# AurelQuant Canonical page: https://aurelquant.com/fr/playbooks/price-return-forecasting/ AQ01 / GUIDE DE RECHERCHE Prévision des prix et rendements Examinez une estimation de prix sur cinq séances, ses erreurs de prévision passées et une comparaison avec le dernier prix. Tous les guides terminés Essayer cette analyse en démo ANALYSE ENREGISTRÉE AQ01 Explorer les paramètres de la démo Cette exécution est indisponible. Retour à la démo Lire le guide enregistré AURELQUANT AQ01 Prévision des prix et rendements Apple · five exchange sessions Date d’exécution 2026-10-20 Dernière observation 2026-10-19 01 Vue d’ensemble 02 Indicateurs 03 Sources et méthode Prévision des prix et rendements Calcul enregistré 01 / VUE D’ENSEMBLE An outlook, with the evidence attached. 2025-09-15 to 2026-10-19 · Apple · five exchange sessions Cours de clôture observé et estimation sur cinq séances USD Observed close and five-session estimate 354.22 289.64 225.07 Cours de clôture ajusté observé Estimation ponctuelle 2025-09-15 à 2026-10-26 The five-session ARIMA point estimate is $342.93, from an observed adjusted close of $342.94. The fitted procedure improved on the last-price baseline in these ten separate rolling-origin holdouts. This limited sample does not establish future accuracy. 02 / INDICATEURS Examinez le résultat. Estimation sur cinq séances $342.93 Cours de clôture ajusté observé $342.94 Holdout mean absolute error $4.68 Last-price holdout error $4.70 Indicateurs calculés Indicateur Résultat Définition / état Estimation sur cinq séances $342.93 log-price ARIMA(1,1,0), no fitted drift, past-only 200-session fit Cours de clôture ajusté observé $342.94 Yahoo completed-session adjusted close Holdout mean absolute error $4.68 Ten five-session rolling-origin outer holdouts Last-price holdout error $4.70 Same separate outer holdouts The five-session ARIMA point estimate is $342.93, from an observed adjusted close of $342.94. The fitted procedure improved on the last-price baseline in these ten separate rolling-origin holdouts. This limited sample does not establish future accuracy. 14-session relative strength index index 14-session relative strength index 86.24 48.99 11.73 14-session relative strength index 2025-09-15 à 2026-10-19 calculates this technical study from completed adjusted OHLCV sessions. Warm-up values remain unavailable; the indicator is descriptive, not a validated forecast. 14-session moving average USD 14-session moving average 346.85 293.29 239.73 14-session moving average 2025-09-15 à 2026-10-19 calculates this technical study from completed adjusted OHLCV sessions. Warm-up values remain unavailable; the indicator is descriptive, not a validated forecast. Ichimoku observed price study USD Ichimoku observed price study 348.84 292.35 235.86 Conversion line Base line Leading span A Leading span B 2025-09-15 à 2026-10-19 computes conversion/base high-low midpoints and the shifted technical cloud from observed adjusted OHLC prices. The leading spans are a technical display shift, not a calibrated price forecast; warm-up remains null. Observed risk and performance measurements metric symbol value unit status Annualized volatility AAPL 24.3111 % calculated Historical VaR (signed return) AAPL -1.9766 % calculated Expected shortfall (signed return) AAPL -3.4726 % calculated Maximum drawdown AAPL -13.7985 % calculated Skewness AAPL -0.4186 dimensionless calculated Kurtosis AAPL 3.3247 dimensionless calculated Ulcer AAPL 6.1012 % calculated Period Return AAPL 45.4190 % calculated calculates daily-return risk and performance from the same completed source sessions. Volatility uses 252 sessions per year. VaR/expected-shortfall rows retain the library's signed-return convention; main risk cards show loss-positive values. Tracking error and information ratio retain daily units. Complete FinanceToolkit technical indicator collection indicator symbol value status date McClellan Oscillator AAPL 0.0186 calculated 2026-10-19 Advancers - Decliners AAPL -1.0000 calculated 2026-10-19 On-Balance Volume AAPL 1,468,454,500.0000 calculated 2026-10-19 Accumulation/Distribution Line AAPL 756,099,016.3751 calculated 2026-10-19 Chaikin Oscillator AAPL -27,972,954.6813 calculated 2026-10-19 TRIN AAPL - unavailable 2026-10-19 New Highs - New Lows AAPL 0.0000 calculated 2026-10-19 Chaikin Money Flow AAPL -0.1622 calculated 2026-10-19 Ease of Movement AAPL 11.3362 calculated 2026-10-19 Negative Volume Index AAPL 1,150.0957 calculated 2026-10-19 Positive Volume Index AAPL 1,264.4081 calculated 2026-10-19 Money Flow Index AAPL 67.0511 calculated 2026-10-19 Williams %R AAPL -23.3214 calculated 2026-10-19 Aroon Indicator Up AAPL 71.4286 calculated 2026-10-19 Aroon Indicator Down AAPL 14.2857 calculated 2026-10-19 Commodity Channel Index AAPL 73.8004 calculated 2026-10-19 Relative Vigor Index AAPL 0.5800 calculated 2026-10-19 Force Index AAPL 24,445,330.7409 calculated 2026-10-19 Ultimate Oscillator AAPL 43.0215 calculated 2026-10-19 Percentage Price Oscillator AAPL 1.8917 calculated 2026-10-19 Detrended Price Oscillator AAPL -1.2500 calculated 2026-10-19 Average Directional Index AAPL 18.0352 calculated 2026-10-19 Chande Momentum Oscillator AAPL 43.5932 calculated 2026-10-19 Ichimoku Conversion Line AAPL 339.4250 calculated 2026-10-19 Ichimoku Base Line AAPL 336.9800 calculated 2026-10-19 Ichimoku Leading Span A AAPL 320.7275 calculated 2026-10-19 Ichimoku Leading Span B AAPL 312.3656 calculated 2026-10-19 Stochastic %K AAPL 76.6786 calculated 2026-10-19 Stochastic %D AAPL 76.0519 calculated 2026-10-19 MACD Line AAPL 4.1295 calculated 2026-10-19 MACD Signal Line AAPL 3.9818 calculated 2026-10-19 Relative Strength Index AAPL 61.1953 calculated 2026-10-19 Balance of Power AAPL 0.3673 calculated 2026-10-19 Awesome Oscillator AAPL 10.4044 calculated 2026-10-19 Vortex Indicator VI+ AAPL 1.0738 calculated 2026-10-19 Vortex Indicator VI- AAPL 0.8475 calculated 2026-10-19 Elder Ray Bull Power AAPL 6.5177 calculated 2026-10-19 Elder Ray Bear Power AAPL 0.6377 calculated 2026-10-19 Rate of Change AAPL 4.1105 calculated 2026-10-19 Choppiness Index AAPL 52.7329 calculated 2026-10-19 Know Sure Thing AAPL 40.2643 calculated 2026-10-19 Know Sure Thing Signal Line AAPL 46.0773 calculated 2026-10-19 Simple Moving Average (SMA) AAPL 337.9200 calculated 2026-10-19 Exponential Moving Average (EMA) AAPL 339.1811 calculated 2026-10-19 Double Exponential Moving Average (DEMA) AAPL 343.0823 calculated 2026-10-19 TRIX AAPL 0.1741 calculated 2026-10-19 Triangular Moving Average AAPL 338.1027 calculated 2026-10-19 Weighted Moving Average (WMA) AAPL 340.1395 calculated 2026-10-19 Hull Moving Average (HMA) AAPL 344.3593 calculated 2026-10-19 Kaufman Adaptive Moving Average (KAMA) AAPL 333.3192 calculated 2026-10-19 Volume Weighted Average Price (VWAP) AAPL 338.4303 calculated 2026-10-19 Parabolic SAR AAPL 331.7011 calculated 2026-10-19 Pivot Point AAPL 343.9133 calculated 2026-10-19 Pivot Point Resistance 1 AAPL 347.3667 calculated 2026-10-19 Pivot Point Support 1 AAPL 340.0067 calculated 2026-10-19 Fibonacci Retracement 50.0% AAPL 336.9800 calculated 2026-10-19 Fibonacci Retracement 61.8% AAPL 334.3439 calculated 2026-10-19 Bollinger Band Upper AAPL 346.7240 calculated 2026-10-19 Bollinger Band Middle AAPL 337.9200 calculated 2026-10-19 Bollinger Band Lower AAPL 329.1161 calculated 2026-10-19 True Range AAPL 5.8800 calculated 2026-10-19 Average True Range AAPL 6.6393 calculated 2026-10-19 Supertrend AAPL 325.1297 calculated 2026-10-19 Supertrend Trend Direction AAPL 1.0000 calculated 2026-10-19 Keltner Channel Upper AAPL 352.4596 calculated 2026-10-19 Keltner Channel Middle AAPL 339.1811 calculated 2026-10-19 Keltner Channel Lower AAPL 325.9025 calculated 2026-10-19 Donchian Channel Upper AAPL 348.1500 calculated 2026-10-19 Donchian Channel Middle AAPL 336.9800 calculated 2026-10-19 Donchian Channel Lower AAPL 325.8100 calculated 2026-10-19 The actual technicals controller collects all supported breadth, momentum, overlap and volatility indicators from observed adjusted OHLCV. Each latest value has its own calculated/unavailable state. Session volume is provider volume, not a fabricated order book. Source and calculation coverage module status reason ratios/models unavailable Financial statement ratios and DuPont require matching annual statement evidence; choose AQ06 for those calculations. fixedincome unavailable No specific bond, coupon schedule or swaption market observations were supplied by this stock-market demonstration. Bond and swaption outputs are not invented. economics unavailable No dated macro release/vintage dataset was selected. Market price returns are not substituted for economic releases. portfolio/causal econometrics unavailable Portfolio optimization and causal research require explicit constraints, instruments and validation; this bounded demonstration does not imply those workflows ran. Unavailable measurements retain their specific missing evidence. A method being present in the library does not mean the required market inputs exist. Measures that need additional evidence (4) ratios/models: Financial statement ratios and DuPont require matching annual statement evidence; choose AQ06 for those calculations. fixedincome: No specific bond, coupon schedule or swaption market observations were supplied by this stock-market demonstration. Bond and swaption outputs are not invented. economics: No dated macro release/vintage dataset was selected. Market price returns are not substituted for economic releases. portfolio/causal econometrics: Portfolio optimization and causal research require explicit constraints, instruments and validation; this bounded demonstration does not imply those workflows ran. 03 / SOURCES ET MÉTHODE Suivez le raisonnement. Méthode de calcul Public yfinance observations are requested through tomorrow because Yahoo's end date is exclusive. Only verified completed XNYS sessions at selection time enter daily studies; incomplete current-day bars are excluded. The selection date is fixed once in Africa/Tunis. The observed source cutoff is displayed separately. methods receive observed input. Missing values are not filled or replaced with defaults. Adjusted-close returns are descriptive provider-adjusted returns, not a point-in-time data-vintage backtest. ARIMA(1,1,0) is fitted to 200 past log closes without a fitted drift; ten non-overlapping five-session rolling-origin holdouts compare the same procedure with a last-price baseline. Training windows overlap. Preuves issues des sources AAPL 2026-10-19 Périmètre et revue This is a bounded public-data research demonstration; no transaction execution, accounts or customer records are used. Sources may be delayed or revised. Current observations and provider licensing must be reviewed before commercial redistribution. Narratives are generated deterministically from calculated evidence. No language model is claimed to have authored this run. No calibrated forecast intervals or claim of production validation is supplied. No uncertainty bands are fabricated. La date d’exécution reste fixe pour cette sélection. Les observations de marché et périodes de reporting financier peuvent être antérieures. Les estimations sont des calculs de recherche, pas des prix futurs observés. Chapitre précédent 01 / 03 Chapitre suivant Explorer cette analyse pour votre équipe. Discutez des tarifs pour vos entreprises, marchés et besoins de revue. Demander un devis .demo-book .book-page{height:auto;min-height:0;overflow:visible}.book-page[hidden]{display:block!important}.book-chapters,.book-page-controls{display:none!important}