AMAG AUSTRIA Stock Forecast - Simple Regression

AM8 Stock  EUR 23.80  0.00  0.00%   
The Simple Regression forecasted value of AMAG AUSTRIA M on the next trading day is expected to be 23.80 with a mean absolute deviation of 0.09 and the sum of the absolute errors of 5.68. AMAG Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast AMAG AUSTRIA stock prices and determine the direction of AMAG AUSTRIA M's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of AMAG AUSTRIA's historical fundamentals, such as revenue growth or operating cash flow patterns.
At the present time, the value of RSI of AMAG AUSTRIA's share price is approaching 48. 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 AMAG AUSTRIA, making its price go up or down.

Momentum 48

 Impartial

 
Oversold
 
Overbought
The successful prediction of AMAG AUSTRIA's future price could yield a significant profit. Please, note that this module is not intended to be used solely to calculate an intrinsic value of AMAG AUSTRIA and does not consider all of the tangible or intangible factors available from AMAG AUSTRIA's fundamental data. We analyze noise-free headlines and recent hype associated with AMAG AUSTRIA M, which may create opportunities for some arbitrage if properly timed.
Using AMAG AUSTRIA hype-based prediction, you can estimate the value of AMAG AUSTRIA M from the perspective of AMAG AUSTRIA response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of AMAG AUSTRIA M on the next trading day is expected to be 23.80 with a mean absolute deviation of 0.09 and the sum of the absolute errors of 5.68.

AMAG AUSTRIA after-hype prediction price

    
  EUR 23.8  
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 AMAG AUSTRIA to cross-verify your projections.

AMAG AUSTRIA Additional Predictive Modules

Most predictive techniques to examine AMAG price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for AMAG using various technical indicators. When you analyze AMAG 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.
Simple Regression model is a single variable regression model that attempts to put a straight line through AMAG AUSTRIA price points. This line is defined by its gradient or slope, and the point at which it intercepts the x-axis. Mathematically, assuming the independent variable is X and the dependent variable is Y, then this line can be represented as: Y = intercept + slope * X.

AMAG AUSTRIA Simple Regression Price Forecast For the 24th of January

Given 90 days horizon, the Simple Regression forecasted value of AMAG AUSTRIA M on the next trading day is expected to be 23.78 with a mean absolute deviation of 0.08, mean absolute percentage error of 0.01, and the sum of the absolute errors of 4.74.
Please note that although there have been many attempts to predict AMAG 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 AMAG AUSTRIA's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

AMAG AUSTRIA Stock Forecast Pattern

Backtest AMAG AUSTRIAAMAG AUSTRIA Price PredictionBuy or Sell Advice 

AMAG AUSTRIA Forecasted Value

In the context of forecasting AMAG AUSTRIA'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. AMAG AUSTRIA's downside and upside margins for the forecasting period are 23.21 and 24.35, respectively. We have considered AMAG AUSTRIA'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
23.80
23.78
Expected Value
24.35
Upside

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 AMAG AUSTRIA stock data series using in forecasting. Note that when a statistical model is used to represent AMAG AUSTRIA 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 Criteria113.7866
BiasArithmetic mean of the errors None
MADMean absolute deviation0.0778
MAPEMean absolute percentage error0.0033
SAESum of the absolute errors4.7434
In general, regression methods applied to historical equity returns or prices series is an area of active research. In recent decades, new methods have been developed for robust regression of price series such as AMAG AUSTRIA M historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data.

Predictive Modules for AMAG AUSTRIA

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as AMAG AUSTRIA M. 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
23.2323.8024.37
Details
Intrinsic
Valuation
LowRealHigh
23.1523.7224.30
Details
Bollinger
Band Projection (param)
LowMiddleHigh
23.5423.7724.01
Details

AMAG AUSTRIA After-Hype Price Prediction Density Analysis

As far as predicting the price of AMAG AUSTRIA 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 AMAG AUSTRIA 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 AMAG AUSTRIA, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

AMAG AUSTRIA Estimiated After-Hype Price Volatility

In the context of predicting AMAG AUSTRIA's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on AMAG AUSTRIA's historical news coverage. AMAG AUSTRIA's after-hype downside and upside margins for the prediction period are 23.23 and 24.37, respectively. We have considered AMAG AUSTRIA'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
23.80
23.80
After-hype Price
24.37
Upside
AMAG AUSTRIA is very steady at this time. Analysis and calculation of next after-hype price of AMAG AUSTRIA M is based on 3 months time horizon.

AMAG AUSTRIA Stock Price Prediction Analysis

Have you ever been surprised when a price of a Company such as AMAG AUSTRIA is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading AMAG AUSTRIA 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 AMAG AUSTRIA, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.01 
0.57
 0.00  
 0.00  
0 Events / Month
0 Events / Month
In 5 to 10 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
23.80
23.80
0.00 
0.00  
Notes

AMAG AUSTRIA Hype Timeline

AMAG AUSTRIA M is presently traded for 23.80on Berlin Exchange of Germany. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. AMAG 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 0.01%. %. The volatility of related hype on AMAG AUSTRIA is about 0.0%, with the expected price after the next announcement by competition of 23.80. The company has price-to-book (P/B) ratio of 1.77. Some equities with similar Price to Book (P/B) outperform the market in the long run. Assuming the 90 days trading horizon the next forecasted press release will be in 5 to 10 days.
Check out Historical Fundamental Analysis of AMAG AUSTRIA to cross-verify your projections.

AMAG AUSTRIA Related Hype Analysis

Having access to credible news sources related to AMAG AUSTRIA's direct competition is more important than ever and may enhance your ability to predict AMAG AUSTRIA's future price movements. Getting to know how AMAG AUSTRIA'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 AMAG AUSTRIA may potentially react to the hype associated with one of its peers.

Other Forecasting Options for AMAG AUSTRIA

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

AMAG AUSTRIA 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 AMAG AUSTRIA stock to make a market-neutral strategy. Peer analysis of AMAG AUSTRIA could also be used in its relative valuation, which is a method of valuing AMAG AUSTRIA by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

AMAG AUSTRIA Market Strength Events

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

AMAG AUSTRIA Risk Indicators

The analysis of AMAG AUSTRIA'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 AMAG AUSTRIA's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting amag 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 AMAG AUSTRIA

The number of cover stories for AMAG AUSTRIA depends on current market conditions and AMAG AUSTRIA's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that AMAG AUSTRIA 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 AMAG AUSTRIA's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.

Other Macroaxis Stories

Our audience includes start-ups and big corporations as well as marketing, public relation firms, and advertising agencies, including technology and finance journalists. Our platform and its news and story outlet are popular among finance students, amateur traders, self-guided investors, entrepreneurs, retirees and baby boomers, academic researchers, financial advisers, as well as professional money managers - a very diverse and influential demographic landscape united by one goal - build optimal investment portfolios

AMAG AUSTRIA Short Properties

AMAG AUSTRIA's future price predictability will typically decrease when AMAG AUSTRIA's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of AMAG AUSTRIA M often depends not only on the future outlook of the potential AMAG AUSTRIA'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. AMAG AUSTRIA's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding35.3 M
Dividends Paid17.6 M

Other Information on Investing in AMAG Stock

AMAG AUSTRIA financial ratios help investors to determine whether AMAG 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 AMAG with respect to the benefits of owning AMAG AUSTRIA security.