ALM Equity Stock Forward View - Simple Regression
| ALM-PREF | SEK 83.90 0.80 0.96% |
ALM Stock outlook is based on your current time horizon. Investors can use this forecasting interface to forecast ALM Equity stock prices and determine the direction of ALM Equity AB's future trends based on various well-known forecasting models. We suggest always using this module together with an analysis of ALM Equity's historical fundamentals, such as revenue growth or operating cash flow patterns.
At this time, the value of RSI of ALM Equity's share price is approaching 43. This suggests that the stock is in nutural position, most likellhy at or near its support level. The main point of RSI analysis is to track how fast people are buying or selling ALM Equity, making its price go up or down. Momentum 43
Sell Extended
Oversold | Overbought |
Using ALM Equity hype-based prediction, you can estimate the value of ALM Equity AB from the perspective of ALM Equity response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of ALM Equity AB on the next trading day is expected to be 84.04 with a mean absolute deviation of 0.74 and the sum of the absolute errors of 45.23. ALM Equity after-hype prediction price | SEK 83.9 |
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.
ALM |
ALM Equity Additional Predictive Modules
Most predictive techniques to examine ALM price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for ALM using various technical indicators. When you analyze ALM 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 |
ALM Equity Simple Regression Price Forecast For the 22nd of February
Given 90 days horizon, the Simple Regression forecasted value of ALM Equity AB on the next trading day is expected to be 84.04 with a mean absolute deviation of 0.74, mean absolute percentage error of 0.75, and the sum of the absolute errors of 45.23.Please note that although there have been many attempts to predict ALM Stock prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that ALM Equity's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
ALM Equity Stock Forecast Pattern
| Backtest ALM Equity | ALM Equity Price Prediction | Research Analysis |
ALM Equity Forecasted Value
In the context of forecasting ALM Equity'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. ALM Equity's downside and upside margins for the forecasting period are 83.52 and 84.57, respectively. We have considered ALM Equity'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 Regression forecasting method's relative quality and the estimations of the prediction error of ALM Equity stock data series using in forecasting. Note that when a statistical model is used to represent ALM Equity 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.| AIC | Akaike Information Criteria | 117.8271 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.7415 |
| MAPE | Mean absolute percentage error | 0.0091 |
| SAE | Sum of the absolute errors | 45.2309 |
Predictive Modules for ALM Equity
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as ALM Equity AB. 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.ALM Equity After-Hype Price Density Analysis
As far as predicting the price of ALM Equity 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 ALM Equity 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 ALM Equity, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
ALM Equity Estimiated After-Hype Price Volatility
In the context of predicting ALM Equity's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on ALM Equity's historical news coverage. ALM Equity's after-hype downside and upside margins for the prediction period are 83.37 and 84.43, respectively. We have considered ALM Equity'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 compare with traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
ALM Equity is very steady at this time. Analysis and calculation of next after-hype price of ALM Equity AB is based on 3 months time horizon.
ALM Equity Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as ALM Equity is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading ALM Equity 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 ALM Equity, 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 |
0.10 | 0.53 | 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 | |
83.90 | 83.90 | 0.00 |
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ALM Equity Hype Timeline
ALM Equity AB is presently traded for 83.90on Stockholm Exchange of Sweden. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. ALM is projected 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 projected to be very small, whereas the daily expected return is presently at 0.1%. %. The volatility of related hype on ALM Equity is about 0.0%, with the expected price after the next announcement by competition of 83.90. The company has price-to-book (P/B) ratio of 0.33. Some equities with similar Price to Book (P/B) outperform the market in the long run. ALM Equity AB recorded earning per share (EPS) of 368.35. The entity last dividend was issued on the 30th of March 2023. Assuming the 90 days trading horizon the next projected press release will be in 5 to 10 days. Check out Historical Fundamental Analysis of ALM Equity to cross-verify your projections.ALM Equity Related Hype Analysis
Having access to credible news sources related to ALM Equity's direct competition is more important than ever and may enhance your ability to predict ALM Equity's future price movements. Getting to know how ALM Equity'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 ALM Equity may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| ACRI-A | Acrinova AB | 0.00 | 0 per month | 1.98 | 0.01 | 4.76 | (3.64) | 13.18 | |
| ACRI-B | Acrinova AB Series | 0.00 | 0 per month | 1.22 | 0.02 | 2.46 | (2.00) | 5.98 | |
| ANNE-B | Annehem Fastigheter AB | 0.00 | 0 per month | 1.26 | (0.04) | 2.75 | (2.35) | 9.72 | |
| FNOVA-B | Fortinova Fastigheter AB | 0.00 | 0 per month | 1.42 | (0.01) | 2.67 | (1.87) | 9.81 | |
| TESSIN | Tessin Nordic Holding | 0.00 | 0 per month | 0.00 | 0.12 | 15.67 | (13.24) | 10,223 | |
| TRIAN-B | Fastighets AB Trianon | 0.00 | 0 per month | 0.00 | (0.14) | 1.41 | (1.55) | 4.15 | |
| GPG | Genova Property Group | 0.00 | 0 per month | 0.00 | (0.05) | 2.31 | (2.00) | 10.54 | |
| FASTAT | Fastator AB | 0.00 | 0 per month | 0.00 | (0.15) | 10.53 | (10.00) | 49.20 | |
| TITA-B | Titania Holding AB | 0.00 | 0 per month | 1.80 | 0.09 | 5.65 | (2.45) | 15.22 | |
| K2A-B | K2A Knaust Andersson | 0.00 | 0 per month | 0.00 | (0.08) | 3.33 | (2.34) | 9.77 |
Other Forecasting Options for ALM Equity
For every potential investor in ALM, whether a beginner or expert, ALM Equity's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. ALM Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in ALM. Basic forecasting techniques help filter out the noise by identifying ALM Equity's price trends.ALM Equity 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 ALM Equity stock to make a market-neutral strategy. Peer analysis of ALM Equity could also be used in its relative valuation, which is a method of valuing ALM Equity by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
ALM Equity Market Strength Events
Market strength indicators help investors to evaluate how ALM Equity stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ALM Equity shares will generate the highest return on investment. By undertsting and applying ALM Equity stock market strength indicators, traders can identify ALM Equity AB entry and exit signals to maximize returns.
ALM Equity Risk Indicators
The analysis of ALM Equity'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 ALM Equity's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting alm 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.
| Mean Deviation | 0.3792 | |||
| Semi Deviation | 0.2415 | |||
| Standard Deviation | 0.5145 | |||
| Variance | 0.2648 | |||
| Downside Variance | 0.2153 | |||
| Semi Variance | 0.0583 | |||
| Expected Short fall | (0.49) |
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 ALM Equity
The number of cover stories for ALM Equity depends on current market conditions and ALM Equity's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that ALM Equity 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 ALM Equity'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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ALM Equity Short Properties
ALM Equity's future price predictability will typically decrease when ALM Equity's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of ALM Equity AB often depends not only on the future outlook of the potential ALM Equity'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. ALM Equity's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 10 M | |
| Cash And Short Term Investments | 2.1 B |
Other Information on Investing in ALM Stock
ALM Equity financial ratios help investors to determine whether ALM Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ALM with respect to the benefits of owning ALM Equity security.