Annexon Stock Forecast - Naive Prediction

ANNX Stock  USD 6.96  0.11  1.61%   
The Naive Prediction forecasted value of Annexon on the next trading day is expected to be 7.38 with a mean absolute deviation of 0.21 and the sum of the absolute errors of 13.07. Annexon Stock Forecast is based on your current time horizon.
The RSI of Annexon's stock price is slightly above 69. This suggests that the stock 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 Annexon, making its price go up or down.

Momentum 69

 Buy Stretched

 
Oversold
 
Overbought
The successful prediction of Annexon's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Annexon, which may create opportunities for some arbitrage if properly timed. Below are the key fundamental drivers impacting Annexon's stock price prediction:
EPS Estimate Next Quarter
(0.34)
EPS Estimate Current Year
(1.38)
EPS Estimate Next Year
(1.19)
Wall Street Target Price
14.3333
EPS Estimate Current Quarter
(0.34)
Using Annexon hype-based prediction, you can estimate the value of Annexon from the perspective of Annexon response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards Annexon using Annexon's stock options and short interest. It helps to benchmark the overall future attitude of investors towards Annexon using crowd psychology based on the activity and movement of Annexon's stock price.

Annexon Short Interest

An investor who is long Annexon may also wish to track short interest. As short interest increases, investors should be becoming more worried about Annexon and may potentially protect profits, hedge Annexon with its derivative instruments, or be ready for some potential downside.
200 Day MA
2.9598
Short Percent
0.1281
Short Ratio
5.83
Shares Short Prior Month
12.2 M
50 Day MA
4.6204

Annexon Hype to Price Pattern

Investor biases related to Annexon's public news can be used to forecast risks associated with an investment in Annexon. The trend in average sentiment can be used to explain how an investor holding Annexon can time the market purely based on public headlines and social activities around Annexon. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.

Annexon Implied Volatility

    
  1.31  
Annexon's implied volatility exposes the market's sentiment of Annexon stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Annexon's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Annexon stock will not fluctuate a lot when Annexon's options are near their expiration.
The Naive Prediction forecasted value of Annexon on the next trading day is expected to be 7.38 with a mean absolute deviation of 0.21 and the sum of the absolute errors of 13.07.

Annexon after-hype prediction price

    
  USD 7.41  
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 Annexon to cross-verify your projections.
For more information on how to buy Annexon Stock please use our How to Invest in Annexon guide.

Prediction based on Rule 16 of the current Annexon contract

Based on the Rule 16, the options market is currently suggesting that Annexon will have an average daily up or down price movement of about 0.0819% per day over the life of the 2026-04-17 option contract. With Annexon trading at USD 6.96, that is roughly USD 0.005699 . If you think that the market is fully incorporating Annexon's daily price movement you should consider acquiring Annexon options at the current volatility level of 1.31%. But if you have an opposite viewpoint you should avoid it and even consider selling them.

Open Interest Against 2026-04-17 Annexon Option Contracts

Although open interest is a measure utilized in the options markets, it could be used to forecast Annexon's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in Annexon's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for Annexon stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current Annexon's open interest, investors have to compare it to Annexon's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Annexon is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Annexon. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.

Annexon Additional Predictive Modules

Most predictive techniques to examine Annexon price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Annexon using various technical indicators. When you analyze Annexon 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.
Forecasting cash, or other financial indicators, requires analysts to apply different statistical methods, techniques, and algorithms to find hidden patterns within the Annexon's financial statements to predict how it will affect future prices.
 
Cash  
First Reported
2018-03-31
Previous Quarter
132.3 M
Current Value
139.4 M
Quarterly Volatility
84.8 M
 
Covid
A naive forecasting model for Annexon is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of Annexon value for a given trading day is simply the observed value for the previous period. Due to the simplistic nature of the naive forecasting model, it can only be used to forecast up to one period.

Annexon Naive Prediction Price Forecast For the 23rd of January

Given 90 days horizon, the Naive Prediction forecasted value of Annexon on the next trading day is expected to be 7.38 with a mean absolute deviation of 0.21, mean absolute percentage error of 0.07, and the sum of the absolute errors of 13.07.
Please note that although there have been many attempts to predict Annexon 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 Annexon's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Annexon Stock Forecast Pattern

Backtest AnnexonAnnexon Price PredictionBuy or Sell Advice 

Annexon Forecasted Value

In the context of forecasting Annexon'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. Annexon's downside and upside margins for the forecasting period are 1.35 and 13.40, respectively. We have considered Annexon'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
6.96
7.38
Expected Value
13.40
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Annexon stock data series using in forecasting. Note that when a statistical model is used to represent Annexon 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 Criteria115.5115
BiasArithmetic mean of the errors None
MADMean absolute deviation0.2142
MAPEMean absolute percentage error0.053
SAESum of the absolute errors13.0662
This model is not at all useful as a medium-long range forecasting tool of Annexon. This model is simplistic and is included partly for completeness and partly because of its simplicity. It is unlikely that you'll want to use this model directly to predict Annexon. Instead, consider using either the moving average model or the more general weighted moving average model with a higher (i.e., greater than 1) number of periods, and possibly a different set of weights.

Predictive Modules for Annexon

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Annexon. 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
1.397.4113.43
Details
Intrinsic
Valuation
LowRealHigh
2.478.4914.51
Details
8 Analysts
Consensus
LowTargetHigh
13.0414.3315.91
Details

Annexon After-Hype Price Prediction Density Analysis

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

Annexon Estimiated After-Hype Price Volatility

In the context of predicting Annexon's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Annexon's historical news coverage. Annexon's after-hype downside and upside margins for the prediction period are 1.39 and 13.43, respectively. We have considered Annexon'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
6.96
7.41
After-hype Price
13.43
Upside
Annexon is moderately volatile at this time. Analysis and calculation of next after-hype price of Annexon is based on 3 months time horizon.

Annexon Stock Price Prediction Analysis

Have you ever been surprised when a price of a Company such as Annexon is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Annexon 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 Annexon, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  1.45 
6.02
  0.45 
  0.03 
12 Events / Month
5 Events / Month
In about 12 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
6.96
7.41
6.47 
1,942  
Notes

Annexon Hype Timeline

Annexon is presently traded for 6.96. The entity has historical hype elasticity of 0.45, and average elasticity to hype of competition of 0.03. Annexon is estimated to increase in value after the next headline, with the price projected to jump to 7.41 or above. The average volatility of media hype impact on the company the price is over 100%. The price jump on the next news is projected to be 6.47%, whereas the daily expected return is presently at 1.45%. The volatility of related hype on Annexon is about 25083.33%, with the expected price after the next announcement by competition of 6.99. Given the investment horizon of 90 days the next estimated press release will be in about 12 days.
Check out Historical Fundamental Analysis of Annexon to cross-verify your projections.
For more information on how to buy Annexon Stock please use our How to Invest in Annexon guide.

Annexon Related Hype Analysis

Having access to credible news sources related to Annexon's direct competition is more important than ever and may enhance your ability to predict Annexon's future price movements. Getting to know how Annexon'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 Annexon 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
MRTMarti Technologies(0.01)8 per month 2.43 (0.03) 7.59 (4.02) 20.77 
TIMBTIM Participacoes SA(0.03)9 per month 1.90  0.03  3.06 (2.72) 8.26 
CCCCC4 Therapeutics 0.36 8 per month 0.00 (0.03) 8.16 (7.32) 24.93 
HOLOMicroCloud Hologram(0.01)10 per month 0.00 (0.14) 5.57 (8.22) 15.30 
IMMRImmersion 0.13 12 per month 2.19 (0.03) 4.57 (3.90) 22.47 
ABSOFABS CBN Holdings 0.00 0 per month 0.00 (0.14) 0.00  0.00  40.00 
HRZNHorizon Technology Finance(0.01)8 per month 0.79  0.12  2.53 (1.59) 11.64 
LLYVKLiberty Live Holdings(0.05)5 per month 0.00 (0.14) 2.12 (2.93) 10.93 
LSIIXLoomis Sayles Investment 0.00 0 per month 0.16 (0.59) 0.20 (0.30) 0.61 
HPQHP Inc(0.14)10 per month 0.00 (0.27) 2.73 (3.97) 10.78 

Other Forecasting Options for Annexon

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

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

Annexon Market Strength Events

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

Annexon Risk Indicators

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

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

Annexon Short Properties

Annexon's future price predictability will typically decrease when Annexon's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Annexon often depends not only on the future outlook of the potential Annexon'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. Annexon's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding137.4 M
Cash And Short Term Investments312 M

Additional Tools for Annexon Stock Analysis

When running Annexon's price analysis, check to measure Annexon'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 Annexon is operating at the current time. Most of Annexon's value examination focuses on studying past and present price action to predict the probability of Annexon's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Annexon's price. Additionally, you may evaluate how the addition of Annexon to your portfolios can decrease your overall portfolio volatility.