Cosan SA Stock Forecast - Double Exponential Smoothing
| CSAN Stock | USD 4.55 0.21 4.84% |
Cosan Stock outlook is based on your current time horizon. Although Cosan SA's naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of Cosan SA's systematic risk associated with finding meaningful patterns of Cosan SA fundamentals over time.
As of today, The relative strength momentum indicator of Cosan SA's share price is at 56 suggesting that the stock is in nutural position, most likellhy at or near its resistance level. The main idea of RSI analysis is to track how fast people are buying or selling Cosan SA, making its price go up or down. Momentum 56
Buy Extended
Oversold | Overbought |
Quarterly Earnings Growth (0.57) | EPS Estimate Next Quarter (0.07) | EPS Estimate Current Year (2.76) | EPS Estimate Next Year 2.88 | Wall Street Target Price 5.3557 |
Using Cosan SA hype-based prediction, you can estimate the value of Cosan SA ADR from the perspective of Cosan SA response to recently generated media hype and the effects of current headlines on its competitors.
Cosan Relative Strength Index
The Double Exponential Smoothing forecasted value of Cosan SA ADR on the next trading day is expected to be 4.57 with a mean absolute deviation of 0.12 and the sum of the absolute errors of 6.97.Cosan SA ADR Hype to Price Pattern
Investor biases related to Cosan SA's public news can be used to forecast risks associated with an investment in Cosan. The trend in average sentiment can be used to explain how an investor holding Cosan can time the market purely based on public headlines and social activities around Cosan SA ADR. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Some investors profit by finding stocks that are overvalued or undervalued based on market sentiment. The correlation of Cosan SA's market sentiment to its price can help taders to make decisions based on the overall investors consensus about Cosan SA.
The Double Exponential Smoothing forecasted value of Cosan SA ADR on the next trading day is expected to be 4.57 with a mean absolute deviation of 0.12 and the sum of the absolute errors of 6.97. Cosan SA after-hype prediction price | USD 4.55 |
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 Cosan SA to cross-verify your projections. Cosan SA Additional Predictive Modules
Most predictive techniques to examine Cosan price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Cosan using various technical indicators. When you analyze Cosan 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 |
Cosan SA Double Exponential Smoothing Price Forecast For the 29th of January
Given 90 days horizon, the Double Exponential Smoothing forecasted value of Cosan SA ADR on the next trading day is expected to be 4.57 with a mean absolute deviation of 0.12, mean absolute percentage error of 0.03, and the sum of the absolute errors of 6.97.Please note that although there have been many attempts to predict Cosan 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 Cosan SA's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Cosan SA Stock Forecast Pattern
| Backtest Cosan SA | Cosan SA Price Prediction | Buy or Sell Advice |
Cosan SA Forecasted Value
In the context of forecasting Cosan 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. Cosan SA's downside and upside margins for the forecasting period are 1.19 and 7.94, respectively. We have considered Cosan 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 Double Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Cosan SA stock data series using in forecasting. Note that when a statistical model is used to represent Cosan 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 | Huge |
| Bias | Arithmetic mean of the errors | -0.0233 |
| MAD | Mean absolute deviation | 0.1162 |
| MAPE | Mean absolute percentage error | 0.0255 |
| SAE | Sum of the absolute errors | 6.9715 |
Predictive Modules for Cosan 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 Cosan SA ADR. 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.Cosan SA After-Hype Price Density Analysis
As far as predicting the price of Cosan 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 Cosan 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 Cosan SA, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Cosan SA Estimiated After-Hype Price Volatility
In the context of predicting Cosan SA's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Cosan SA's historical news coverage. Cosan SA's after-hype downside and upside margins for the prediction period are 1.20 and 7.90, respectively. We have considered Cosan 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
Cosan SA is relatively risky at this time. Analysis and calculation of next after-hype price of Cosan SA ADR is based on 3 months time horizon.
Cosan SA Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as Cosan SA is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Cosan 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 Cosan 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 |
0.09 | 3.37 | 0.01 | 0.01 | 32 Events / Month | 8 Events / Month | In about 32 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
4.55 | 4.55 | 0.00 |
|
Cosan SA Hype Timeline
Cosan SA ADR is currently traded for 4.55. The entity has historical hype elasticity of -0.01, and average elasticity to hype of competition of -0.01. Cosan 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 over 100%. The immediate return on the next news is forecasted to be very small, whereas the daily expected return is currently at 0.09%. %. The volatility of related hype on Cosan SA is about 4554.05%, with the expected price after the next announcement by competition of 4.54. The book value of the company was currently reported as 0.6. The company recorded a loss per share of 5.43. Cosan SA ADR last dividend was issued on the 10th of June 2024. The entity had 4:1 split on the 11th of May 2021. Given the investment horizon of 90 days the next forecasted press release will be in about 32 days. Check out Historical Fundamental Analysis of Cosan SA to cross-verify your projections.Cosan SA Related Hype Analysis
Having access to credible news sources related to Cosan SA's direct competition is more important than ever and may enhance your ability to predict Cosan SA's future price movements. Getting to know how Cosan 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 Cosan SA may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| DK | Delek Energy | 0.11 | 21 per month | 0.00 | (0.21) | 4.15 | (3.81) | 12.71 | |
| PARR | Par Pacific Holdings | 0.11 | 17 per month | 0.00 | (0.1) | 5.03 | (4.58) | 15.14 | |
| TRMD | Torm PLC Class | 0.15 | 9 per month | 1.37 | 0.07 | 4.13 | (2.42) | 10.37 | |
| NOG | Northern Oil Gas | 0.67 | 10 per month | 2.36 | 0.06 | 5.26 | (3.89) | 10.76 | |
| TNK | Teekay Tankers | (0.42) | 22 per month | 1.65 | 0.04 | 3.49 | (2.68) | 12.96 | |
| DHT | DHT Holdings | (0.91) | 10 per month | 1.35 | 0.06 | 3.00 | (2.35) | 12.28 | |
| SEDG | SolarEdge Technologies | (0.01) | 7 per month | 4.48 | (0.01) | 8.69 | (7.58) | 43.24 | |
| SM | SM Energy Co | (0.74) | 12 per month | 0.00 | (0.05) | 3.85 | (4.49) | 12.18 | |
| CRGY | Crescent Energy Co | 0.11 | 10 per month | 2.99 | 0.06 | 5.24 | (5.18) | 15.66 | |
| GEL | Genesis Energy LP | 0.19 | 8 per month | 1.65 | 0.05 | 3.56 | (2.69) | 8.17 |
Other Forecasting Options for Cosan SA
For every potential investor in Cosan, whether a beginner or expert, Cosan SA's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Cosan Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Cosan. Basic forecasting techniques help filter out the noise by identifying Cosan SA's price trends.Cosan 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 Cosan SA stock to make a market-neutral strategy. Peer analysis of Cosan SA could also be used in its relative valuation, which is a method of valuing Cosan SA by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Cosan SA Market Strength Events
Market strength indicators help investors to evaluate how Cosan 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 Cosan SA shares will generate the highest return on investment. By undertsting and applying Cosan SA stock market strength indicators, traders can identify Cosan SA ADR entry and exit signals to maximize returns.
Cosan SA Risk Indicators
The analysis of Cosan 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 Cosan SA's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting cosan 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 | 2.4 | |||
| Semi Deviation | 3.21 | |||
| Standard Deviation | 3.28 | |||
| Variance | 10.79 | |||
| Downside Variance | 11.46 | |||
| Semi Variance | 10.29 | |||
| Expected Short fall | (2.50) |
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 Cosan SA
The number of cover stories for Cosan SA depends on current market conditions and Cosan 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 Cosan 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 Cosan SA'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
Story Categories
Currently Trending Categories
Cosan SA Short Properties
Cosan SA's future price predictability will typically decrease when Cosan SA's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Cosan SA ADR often depends not only on the future outlook of the potential Cosan SA'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. Cosan SA's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 465.7 M | |
| Cash And Short Term Investments | 20.2 B |
Check out Historical Fundamental Analysis of Cosan SA to cross-verify your projections. You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.
Is Oil & Gas Refining & Marketing space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Cosan SA. If investors know Cosan will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Cosan SA listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.57) | Earnings Share (5.43) | Revenue Per Share | Quarterly Revenue Growth (0.08) | Return On Assets |
The market value of Cosan SA ADR is measured differently than its book value, which is the value of Cosan that is recorded on the company's balance sheet. Investors also form their own opinion of Cosan SA's value that differs from its market value or its book value, called intrinsic value, which is Cosan SA's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Cosan SA's market value can be influenced by many factors that don't directly affect Cosan SA's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Cosan SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Cosan SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Cosan SA's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.