XLRE SARIMAX Forecast: Bear / Base / Bull Scenario Ladder

Current Spot

$45.88

Base Path by Jan 31, 2027

$47.08

Bear 68%

$43.04

Bull 68%

$50.82

68% Range Width

16.5%

Raw Forecast Scenario Matrix

Date Bear 99.7% Bear 95% Bear 68% Base Bull 68% Bull 95% Bull 99.7%
2026-08-09 $44.23 $44.87 $45.47 $46.08 $46.68 $47.26 $47.86
2026-08-16 $43.25 $44.28 $45.24 $46.21 $47.16 $48.07 $49.00
2026-08-23 $42.38 $43.71 $44.95 $46.20 $47.41 $48.56 $49.73
2026-08-30 $41.38 $42.98 $44.46 $45.94 $47.37 $48.72 $50.10
2026-09-06 $40.85 $42.68 $44.36 $46.03 $47.65 $49.17 $50.71
2026-09-13 $40.21 $42.25 $44.12 $45.97 $47.76 $49.43 $51.12
2026-09-20 $39.98 $42.20 $44.23 $46.23 $48.16 $49.96 $51.77
2026-09-27 $39.72 $42.12 $44.30 $46.44 $48.49 $50.41 $52.34
2026-10-04 $39.33 $41.90 $44.23 $46.51 $48.69 $50.72 $52.75
2026-10-11 $39.08 $41.80 $44.26 $46.67 $48.96 $51.09 $53.23
2026-10-18 $38.67 $41.56 $44.15 $46.68 $49.09 $51.32 $53.55
2026-10-25 $38.12 $41.17 $43.91 $46.56 $49.08 $51.42 $53.75
2026-11-01 $37.67 $40.89 $43.76 $46.54 $49.17 $51.60 $54.03
2026-11-08 $37.40 $40.76 $43.76 $46.65 $49.38 $51.90 $54.41
2026-11-15 $36.98 $40.50 $43.63 $46.63 $49.47 $52.08 $54.67
2026-11-22 $36.26 $39.97 $43.24 $46.38 $49.32 $52.03 $54.72
2026-11-29 $36.00 $39.85 $43.24 $46.47 $49.51 $52.29 $55.06
2026-12-06 $35.55 $39.56 $43.07 $46.41 $49.54 $52.41 $55.25
2026-12-13 $35.52 $39.65 $43.24 $46.67 $49.87 $52.81 $55.71
2026-12-20 $35.43 $39.67 $43.36 $46.88 $50.15 $53.15 $56.11
2026-12-27 $35.18 $39.55 $43.34 $46.94 $50.30 $53.36 $56.39
2027-01-03 $35.05 $39.54 $43.42 $47.10 $50.53 $53.65 $56.74
2027-01-10 $34.73 $39.35 $43.34 $47.11 $50.62 $53.81 $56.96
2027-01-17 $34.24 $39.02 $43.13 $47.00 $50.58 $53.85 $57.06
2027-01-24 $33.87 $38.80 $43.01 $46.98 $50.64 $53.98 $57.26
2027-01-31 $33.67 $38.73 $43.04 $47.08 $50.82 $54.21 $57.55

SARIMAX Forecasting Methodology

The forecast engine resamples daily prices into weekly structure, stabilizes variance through Box-Cox transformation, fits a SARIMAX trend model, then converts the forecast and confidence intervals back into price space. The log-scale y-axis uses a fixed clean tick ladder so the chart reads consistently across low-priced and high-priced equities.

The 68% band is the primary operating range; the 95% and 99.7% bands are wider stress envelopes for unusually strong regime outcomes.