Advance Auto Stock Forward View - Double Exponential Smoothing

AAP Stock  USD 48.01  0.11  0.23%   
Advance Stock outlook is based on your current time horizon.
As of today, The value of RSI of Advance Auto's share price is at 56. This suggests that the stock is in nutural position, most likellhy at or near its resistance level. The main idea of RSI analysis is to track how fast people are buying or selling Advance Auto, making its price go up or down.

Momentum 56

 Buy Extended

 
Oversold
 
Overbought
The successful prediction of Advance Auto's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Advance Auto Parts, which may create opportunities for some arbitrage if properly timed.
Using Advance Auto hype-based prediction, you can estimate the value of Advance Auto Parts from the perspective of Advance Auto response to recently generated media hype and the effects of current headlines on its competitors.
The Double Exponential Smoothing forecasted value of Advance Auto Parts on the next trading day is expected to be 48.78 with a mean absolute deviation of 1.05 and the sum of the absolute errors of 62.11.

Advance Auto after-hype prediction price

    
  USD 48.12  
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Check out Historical Fundamental Analysis of Advance Auto to cross-verify your projections.

Advance Auto Additional Predictive Modules

Most predictive techniques to examine Advance price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Advance using various technical indicators. When you analyze Advance charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Double exponential smoothing - also known as Holt exponential smoothing is a refinement of the popular simple exponential smoothing model with an additional trending component. Double exponential smoothing model for Advance Auto works best with periods where there are trends or seasonality.

Advance Auto Double Exponential Smoothing Price Forecast For the 31st of January

Given 90 days horizon, the Double Exponential Smoothing forecasted value of Advance Auto Parts on the next trading day is expected to be 48.78 with a mean absolute deviation of 1.05, mean absolute percentage error of 2.15, and the sum of the absolute errors of 62.11.
Please note that although there have been many attempts to predict Advance Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Advance Auto's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Advance Auto Stock Forecast Pattern

Backtest Advance Auto  Advance Auto Price Prediction  Buy or Sell Advice  

Advance Auto Forecasted Value

In the context of forecasting Advance Auto's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Advance Auto's downside and upside margins for the forecasting period are 45.57 and 51.99, respectively. We have considered Advance Auto's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Market Value
48.01
48.78
Expected Value
51.99
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Double Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Advance Auto stock data series using in forecasting. Note that when a statistical model is used to represent Advance Auto 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.
AICAkaike Information CriteriaHuge
BiasArithmetic mean of the errors 0.0461
MADMean absolute deviation1.0527
MAPEMean absolute percentage error0.0229
SAESum of the absolute errors62.1092
When Advance Auto Parts prices exhibit either an increasing or decreasing trend over time, simple exponential smoothing forecasts tend to lag behind observations. Double exponential smoothing is designed to address this type of data series by taking into account any Advance Auto Parts trend in the prices. So in double exponential smoothing past observations are given exponentially smaller weights as the observations get older. In other words, recent Advance Auto observations are given relatively more weight in forecasting than the older observations.

Predictive Modules for Advance Auto

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Advance Auto Parts. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Hype
Prediction
LowEstimatedHigh
44.9148.1251.33
Details
Intrinsic
Valuation
LowRealHigh
36.2639.4752.93
Details
Bollinger
Band Projection (param)
LowMiddleHigh
36.5743.3650.15
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Advance Auto. Your research has to be compared to or analyzed against Advance Auto's peers to derive any actionable benefits. When done correctly, Advance Auto's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Advance Auto Parts.

Advance Auto After-Hype Price Density Analysis

As far as predicting the price of Advance Auto at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Advance Auto or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Stock prices, such as prices of Advance Auto, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

Advance Auto Estimiated After-Hype Price Volatility

In the context of predicting Advance Auto's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Advance Auto's historical news coverage. Advance Auto's after-hype downside and upside margins for the prediction period are 44.91 and 51.33, respectively. We have considered Advance Auto's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
48.01
48.12
After-hype Price
51.33
Upside
Advance Auto is very steady at this time. Analysis and calculation of next after-hype price of Advance Auto Parts is based on 3 months time horizon.

Advance Auto Stock Price Outlook Analysis

Have you ever been surprised when a price of a Company such as Advance Auto is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Advance Auto backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Stock price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Advance Auto, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.08 
3.21
 0.00  
  0.04 
0 Events / Month
5 Events / Month
In 5 to 10 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
48.01
48.12
0.00 
0.00  
Notes

Advance Auto Hype Timeline

On the 30th of January Advance Auto Parts is traded for 48.01. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.04. Advance is forecasted not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is insignificant. The immediate return on the next news is forecasted to be very small, whereas the daily expected return is presently at 0.08%. %. The volatility of related hype on Advance Auto is about 659.14%, with the expected price after the next announcement by competition of 48.05. About 99.0% of the company shares are held by institutions such as insurance companies. The company has price-to-book (P/B) ratio of 1.36. Some equities with similar Price to Book (P/B) outperform the market in the long run. Advance Auto Parts has Price/Earnings To Growth (PEG) ratio of 1.67. The entity recorded a loss per share of 10.22. The firm last dividend was issued on the 9th of January 2026. Advance Auto had 3:2 split on the 26th of September 2005. Considering the 90-day investment horizon the next forecasted press release will be in 5 to 10 days.
Check out Historical Fundamental Analysis of Advance Auto to cross-verify your projections.

Advance Auto Related Hype Analysis

Having access to credible news sources related to Advance Auto's direct competition is more important than ever and may enhance your ability to predict Advance Auto's future price movements. Getting to know how Advance Auto's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Advance Auto may potentially react to the hype associated with one of its peers.
Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
ASOAcademy Sports Outdoors 3.79 7 per month 2.17  0.07  4.95 (3.51) 12.70 
RHRH 0.52 9 per month 2.92  0.05  6.59 (4.89) 15.48 
VSCOVictorias Secret Co 0.00 0 per month 2.06  0.19  5.93 (4.23) 22.57 
BKEBuckle Inc(0.35)8 per month 0.00 (0.12) 2.73 (3.04) 9.51 
AEOAmerican Eagle Outfitters(0.94)9 per month 1.97  0.16  5.78 (3.60) 19.53 
VCVisteon Corp(0.64)7 per month 0.00 (0.14) 3.85 (3.27) 8.62 
PTONPeloton Interactive 0.00 0 per month 0.00 (0.11) 5.78 (5.89) 21.58 
DRVNDriven Brands Holdings 0.00 0 per month 1.60  0.03  3.92 (2.87) 9.77 
FUNSix Flags Entertainment 0.00 0 per month 0.00 (0.09) 5.16 (6.74) 13.88 
COLMColumbia Sportswear 2.49 9 per month 1.89 (0.01) 3.71 (3.26) 10.24 

Other Forecasting Options for Advance Auto

For every potential investor in Advance, whether a beginner or expert, Advance Auto's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Advance Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Advance. Basic forecasting techniques help filter out the noise by identifying Advance Auto's price trends.

Advance Auto Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Advance Auto stock to make a market-neutral strategy. Peer analysis of Advance Auto could also be used in its relative valuation, which is a method of valuing Advance Auto by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Advance Auto Market Strength Events

Market strength indicators help investors to evaluate how Advance Auto stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Advance Auto shares will generate the highest return on investment. By undertsting and applying Advance Auto stock market strength indicators, traders can identify Advance Auto Parts entry and exit signals to maximize returns.

Advance Auto Risk Indicators

The analysis of Advance Auto's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Advance Auto's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting advance stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
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 Advance Auto

The number of cover stories for Advance Auto depends on current market conditions and Advance Auto's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Advance Auto is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Advance Auto's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.

Advance Auto Short Properties

Advance Auto's future price predictability will typically decrease when Advance Auto's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Advance Auto Parts often depends not only on the future outlook of the potential Advance Auto's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Advance Auto's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding59.6 M
Cash And Short Term Investments1.9 B

Additional Tools for Advance Stock Analysis

When running Advance Auto's price analysis, check to measure Advance Auto's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Advance Auto is operating at the current time. Most of Advance Auto's value examination focuses on studying past and present price action to predict the probability of Advance Auto's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Advance Auto's price. Additionally, you may evaluate how the addition of Advance Auto to your portfolios can decrease your overall portfolio volatility.