Embraer SA Stock Forecast - Naive Prediction
| ERJ Stock | USD 38.91 0.09 0.23% |
The Naive Prediction forecasted value of Embraer SA ADR on the next trading day is expected to be 38.61 with a mean absolute deviation of 0.78 and the sum of the absolute errors of 47.83. Embraer Stock Forecast is based on your current time horizon. Although Embraer 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 Embraer SA's systematic risk associated with finding meaningful patterns of Embraer SA fundamentals over time.
Embraer |
Embraer SA Cash Forecast
To forecast cash or other financial indicators, analysts must employ diverse statistical methods, techniques, and algorithms. This approach allows them to detect underlying patterns in the Embraer SA's financial statements, predicting their influence on future market prices.
Cash | First Reported 2000-03-31 | Previous Quarter 721.6 M | Current Value 831.5 M | Quarterly Volatility 423.2 M |
Embraer SA Naive Prediction Price Forecast For the 26th of November
Given 90 days horizon, the Naive Prediction forecasted value of Embraer SA ADR on the next trading day is expected to be 38.61 with a mean absolute deviation of 0.78, mean absolute percentage error of 0.86, and the sum of the absolute errors of 47.83.Please note that although there have been many attempts to predict Embraer 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 Embraer SA's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Embraer SA Stock Forecast Pattern
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Embraer SA Forecasted Value
In the context of forecasting Embraer 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. Embraer SA's downside and upside margins for the forecasting period are 36.11 and 41.11, respectively. We have considered Embraer 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 Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Embraer SA stock data series using in forecasting. Note that when a statistical model is used to represent Embraer 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 | 117.9588 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.7842 |
| MAPE | Mean absolute percentage error | 0.0223 |
| SAE | Sum of the absolute errors | 47.834 |
Predictive Modules for Embraer 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 Embraer 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.Other Forecasting Options for Embraer SA
For every potential investor in Embraer, whether a beginner or expert, Embraer SA's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Embraer Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Embraer. Basic forecasting techniques help filter out the noise by identifying Embraer SA's price trends.Embraer 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 Embraer SA stock to make a market-neutral strategy. Peer analysis of Embraer SA could also be used in its relative valuation, which is a method of valuing Embraer SA by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Embraer SA ADR Technical and Predictive Analytics
The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Embraer SA'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 Embraer SA's current price.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
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| Volume Indicators |
Embraer SA Market Strength Events
Market strength indicators help investors to evaluate how Embraer 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 Embraer SA shares will generate the highest return on investment. By undertsting and applying Embraer SA stock market strength indicators, traders can identify Embraer SA ADR entry and exit signals to maximize returns.
Embraer SA Risk Indicators
The analysis of Embraer 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 Embraer SA's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting embraer 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 | 1.97 | |||
| Semi Deviation | 1.87 | |||
| Standard Deviation | 2.48 | |||
| Variance | 6.15 | |||
| Downside Variance | 4.14 | |||
| Semi Variance | 3.5 | |||
| Expected Short fall | (2.44) |
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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Is Aerospace & Defense 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 Embraer SA. If investors know Embraer 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 Embraer 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 2.257 | Earnings Share 2.71 | Revenue Per Share 171.024 | Quarterly Revenue Growth 0.491 | Return On Assets 0.0234 |
The market value of Embraer SA ADR is measured differently than its book value, which is the value of Embraer that is recorded on the company's balance sheet. Investors also form their own opinion of Embraer SA's value that differs from its market value or its book value, called intrinsic value, which is Embraer 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 Embraer SA's market value can be influenced by many factors that don't directly affect Embraer 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 Embraer SA's value and its price as these two are different measures arrived at by different means. Investors typically determine if Embraer SA is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Embraer 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.