Alfa Laval Pink Sheet Forecast - Simple Exponential Smoothing
| ALFVY Stock | USD 56.81 1.59 2.88% |
The Simple Exponential Smoothing forecasted value of Alfa Laval AB on the next trading day is expected to be 56.81 with a mean absolute deviation of 0.53 and the sum of the absolute errors of 32.58. Alfa Pink Sheet Forecast is based on your current time horizon.
The relative strength index (RSI) of Alfa Laval's pink sheet price is slightly above 69. This suggests that the pink sheet is rather overbought by investors at this time. The main point of the Relative Strength Index (RSI) is to track how fast people are buying or selling Alfa, making its price go up or down. Momentum 69
Buy Stretched
Oversold | Overbought |
Using Alfa Laval hype-based prediction, you can estimate the value of Alfa Laval AB from the perspective of Alfa Laval response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Exponential Smoothing forecasted value of Alfa Laval AB on the next trading day is expected to be 56.81 with a mean absolute deviation of 0.53 and the sum of the absolute errors of 32.58. Alfa Laval after-hype prediction price | USD 56.81 |
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 pink sheet price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Alfa |
Alfa Laval Additional Predictive Modules
Most predictive techniques to examine Alfa price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Alfa using various technical indicators. When you analyze Alfa 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.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Alfa Laval Simple Exponential Smoothing Price Forecast For the 24th of January
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Alfa Laval AB on the next trading day is expected to be 56.81 with a mean absolute deviation of 0.53, mean absolute percentage error of 0.45, and the sum of the absolute errors of 32.58.Please note that although there have been many attempts to predict Alfa Pink Sheet 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 Alfa Laval's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Alfa Laval Pink Sheet Forecast Pattern
| Backtest Alfa Laval | Alfa Laval Price Prediction | Buy or Sell Advice |
Alfa Laval Forecasted Value
In the context of forecasting Alfa Laval's Pink Sheet 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. Alfa Laval's downside and upside margins for the forecasting period are 55.46 and 58.16, respectively. We have considered Alfa Laval'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.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Alfa Laval pink sheet data series using in forecasting. Note that when a statistical model is used to represent Alfa Laval pink sheet, 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 | 117.3119 |
| Bias | Arithmetic mean of the errors | -0.1128 |
| MAD | Mean absolute deviation | 0.5341 |
| MAPE | Mean absolute percentage error | 0.0108 |
| SAE | Sum of the absolute errors | 32.58 |
Predictive Modules for Alfa Laval
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Alfa Laval AB. Regardless of method or technology, however, to accurately forecast the pink sheet market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the pink sheet 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.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Alfa Laval's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Alfa Laval After-Hype Price Prediction Density Analysis
As far as predicting the price of Alfa Laval 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 Alfa Laval 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 Pink Sheet prices, such as prices of Alfa Laval, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Alfa Laval Estimiated After-Hype Price Volatility
In the context of predicting Alfa Laval's pink sheet value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Alfa Laval's historical news coverage. Alfa Laval's after-hype downside and upside margins for the prediction period are 55.46 and 58.16, respectively. We have considered Alfa Laval'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
Alfa Laval is very steady at this time. Analysis and calculation of next after-hype price of Alfa Laval AB is based on 3 months time horizon.
Alfa Laval Pink Sheet Price Prediction Analysis
Have you ever been surprised when a price of a Company such as Alfa Laval is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Alfa Laval 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 Pink Sheet 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 Alfa Laval, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.23 | 1.35 | 0.00 | 0.00 | 0 Events / Month | 0 Events / Month | In 5 to 10 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | ||
56.81 | 56.81 | 0.00 |
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Alfa Laval Hype Timeline
Alfa Laval AB is presently traded for 56.81. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. Alfa is anticipated 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 anticipated to be very small, whereas the daily expected return is presently at 0.23%. %. The volatility of related hype on Alfa Laval is about 0.0%, with the expected price after the next announcement by competition of 56.81. The book value of the company was presently reported as 6.09. The company has Price/Earnings To Growth (PEG) ratio of 2.32. Alfa Laval AB last dividend was issued on the 27th of April 2022. The entity had 4:1 split on the 5th of June 2008. Assuming the 90 days horizon the next anticipated press release will be in 5 to 10 days. Check out Historical Fundamental Analysis of Alfa Laval to cross-verify your projections.Alfa Laval Related Hype Analysis
Having access to credible news sources related to Alfa Laval's direct competition is more important than ever and may enhance your ability to predict Alfa Laval's future price movements. Getting to know how Alfa Laval'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 Alfa Laval may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| VWSYF | Vestas Wind Systems | 0.00 | 0 per month | 1.30 | 0.21 | 6.18 | (2.67) | 15.73 | |
| VWDRY | Vestas Wind Systems | 0.00 | 0 per month | 1.51 | 0.16 | 3.92 | (2.39) | 22.20 | |
| WEICF | Weichai Power Co | 0.00 | 0 per month | 2.25 | 0.17 | 6.75 | (4.42) | 37.32 | |
| SMCAY | SMC Corp Japan | 0.00 | 0 per month | 2.15 | 0.06 | 4.31 | (3.36) | 12.27 | |
| SMECF | SMC Corp | 0.00 | 0 per month | 3.17 | 0.05 | 5.87 | (5.98) | 22.56 | |
| IHICF | IHI Corporation | 0.00 | 0 per month | 0.00 | 0.04 | 0.00 | 0.00 | 23.07 | |
| ICTEF | International Container Terminal | 0.00 | 0 per month | 3.87 | 0.04 | 6.46 | (5.80) | 22.91 | |
| ACSAF | ACS Actividades de | 0.00 | 0 per month | 0.00 | 0.11 | 1.26 | 0.00 | 22.58 | |
| BMBLF | Brambles Limited | 0.00 | 0 per month | 0.00 | (0.06) | 4.07 | (5.24) | 13.88 | |
| KWHIY | Kawasaki Heavy Industries | 0.00 | 0 per month | 2.70 | 0.11 | 5.01 | (4.75) | 15.44 |
Other Forecasting Options for Alfa Laval
For every potential investor in Alfa, whether a beginner or expert, Alfa Laval's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Alfa Pink Sheet price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Alfa. Basic forecasting techniques help filter out the noise by identifying Alfa Laval's price trends.Alfa Laval 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 Alfa Laval pink sheet to make a market-neutral strategy. Peer analysis of Alfa Laval could also be used in its relative valuation, which is a method of valuing Alfa Laval by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Alfa Laval Market Strength Events
Market strength indicators help investors to evaluate how Alfa Laval pink sheet reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Alfa Laval shares will generate the highest return on investment. By undertsting and applying Alfa Laval pink sheet market strength indicators, traders can identify Alfa Laval AB entry and exit signals to maximize returns.
Alfa Laval Risk Indicators
The analysis of Alfa Laval'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 Alfa Laval's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting alfa pink sheet 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.
| Mean Deviation | 1.09 | |||
| Semi Deviation | 0.9074 | |||
| Standard Deviation | 1.35 | |||
| Variance | 1.81 | |||
| Downside Variance | 1.27 | |||
| Semi Variance | 0.8234 | |||
| Expected Short fall | (1.28) |
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 Alfa Laval
The number of cover stories for Alfa Laval depends on current market conditions and Alfa Laval's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Alfa Laval 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 Alfa Laval's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Alfa Laval Short Properties
Alfa Laval's future price predictability will typically decrease when Alfa Laval's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Alfa Laval AB often depends not only on the future outlook of the potential Alfa Laval'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. Alfa Laval's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 418 M | |
| Cash And Short Term Investments | 3.6 B |
Additional Tools for Alfa Pink Sheet Analysis
When running Alfa Laval's price analysis, check to measure Alfa Laval'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 Alfa Laval is operating at the current time. Most of Alfa Laval's value examination focuses on studying past and present price action to predict the probability of Alfa Laval's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alfa Laval's price. Additionally, you may evaluate how the addition of Alfa Laval to your portfolios can decrease your overall portfolio volatility.