errors of 69.63 .Please note that although there have been many attempts to predict SIMPAR 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 SIMPAR SA's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
| Backtest SIMPAR SA | SIMPAR SA Price Prediction | Research Analysis |
Forecasted Value
Forecasting SIMPAR SA for the next session involves measuring the model's historical ability to define credible downside and upside scenarios. No forecasting approach has been shown to beat all others over time. Investors should treat any model output as a guide, not a guarantee.
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 SIMPAR SA stock data series using in forecasting. Note that when a statistical model is used to represent SIMPAR SA 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 | 118.5603 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 1.1415 |
| MAPE | Mean absolute percentage error | 0.0956 |
| SAE | Sum of the absolute errors | 69.6339 |
Other Forecasting Options for SIMPAR SA
The distribution of SIMPAR SA's daily returns is typically non-normal, with fatter tails than a Gaussian model predicts. This can reveal hidden support and resistance zones in SIMPAR SA's chart that simple price charts miss.SIMPAR SA Related Equities
Sizing up SIMPAR SA against these stocks within the Conglomerates space shows how it compares on key financial measures. Market cap and total value checks frame SIMPAR SA's size within the competitive field. Sector-wide trends across this peer group can help split company-level factors from broader forces. The framework below supports both relative pricing and competitive standing review.
| Risk & Return | Correlation |
SIMPAR SA Market Strength Events
Market strength indicators for SIMPAR SA give insight into the stock's responsiveness to broader forces. These indicators are useful for traders seeking optimal timing for positions in SIMPAR SA.
SIMPAR SA Risk Indicators
A thorough review of SIMPAR SA's risk indicators is an important first step in forecasting its price. Quantifying the risk involved in SIMPAR SA's allows investors to make better decisions about entry, sizing, and hedging.
| Mean Deviation | 2.73 | |||
| Semi Deviation | 3.96 | |||
| Standard Deviation | 3.71 | |||
| Variance | 13.78 | |||
| Downside Variance | 17.08 | |||
| Semi Variance | 15.68 | |||
| Expected Short fall | -2.68 |
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 SIMPAR SA
The amount of media and story coverage tied to SIMPAR SA 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.
Other Macroaxis Stories
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.
Story Categories
Currently Trending Categories
SIMPAR SA Short Properties
Short-interest signals around SIMPAR SA can help investors judge whether skeptical positioning is starting to pressure price predictability and market tone. This is most valuable when investors want to know whether bearish pressure is starting to shape the market's reaction function.
| Common Stock Shares Outstanding | 824.8 M | |
| Cash And Short Term Investments | 18.7 B |
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