Value Line Stock Forward View - Simple Regression
| VALU Stock | USD 35.98 -0.70 -1.91% |
This reference view applies Simple Regression to Value Line's historical closing prices. Value Line's Simple Regression reference page summarizes the forecasted price and model accuracy metrics from daily trading data. Value Line's forecast reference data is generated from the equity's historical trading prices. Mean absolute deviation and related metrics help quantify forecast uncertainty for Value Line.
The Simple Regression forecasted value of Value Line on the next trading day is expected to be 36.31 with a mean absolute deviation of 0.35 and the sum of the absolute errors of 21.34.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 Value Line 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 forecast values on this page for Value Line are Simple Regression reference data derived from historical price series. Simple Regression Price Forecast For the 26th of March
Given 90 days horizon, the Simple Regression forecasted value of Value Line on the next trading day is expected to be 36.31 with a mean absolute deviation of 0.35 , mean absolute percentage error of 0.17 , and the sum of the absolute errors of 21.34 .Please note that although there have been many attempts to predict Value 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 Value Line's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
| Backtest Value Line | Value Line Price Prediction | Research Analysis |
Forecasted Value
For the next trading day, Macroaxis evaluates Value Line's predictive range by looking for statistically meaningful downside and upside boundaries. The projected forecast band currently runs from roughly 34.98 on the downside to about 37.63 on the upside.
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 Value Line stock data series using in forecasting. Note that when a statistical model is used to represent Value Line 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 | 116.3663 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.3498 |
| MAPE | Mean absolute percentage error | 0.0095 |
| SAE | Sum of the absolute errors | 21.3381 |
Other Forecasting Options for Value Line
Volume-weighted price analysis for Value Stock gives heavier weight to price levels where trading activity was highest. Crossovers in the MACD line and signal line can identify shifts in Value momentum before they appear in raw price. Comparing Value Line's realized volatility to implied volatility reveals whether the options market expects larger or smaller moves. Readings above 80 or below 20 highlight potential reversal zones in Value Stock price action.Value Line Related Equities
The peer firms below within the Financials space can help frame Value Line's pricing and running costs in context. Key comparison metrics include price-to-earnings, profit margin, and revenue growth across Value Line's peer group. Identifying peers that steadily beat or lag Value Line across many periods highlights durable competitive gaps. This peer set gives the context needed for a well-rounded view of Value Line.
| Risk & Return | Correlation |
Value Line Market Strength Events
Evaluating the market strength of Value Line stock allows investors to gauge shifts in market momentum. Monitoring these indicators highlights periods where Value Line trading conditions shift meaningfully. These metrics are particularly useful when Value Line stock shows divergence from broader market trends. Regularly reviewing Value Line strength signals helps maintain a structured approach to position management.
Value Line Risk Indicators
Understanding Value Line's risk indicators is essential for any investor seeking to forecast its future price accurately. By identifying how much risk is embedded in Value Line's investment, investors can decide how to position their exposure. Reviewing Value Line's basic risk indicators is essential for managing investment risk effectively. The risk-return trade-off for value stock becomes clearer when Value Line's risk indicators are properly assessed.
| Mean Deviation | 0.9464 | |||
| Standard Deviation | 1.27 | |||
| Variance | 1.62 |
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 Value Line
A coverage review of Value Line shows when the security is attracting above-average attention from contributors and market observers. This is most useful when investors want to understand why a security is suddenly drawing more public discussion.
Contributor Headline
Latest Perspective From Macroaxis
Value Line Short Properties
Short sentiment tied to Value Line matters because heavier bearish pressure can change how quickly future price expectations become unstable. The stronger read compares short sentiment with trend behavior, volume, and the broader market narrative.
| Common Stock Shares Outstanding | 9.4 M | |
| Cash And Short Term Investments | 77.4 M |
Additional Tools for Value Stock Analysis
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Earnings Calls Check upcoming earnings announcements updated hourly across public exchanges | |
| ETF Categories List of ETF categories grouped based on various criteria, such as the investment strategy or type of investments | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Efficient Frontier Plot and analyze your portfolio and positions against risk-return landscape of the market. | |
| FinTech Suite Use AI to screen and filter investment opportunities | |
| Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets | |
| Technical Analysis Check basic technical indicators and analysis based on most latest market data |