CAP SA Stock Forward View - Simple Exponential Smoothing
| CAP Stock | CLP 8,190 190.00 2.38% |
CAP Stock outlook is based on your current time horizon.
The value of RSI of CAP SA's stock price is about 63 suggesting that the stock is rather overbought by investors as of today. The main point of the Relative Strength Index (RSI) is to track how fast people are buying or selling CAP, making its price go up or down. Momentum 63
Buy Extended
Oversold | Overbought |
Using CAP SA hype-based prediction, you can estimate the value of CAP SA from the perspective of CAP SA response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Exponential Smoothing forecasted value of CAP SA on the next trading day is expected to be 8,190 with a mean absolute deviation of 82.23 and the sum of the absolute errors of 4,934. CAP SA after-hype prediction price | CLP 8190.0 |
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.
CAP |
CAP SA Additional Predictive Modules
Most predictive techniques to examine CAP price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for CAP using various technical indicators. When you analyze CAP 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 |
CAP SA Simple Exponential Smoothing Price Forecast For the 31st of January
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of CAP SA on the next trading day is expected to be 8,190 with a mean absolute deviation of 82.23, mean absolute percentage error of 11,293, and the sum of the absolute errors of 4,934.Please note that although there have been many attempts to predict CAP 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 CAP SA's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
CAP SA Stock Forecast Pattern
| Backtest CAP SA | CAP SA Price Prediction | Buy or Sell Advice |
CAP SA Forecasted Value
In the context of forecasting CAP SA'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. CAP SA's downside and upside margins for the forecasting period are 8,189 and 8,191, respectively. We have considered CAP SA'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 CAP SA stock data series using in forecasting. Note that when a statistical model is used to represent CAP SA 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 | 125.6045 |
| Bias | Arithmetic mean of the errors | -30.6833 |
| MAD | Mean absolute deviation | 82.2333 |
| MAPE | Mean absolute percentage error | 0.0113 |
| SAE | Sum of the absolute errors | 4934.0 |
Predictive Modules for CAP SA
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as CAP SA. 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.CAP SA After-Hype Price Density Analysis
As far as predicting the price of CAP SA 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 CAP SA 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 CAP SA, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
CAP SA Estimiated After-Hype Price Volatility
In the context of predicting CAP SA's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on CAP SA's historical news coverage. CAP SA's after-hype downside and upside margins for the prediction period are 8,189 and 8,191, respectively. We have considered CAP SA'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
CAP SA is very steady at this time. Analysis and calculation of next after-hype price of CAP SA is based on 3 months time horizon.
CAP SA Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as CAP SA is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading CAP SA 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 CAP SA, 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 |
0.43 | 1.39 | 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 | |
8,190 | 8,190 | 0.00 |
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CAP SA Hype Timeline
CAP SA is currently traded for 8,190on Chilean Stock Exchange of Chile. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. CAP 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 currently at 0.43%. %. The volatility of related hype on CAP SA is about 0.0%, with the expected price after the next announcement by competition of 8,190. About 61.0% of the company shares are held by company insiders. The company has price-to-book (P/B) ratio of 0.54. Some equities with similar Price to Book (P/B) outperform the market in the long run. CAP SA recorded earning per share (EPS) of 1866.88. The entity last dividend was issued on the 19th of December 2022. Assuming the 90 days trading horizon the next projected press release will be in 5 to 10 days. Check out Historical Fundamental Analysis of CAP SA to cross-verify your projections.CAP SA Related Hype Analysis
Having access to credible news sources related to CAP SA's direct competition is more important than ever and may enhance your ability to predict CAP SA's future price movements. Getting to know how CAP SA'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 CAP SA may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| VAPORES | Vapores | 0.00 | 0 per month | 1.14 | (0.01) | 2.05 | (1.84) | 8.16 | |
| SQM-B | Sociedad Qumica y | 0.00 | 0 per month | 1.67 | 0.24 | 5.01 | (3.09) | 15.08 | |
| CENCOSUD | Cencosud | 0.00 | 0 per month | 1.36 | (0.04) | 2.27 | (2.64) | 7.61 | |
| COPEC | Empresas Copec SA | 0.00 | 0 per month | 0.97 | 0.09 | 2.31 | (1.61) | 6.16 | |
| FALABELLA | Falabella | 0.00 | 0 per month | 1.70 | 0.07 | 2.80 | (2.77) | 9.68 |
Other Forecasting Options for CAP SA
For every potential investor in CAP, whether a beginner or expert, CAP SA's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. CAP Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in CAP. Basic forecasting techniques help filter out the noise by identifying CAP SA's price trends.CAP SA 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 CAP SA stock to make a market-neutral strategy. Peer analysis of CAP SA could also be used in its relative valuation, which is a method of valuing CAP SA by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
CAP SA Market Strength Events
Market strength indicators help investors to evaluate how CAP SA stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading CAP SA shares will generate the highest return on investment. By undertsting and applying CAP SA stock market strength indicators, traders can identify CAP SA entry and exit signals to maximize returns.
| Accumulation Distribution | 0.0277 | |||
| Daily Balance Of Power | 0.8337 | |||
| Rate Of Daily Change | 1.02 | |||
| Day Median Price | 8114.95 | |||
| Day Typical Price | 8139.97 | |||
| Market Facilitation Index | 227.9 | |||
| Price Action Indicator | 170.05 | |||
| Period Momentum Indicator | 190.0 | |||
| Relative Strength Index | 63.57 |
CAP SA Risk Indicators
The analysis of CAP SA'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 CAP SA's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting cap 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 | 1.06 | |||
| Semi Deviation | 0.8008 | |||
| Standard Deviation | 1.39 | |||
| Variance | 1.94 | |||
| Downside Variance | 1.78 | |||
| Semi Variance | 0.6413 | |||
| Expected Short fall | (1.21) |
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 CAP SA
The number of cover stories for CAP SA depends on current market conditions and CAP SA's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that CAP SA 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 CAP SA'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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Other Information on Investing in CAP Stock
CAP SA financial ratios help investors to determine whether CAP 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 CAP with respect to the benefits of owning CAP SA security.