Ferrovial Stock Forward View - Simple Exponential Smoothing
| FER Stock | 71.23 2.49 3.62% |
Ferrovial Stock outlook is based on your current time horizon.
As of today the relative strength momentum indicator of Ferrovial's share price is below 20 . This usually indicates that the stock is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards. Momentum 0
Sell Peaked
Oversold | Overbought |
Using Ferrovial hype-based prediction, you can estimate the value of Ferrovial SE from the perspective of Ferrovial response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Exponential Smoothing forecasted value of Ferrovial SE on the next trading day is expected to be 71.23 with a mean absolute deviation of 0.60 and the sum of the absolute errors of 35.91. Ferrovial after-hype prediction price | USD 71.61 |
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.
Ferrovial | Build AI portfolio with Ferrovial Stock |
Ferrovial Additional Predictive Modules
Most predictive techniques to examine Ferrovial price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Ferrovial using various technical indicators. When you analyze Ferrovial 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 |
Ferrovial Simple Exponential Smoothing Price Forecast For the 9th of February
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Ferrovial SE on the next trading day is expected to be 71.23 with a mean absolute deviation of 0.60, mean absolute percentage error of 0.76, and the sum of the absolute errors of 35.91.Please note that although there have been many attempts to predict Ferrovial Stock prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Ferrovial's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Ferrovial Stock Forecast Pattern
| Backtest Ferrovial | Ferrovial Price Prediction | Research Analysis |
Ferrovial Forecasted Value
In the context of forecasting Ferrovial'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. Ferrovial's downside and upside margins for the forecasting period are 69.94 and 72.52, respectively. We have considered Ferrovial'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 Ferrovial stock data series using in forecasting. Note that when a statistical model is used to represent Ferrovial 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 | 115.9959 |
| Bias | Arithmetic mean of the errors | -0.1302 |
| MAD | Mean absolute deviation | 0.5985 |
| MAPE | Mean absolute percentage error | 0.009 |
| SAE | Sum of the absolute errors | 35.91 |
Predictive Modules for Ferrovial
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Ferrovial SE. 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.Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Ferrovial's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Ferrovial After-Hype Price Density Analysis
As far as predicting the price of Ferrovial 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 Ferrovial 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 Ferrovial, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Ferrovial Estimiated After-Hype Price Volatility
In the context of predicting Ferrovial's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Ferrovial's historical news coverage. Ferrovial's after-hype downside and upside margins for the prediction period are 70.32 and 72.90, respectively. We have considered Ferrovial'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 compare with traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
Ferrovial is very steady at this time. Analysis and calculation of next after-hype price of Ferrovial SE is based on 3 months time horizon.
Ferrovial Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as Ferrovial is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Ferrovial 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 Ferrovial, 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 |
0.19 | 1.29 | 0.00 | 0.48 | 0 Events / Month | 5 Events / Month | In a few days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
71.23 | 71.61 | 0.53 |
|
Ferrovial Hype Timeline
On the 8th of February Ferrovial SE is traded for 71.23. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.48. Ferrovial is forecasted to increase in value after the next headline, with the price projected to jump to 71.61 or above. The average volatility of media hype impact on the company the price is insignificant. The price gain on the next news is projected to be 0.53%, whereas the daily expected return is currently at 0.19%. The volatility of related hype on Ferrovial is about 50.75%, with the expected price after the next announcement by competition of 71.71. The company reported the last year's revenue of 9.15 B. Total Income to common stockholders was 3.24 B with profit before taxes, overhead, and interest of 8.14 B. Considering the 90-day investment horizon the next forecasted press release will be in a few days. Check out Historical Fundamental Analysis of Ferrovial to cross-verify your projections.Ferrovial Related Hype Analysis
Having access to credible news sources related to Ferrovial's direct competition is more important than ever and may enhance your ability to predict Ferrovial's future price movements. Getting to know how Ferrovial'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 Ferrovial may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| GWW | WW Grainger | 7.21 | 10 per month | 0.86 | 0.17 | 3.46 | (1.69) | 7.07 | |
| FERG | Ferguson Plc | 5.44 | 12 per month | 2.03 | 0.01 | 3.03 | (2.56) | 11.07 | |
| AME | Ametek Inc | 4.66 | 7 per month | 0.56 | 0.14 | 1.87 | (1.16) | 4.58 | |
| DAL | Delta Air Lines | 0.27 | 5 per month | 1.59 | 0.13 | 4.75 | (2.50) | 9.73 | |
| PAYX | Paychex | 1.18 | 9 per month | 0.00 | (0.20) | 2.32 | (3.16) | 7.96 | |
| WCN | Waste Connections | 0.34 | 10 per month | 1.01 | (0.05) | 1.93 | (1.57) | 5.53 | |
| PCAR | PACCAR Inc | 0.08 | 8 per month | 0.62 | 0.22 | 3.68 | (1.52) | 7.16 | |
| SYM | Symbotic | 0.00 | 0 per month | 0.00 | (0.01) | 9.37 | (6.94) | 60.87 | |
| FAST | Fastenal Company | (0.84) | 10 per month | 1.07 | 0.10 | 3.32 | (1.98) | 6.62 | |
| ROK | Rockwell Automation | 7.08 | 9 per month | 1.60 | 0.07 | 2.73 | (2.77) | 10.14 |
Other Forecasting Options for Ferrovial
For every potential investor in Ferrovial, whether a beginner or expert, Ferrovial's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Ferrovial Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Ferrovial. Basic forecasting techniques help filter out the noise by identifying Ferrovial's price trends.Ferrovial 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 Ferrovial stock to make a market-neutral strategy. Peer analysis of Ferrovial could also be used in its relative valuation, which is a method of valuing Ferrovial by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Ferrovial Market Strength Events
Market strength indicators help investors to evaluate how Ferrovial stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Ferrovial shares will generate the highest return on investment. By undertsting and applying Ferrovial stock market strength indicators, traders can identify Ferrovial SE entry and exit signals to maximize returns.
Ferrovial Risk Indicators
The analysis of Ferrovial'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 Ferrovial's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting ferrovial 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 | 0.9126 | |||
| Semi Deviation | 0.8139 | |||
| Standard Deviation | 1.29 | |||
| Variance | 1.68 | |||
| Downside Variance | 1.13 | |||
| Semi Variance | 0.6624 | |||
| Expected Short fall | (1.14) |
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 Ferrovial
The number of cover stories for Ferrovial depends on current market conditions and Ferrovial's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Ferrovial 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 Ferrovial'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
Ferrovial Short Properties
Ferrovial's future price predictability will typically decrease when Ferrovial's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Ferrovial SE often depends not only on the future outlook of the potential Ferrovial'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. Ferrovial's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 729.3 M | |
| Cash And Short Term Investments | 4.8 B |
Additional Tools for Ferrovial Stock Analysis
When running Ferrovial's price analysis, check to measure Ferrovial'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 Ferrovial is operating at the current time. Most of Ferrovial's value examination focuses on studying past and present price action to predict the probability of Ferrovial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ferrovial's price. Additionally, you may evaluate how the addition of Ferrovial to your portfolios can decrease your overall portfolio volatility.