VP Bank Stock Forward View
| VPBN Stock | CHF 83.80 0.40 0.48% |
VP Bank's Naive Prediction reference data is presented on this page, derived from the application of the forecasting model to historical closing prices. Projected values and accuracy measures are included for reference.
The Naive Prediction forecasted value of VP Bank AG on the next trading day is expected to be 83.82 with a mean absolute deviation of 0.63 and the sum of the absolute errors of 38.47.This model is not at all useful as a medium-long range forecasting tool of VP Bank AG. This model is simplistic and is included partly for completeness and partly because of its simplicity. It is unlikely that you'll want to use this model directly to predict VP Bank. Instead, consider using either the moving average model or the more general weighted moving average model with a higher (i.e., greater than 1) number of periods, and possibly a different set of weights. The Naive Prediction reference information for VP Bank is based on available price data and is intended for informational purposes. Naive Prediction Price Forecast For the 23rd of March
Given 90 days horizon, the Naive Prediction forecasted value of VP Bank AG on the next trading day is expected to be 83.82 with a mean absolute deviation of 0.63 , mean absolute percentage error of 0.59 , and the sum of the absolute errors of 38.47 .Please note that although there have been many attempts to predict VPBN 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 VP Bank's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
| Backtest VP Bank | VP Bank Price Prediction | Research Analysis |
Forecasted Value
For the next trading day, Macroaxis evaluates VP Bank's predictive range by looking for statistically meaningful downside and upside boundaries. The projected forecast band currently runs from roughly 82.82 on the downside to about 84.81 on the upside.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of VP Bank stock data series using in forecasting. Note that when a statistical model is used to represent VP Bank 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 | 117.577 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.6306 |
| MAPE | Mean absolute percentage error | 0.0074 |
| SAE | Sum of the absolute errors | 38.467 |
Other Forecasting Options for VP Bank
For any investor considering VPBN, VP Bank's price movement is the central factor in determining investment viability. The noise present in VPBN Stock price charts can distort investment decisions if not properly addressed.VP Bank Related Equities
The following equities are related to VP Bank within the Financials space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing VP Bank against peers on metrics such as P/E, margins, and return on equity helps contextualize its positioning and identify relative strengths or weaknesses.
| Risk & Return | Correlation |
VP Bank Market Strength Events
Market strength indicators for VP Bank stock help investors evaluate the security's behavior relative to ongoing market conditions. These tools support better market timing and help identify entry and exit signals for VP Bank AG.
VP Bank Risk Indicators
The analysis of VP Bank's basic risk indicators is a key input for accurate price forecasting and sound investment decisions. Understanding the risk in VP Bank's investment allows investors to make informed choices about accepting or mitigating that exposure.
| Mean Deviation | 0.7369 | |||
| Semi Deviation | 1.02 | |||
| Standard Deviation | 0.9853 | |||
| Variance | 0.9709 | |||
| Downside Variance | 1.67 | |||
| Semi Variance | 1.04 | |||
| Expected Short fall | -0.82 |
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 VP Bank
The amount of media and story coverage tied to VP Bank AG can signal where market attention is concentrating at the moment. A disciplined read of coverage separates durable relevance from temporary noise.
Other Macroaxis Stories
Macroaxis publishes story content for a diverse readership that includes finance students, independent investors, money managers, and market-focused operating teams. What connects that audience is a focus on building stronger portfolios through better research, risk awareness, and comparative analysis.
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VP Bank Short Properties
Reviewing short-oriented indicators for VP Bank AG is useful because long and short participants often create very different signals for timing and volatility. The practical goal is to identify when the balance between long and short participation may be changing the quality of the setup.
| Common Stock Shares Outstanding | 6.2 M | |
| Cash And Short Term Investments | 1.3 B |
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