New
forecasts values of 12 most popular technical indicators
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New
forecasts the values of US market indices for several trading days ahead
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forecasts values of prices of stocks listed at NYSE, Nasdaq, AMEX
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allows receiving calculated values of "beta" parameter.
provides asset overvaluation / undervaluation estimate.
allows carrying out asset yield forecast based on market portfolio yield.
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Calculation results are presented in numeric and graphic form below "Calculation parameter setup" table.
Chart description
There are Hearst’s algorithm (H) values for the selected series and size of error (dH) displayed above the chart. In our example H=0.52, while error value is dH=0,13.
The green line in double logarithmic coordinates in the chart represents dependence of normalized swing R/S on number of observations N.
The blue line sets regression LOG2 (R/S) on LOG2 (N). Hearst’s algorithm is estimated by the regression line slope.
Red lines show "corridor", inside which the real line of regression should lie. Nonzero "corridor" dimensions result in possible error dH during Hearst’s algorithm calculation.
In our case dH=0.13, therefore range H borders are set by numbers 0.52-0.13=0.39 and 0.52+0.15=0.67.
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