Danske Invest Stock Forward View - Simple Exponential Smoothing

DKIFJIX Stock  DKK 202.30  0.62  0.31%   
Danske Stock outlook is based on your current time horizon.
The value of RSI of Danske Invest's stock price is slightly above 60 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 Danske, making its price go up or down.

Momentum 60

 Buy Extended

 
Oversold
 
Overbought
The successful prediction of Danske Invest's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Danske Invest Fjernosten, which may create opportunities for some arbitrage if properly timed.
Using Danske Invest hype-based prediction, you can estimate the value of Danske Invest Fjernosten from the perspective of Danske Invest response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Exponential Smoothing forecasted value of Danske Invest Fjernosten on the next trading day is expected to be 202.30 with a mean absolute deviation of 1.25 and the sum of the absolute errors of 75.06.

Danske Invest after-hype prediction price

    
  DKK 202.3  
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 fundamental analysis of Danske Invest to check your projections.

Danske Invest Additional Predictive Modules

Most predictive techniques to examine Danske price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Danske using various technical indicators. When you analyze Danske 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.
Danske Invest simple exponential smoothing forecast is a very popular model used to produce a smoothed price series. Whereas in simple Moving Average models the past observations for Danske Invest Fjernosten are weighted equally, Exponential Smoothing assigns exponentially decreasing weights as Danske Invest Fjernosten prices get older.

Danske Invest Simple Exponential Smoothing Price Forecast For the 2nd of February

Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Danske Invest Fjernosten on the next trading day is expected to be 202.30 with a mean absolute deviation of 1.25, mean absolute percentage error of 2.99, and the sum of the absolute errors of 75.06.
Please note that although there have been many attempts to predict Danske 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 Danske Invest's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Danske Invest Stock Forecast Pattern

Danske Invest Forecasted Value

In the context of forecasting Danske Invest'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. Danske Invest's downside and upside margins for the forecasting period are 201.39 and 203.21, respectively. We have considered Danske Invest'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
202.30
201.39
Downside
202.30
Expected Value
203.21
Upside

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 Danske Invest stock data series using in forecasting. Note that when a statistical model is used to represent Danske Invest 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 Criteria117.3664
BiasArithmetic mean of the errors -0.1303
MADMean absolute deviation1.251
MAPEMean absolute percentage error0.0066
SAESum of the absolute errors75.06
This simple exponential smoothing model begins by setting Danske Invest Fjernosten forecast for the second period equal to the observation of the first period. In other words, recent Danske Invest observations are given relatively more weight in forecasting than the older observations.

Predictive Modules for Danske Invest

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Danske Invest Fjernosten. 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
201.39202.30203.21
Details
Intrinsic
Valuation
LowRealHigh
191.28192.19222.53
Details
Bollinger
Band Projection (param)
LowMiddleHigh
191.11198.80206.48
Details

Danske Invest Estimiated After-Hype Price Volatility

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

Danske Invest Stock Price Outlook Analysis

Have you ever been surprised when a price of a Company such as Danske Invest is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Danske Invest 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 Danske Invest, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.07 
0.91
 0.00  
 0.00  
0 Events / Month
0 Events / Month
In a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
202.30
202.30
0.00 
0.00  
Notes

Danske Invest Hype Timeline

Danske Invest Fjernosten is currently traded for 202.30on Copenhagen Exchange of Denmark. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. Danske 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 insignificant. The immediate return on the next news is forecasted to be very small, whereas the daily expected return is currently at 0.07%. %. The volatility of related hype on Danske Invest is about 0.0%, with the expected price after the next announcement by competition of 202.30. The company had not issued any dividends in recent years. Assuming the 90 days trading horizon the next forecasted press release will be in a few days.
Check out fundamental analysis of Danske Invest to check your projections.

Danske Invest Related Hype Analysis

Having access to credible news sources related to Danske Invest's direct competition is more important than ever and may enhance your ability to predict Danske Invest's future price movements. Getting to know how Danske Invest'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 Danske Invest 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
NOVO-BNovo Nordisk AS 0.00 0 per month 2.44  0.04  6.11 (4.02) 13.26 
NDA-DKNordea Bank Abp 0.00 0 per month 1.18  0.11  1.81 (1.87) 5.59 
DSVDSV Panalpina AS 0.00 0 per month 1.07  0.23  2.58 (2.34) 6.98 
MAERSK-BAP Mller  0.00 0 per month 1.94  0.11  3.41 (3.36) 13.00 
MAERSK-AAP Mller  0.00 0 per month 1.86  0.11  2.76 (3.28) 12.53 
ORSTEDOrsted AS 0.00 0 per month 2.59  0.09  4.62 (2.80) 18.36 
VWSVestas Wind Systems 0.00 0 per month 1.60  0.22  4.21 (2.65) 19.98 
GMABGenmab AS 0.00 0 per month 2.04  0.03  3.29 (3.01) 11.77 
COLO-BColoplast AS 0.00 0 per month 0.00 (0.12) 1.60 (2.13) 10.76 
CARL-BCarlsberg AS 0.00 0 per month 0.96  0.07  2.05 (1.61) 5.11 

Other Forecasting Options for Danske Invest

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

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

Danske Invest Market Strength Events

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

Danske Invest Risk Indicators

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

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

Other Macroaxis Stories

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Additional Tools for Danske Stock Analysis

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