BRIT AMER Stock Forward View - Simple Regression

BMT Stock   52.90  0.10  0.19%   
BRIT Stock outlook is based on your current time horizon.
At this time The relative strength momentum indicator of BRIT AMER's share price is above 80 suggesting that the stock is significantly overbought by investors. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards.

Momentum 85

 Buy Peaked

 
Oversold
 
Overbought
The successful prediction of BRIT AMER's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with BRIT AMER TOBACCO, which may create opportunities for some arbitrage if properly timed.
Using BRIT AMER hype-based prediction, you can estimate the value of BRIT AMER TOBACCO from the perspective of BRIT AMER response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of BRIT AMER TOBACCO on the next trading day is expected to be 52.09 with a mean absolute deviation of 1.01 and the sum of the absolute errors of 62.45.

BRIT AMER after-hype prediction price

    
  EUR 53.02  
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 BRIT AMER to cross-verify your projections.

BRIT AMER Additional Predictive Modules

Most predictive techniques to examine BRIT price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for BRIT using various technical indicators. When you analyze BRIT 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 BRIT AMER 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.

BRIT AMER Simple Regression Price Forecast For the 1st of March

Given 90 days horizon, the Simple Regression forecasted value of BRIT AMER TOBACCO on the next trading day is expected to be 52.09 with a mean absolute deviation of 1.01, mean absolute percentage error of 1.54, and the sum of the absolute errors of 62.45.
Please note that although there have been many attempts to predict BRIT 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 BRIT AMER's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

BRIT AMER Stock Forecast Pattern

Backtest BRIT AMER  BRIT AMER Price Prediction  Research Analysis  

BRIT AMER Forecasted Value

In the context of forecasting BRIT AMER'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. BRIT AMER's downside and upside margins for the forecasting period are 50.74 and 53.43, respectively. We have considered BRIT AMER'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
52.90
52.09
Expected Value
53.43
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 BRIT AMER stock data series using in forecasting. Note that when a statistical model is used to represent BRIT AMER 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 Criteria120.3825
BiasArithmetic mean of the errors None
MADMean absolute deviation1.0073
MAPEMean absolute percentage error0.0205
SAESum of the absolute errors62.4533
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 BRIT AMER TOBACCO 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 BRIT AMER

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as BRIT AMER TOBACCO. 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.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of BRIT AMER'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.
Hype
Prediction
LowEstimatedHigh
51.6753.0254.37
Details
Intrinsic
Valuation
LowRealHigh
41.6543.0058.19
Details
Bollinger
Band Projection (param)
LowMiddleHigh
50.9352.9353.03
Details

BRIT AMER After-Hype Price Density Analysis

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

BRIT AMER Estimiated After-Hype Price Volatility

In the context of predicting BRIT AMER's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on BRIT AMER's historical news coverage. BRIT AMER's after-hype downside and upside margins for the prediction period are 51.67 and 54.37, respectively. We have considered BRIT AMER'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
52.90
53.02
After-hype Price
54.37
Upside
BRIT AMER is very steady at this time. Analysis and calculation of next after-hype price of BRIT AMER TOBACCO is based on 3 months time horizon.

BRIT AMER Stock Price Outlook Analysis

Have you ever been surprised when a price of a Company such as BRIT AMER is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading BRIT AMER 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 BRIT AMER, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.13 
1.35
  0.12 
 0.00  
8 Events / Month
2 Events / Month
In about 8 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
52.90
53.02
0.23 
150.00  
Notes

BRIT AMER Hype Timeline

BRIT AMER TOBACCO is currently traded for 52.90on Stuttgart Exchange of Germany. The entity has historical hype elasticity of 0.12, and average elasticity to hype of competition of 0.0. BRIT is anticipated to increase in value after the next headline, with the price projected to jump to 53.02 or above. The average volatility of media hype impact on the company the price is about 150.0%. The price appreciation on the next news is anticipated to be 0.23%, whereas the daily expected return is currently at 0.13%. The volatility of related hype on BRIT AMER is about 27000.0%, with the expected price after the next announcement by competition of 52.90. The company reported the revenue of 25.61 B. Net Income was 7.76 B with profit before overhead, payroll, taxes, and interest of 22.85 B. Assuming the 90 days trading horizon the next anticipated press release will be in about 8 days.
Check out Historical Fundamental Analysis of BRIT AMER to cross-verify your projections.

BRIT AMER Related Hype Analysis

Having access to credible news sources related to BRIT AMER's direct competition is more important than ever and may enhance your ability to predict BRIT AMER's future price movements. Getting to know how BRIT AMER'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 BRIT AMER 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
CUGChuangs China Investments 0.00 3 per month 3.46  0.03  8.70 (7.69) 21.33 
SI3SEI INVESTMENTS 0.00 9 per month 0.91 (0.05) 2.10 (2.08) 6.47 
5NUCapitaLand Investment Limited(0.06)8 per month 1.01  0.13  2.20 (1.92) 7.51 
RNTREINET INVESTMENTS SCA 0.00 1 per month 3.22 (0.02) 5.48 (5.84) 17.55 
ZSLSLR Investment Corp(0.31)4 per month 1.21 (0.06) 3.03 (1.88) 6.14 
1WTWisdomTree Investments 0.25 9 per month 1.48  0.24  4.55 (2.85) 13.99 
8ZIScandinavian Tobacco Group 0.06 2 per month 0.98  0.09  2.83 (1.89) 6.93 
HKTHK Electric Investments 0.02 5 per month 1.21  0.05  2.82 (2.63) 6.93 

Other Forecasting Options for BRIT AMER

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

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

BRIT AMER Market Strength Events

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

BRIT AMER Risk Indicators

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

The number of cover stories for BRIT AMER depends on current market conditions and BRIT AMER's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that BRIT AMER 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 BRIT AMER'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

BRIT AMER Short Properties

BRIT AMER's future price predictability will typically decrease when BRIT AMER's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of BRIT AMER TOBACCO often depends not only on the future outlook of the potential BRIT AMER'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. BRIT AMER's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding2.2 B
Dividends Paid-5.2 B

Additional Tools for BRIT Stock Analysis

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