Valartis Group Stock Forward View - Polynomial Regression
| VLRT Stock | CHF 11.20 0.40 3.70% |
This page provides Polynomial Regression reference data for Valartis Group AG, calculated from historical daily prices. The model output shown here is derived from Valartis Group's historical price series and is provided for informational purposes. Projected values and accuracy measures are included for reference.
The Polynomial Regression forecasted value of Valartis Group AG on the next trading day is expected to be 11.26 with a mean absolute deviation of 0.43 and the sum of the absolute errors of 26.42.A single variable polynomial regression model attempts to put a curve through the Valartis Group historical price points. Mathematically, assuming the independent variable is X and the dependent variable is Y, this line can be indicated as: Y = a0 + a1*X + a2*X2 + a3*X3 + ... + am*Xm The Polynomial Regression reference information for Valartis Group is based on available price data and is intended for informational purposes. Polynomial Regression Price Forecast For the 26th of March
Given 90 days horizon, the Polynomial Regression forecasted value of Valartis Group AG on the next trading day is expected to be 11.26 with a mean absolute deviation of 0.43 , mean absolute percentage error of 0.28 , and the sum of the absolute errors of 26.42 .Please note that although there have been many attempts to predict Valartis 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 Valartis Group's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
| Backtest Valartis Group | Valartis Group Price Prediction | Research Analysis |
Forecasted Value
Forecasting Valartis Group AG for the next session involves measuring the model's historical ability to define credible downside and upside scenarios. The current forecast range spans downside near 6.63 and upside near 15.90.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Polynomial Regression forecasting method's relative quality and the estimations of the prediction error of Valartis Group stock data series using in forecasting. Note that when a statistical model is used to represent Valartis Group 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 | 116.8258 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.4331 |
| MAPE | Mean absolute percentage error | 0.0371 |
| SAE | Sum of the absolute errors | 26.4173 |
Other Forecasting Options for Valartis Group
The autocorrelation structure of Valartis Group's daily returns reveals whether Valartis exhibits momentum, mean-reversion, or random-walk behavior. Separating these elements helps distinguish persistent directional moves from temporary noise in Valartis Stock price data. Stochastic oscillator analysis compares Valartis Group's closing price to its range over a given period.Valartis Group Related Equities
Valartis Group's market space within the Financials space is best grasped by looking at the firms listed below. Profit comparisons show whether Valartis Group earns above or below average returns next to its peers. Falling behind peers on key ratios may signal headwinds or execution issues worth looking into.
| Risk & Return | Correlation |
Valartis Group Market Strength Events
Market strength indicators applied to Valartis Group stock help assess momentum and resilience across environments. These indicators support informed market timing decisions when analyzing Valartis Group. For Valartis Group AG, market strength indicators complement fundamental analysis with timing context.
Valartis Group Risk Indicators
Risk indicator analysis for Valartis Group is essential for accurately projecting its future price trajectory. The process involves identifying the amount of risk involved in Valartis Group's investment and either accepting or mitigating it. Understanding the risk profile of Valartis Group's allows investors to make more informed decisions about position sizing.
| Mean Deviation | 3.28 | |||
| Standard Deviation | 4.9 | |||
| Variance | 24.04 |
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 Valartis Group
The amount of media and story coverage tied to Valartis Group AG 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.
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Valartis Group Short Properties
Short-interest signals around Valartis Group AG 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 | 2.8 M | |
| Cash And Short Term Investments | 29.2 M |
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