Capgemini Pink Sheet Forecast - Triple Exponential Smoothing

CAPMF Stock  USD 163.05  3.39  2.12%   
The Triple Exponential Smoothing forecasted value of Capgemini SE on the next trading day is expected to be 161.19 with a mean absolute deviation of 4.34 and the sum of the absolute errors of 256.10. Capgemini Pink Sheet Forecast is based on your current time horizon. We recommend always using this module together with an analysis of Capgemini's historical fundamentals, such as revenue growth or operating cash flow patterns.
  
Triple exponential smoothing for Capgemini - also known as the Winters method - is a refinement of the popular double exponential smoothing model with the addition of periodicity (seasonality) component. Simple exponential smoothing technique works best with data where there are no trend or seasonality components to the data. When Capgemini prices exhibit either an increasing or decreasing trend over time, simple exponential smoothing forecasts tend to lag behind observations. Double exponential smoothing is designed to address this type of data series by taking into account any trend in Capgemini price movement. However, neither of these exponential smoothing models address any seasonality of Capgemini SE.

Capgemini Triple Exponential Smoothing Price Forecast For the 23rd of November

Given 90 days horizon, the Triple Exponential Smoothing forecasted value of Capgemini SE on the next trading day is expected to be 161.19 with a mean absolute deviation of 4.34, mean absolute percentage error of 25.88, and the sum of the absolute errors of 256.10.
Please note that although there have been many attempts to predict Capgemini Pink Sheet 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 Capgemini's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Capgemini Pink Sheet Forecast Pattern

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Capgemini Forecasted Value

In the context of forecasting Capgemini's Pink Sheet 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. Capgemini's downside and upside margins for the forecasting period are 158.62 and 163.76, respectively. We have considered Capgemini'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
163.05
158.62
Downside
161.19
Expected Value
163.76
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Triple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Capgemini pink sheet data series using in forecasting. Note that when a statistical model is used to represent Capgemini pink sheet, 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 CriteriaHuge
BiasArithmetic mean of the errors 0.8498
MADMean absolute deviation4.3407
MAPEMean absolute percentage error0.0223
SAESum of the absolute errors256.1036
As with simple exponential smoothing, in triple exponential smoothing models past Capgemini observations are given exponentially smaller weights as the observations get older. In other words, recent observations are given relatively more weight in forecasting than the older Capgemini SE observations.

Predictive Modules for Capgemini

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Capgemini SE. Regardless of method or technology, however, to accurately forecast the pink sheet market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the pink sheet 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
160.48163.05165.62
Details
Intrinsic
Valuation
LowRealHigh
119.72122.29179.36
Details
Bollinger
Band Projection (param)
LowMiddleHigh
150.94174.80198.66
Details

Other Forecasting Options for Capgemini

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

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 Risk & Return  Correlation

Capgemini SE Technical and Predictive Analytics

The pink sheet market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Capgemini's price movements, a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of Capgemini's current price.

Capgemini Market Strength Events

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

Capgemini Risk Indicators

The analysis of Capgemini'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 Capgemini's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting capgemini pink sheet 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.

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Other Information on Investing in Capgemini Pink Sheet

Capgemini financial ratios help investors to determine whether Capgemini Pink Sheet 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 Capgemini with respect to the benefits of owning Capgemini security.