Fresenius Stock Forward View - Simple Exponential Smoothing
| FRE Stock | 52.08 0.26 0.50% |
Fresenius Stock outlook is based on your current time horizon.
At this time, the relative strength index (RSI) of Fresenius' share price is approaching 42. This usually indicates that the stock is in nutural position, most likellhy at or near its support level. The main point of RSI analysis is to track how fast people are buying or selling Fresenius, making its price go up or down. Momentum 42
Sell Extended
Oversold | Overbought |
Quarterly Earnings Growth 0.069 | EPS Estimate Next Quarter 1.0075 | EPS Estimate Current Year 3.3795 | EPS Estimate Next Year 3.7165 | Wall Street Target Price 55.6857 |
Using Fresenius hype-based prediction, you can estimate the value of Fresenius SE Co from the perspective of Fresenius response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Exponential Smoothing forecasted value of Fresenius SE Co on the next trading day is expected to be 52.05 with a mean absolute deviation of 0.56 and the sum of the absolute errors of 33.70. Fresenius after-hype prediction price | EUR 52.09 |
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.
Fresenius |
Fresenius Additional Predictive Modules
Most predictive techniques to examine Fresenius price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Fresenius using various technical indicators. When you analyze Fresenius 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 |
Fresenius Simple Exponential Smoothing Price Forecast For the 20th of February
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Fresenius SE Co on the next trading day is expected to be 52.05 with a mean absolute deviation of 0.56, mean absolute percentage error of 0.57, and the sum of the absolute errors of 33.70.Please note that although there have been many attempts to predict Fresenius 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 Fresenius' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Fresenius Stock Forecast Pattern
| Backtest Fresenius | Fresenius Price Prediction | Research Analysis |
Fresenius Forecasted Value
In the context of forecasting Fresenius' 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. Fresenius' downside and upside margins for the forecasting period are 50.49 and 53.60, respectively. We have considered Fresenius' 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 Fresenius stock data series using in forecasting. Note that when a statistical model is used to represent Fresenius 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 | 115.7191 |
| Bias | Arithmetic mean of the errors | -0.1011 |
| MAD | Mean absolute deviation | 0.5616 |
| MAPE | Mean absolute percentage error | 0.0115 |
| SAE | Sum of the absolute errors | 33.697 |
Predictive Modules for Fresenius
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Fresenius 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 Fresenius' 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.
Fresenius After-Hype Price Density Analysis
As far as predicting the price of Fresenius 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 Fresenius 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 Fresenius, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Fresenius Estimiated After-Hype Price Volatility
In the context of predicting Fresenius' stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Fresenius' historical news coverage. Fresenius' after-hype downside and upside margins for the prediction period are 50.52 and 53.66, respectively. We have considered Fresenius' 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
Fresenius is very steady at this time. Analysis and calculation of next after-hype price of Fresenius SE is based on 3 months time horizon.
Fresenius Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as Fresenius is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Fresenius 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 Fresenius, 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 | 1.56 | 0.29 | 0.00 | 3 Events / Month | 1 Events / Month | In about 3 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
52.08 | 52.09 | 0.52 |
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Fresenius Hype Timeline
Fresenius SE is currently traded for 52.08on XETRA Stock Exchange of Germany. The entity has historical hype elasticity of 0.29, and average elasticity to hype of competition of 0.0. Fresenius is forecasted to increase in value after the next headline, with the price projected to jump to 52.09 or above. The average volatility of media hype impact on the company the price is about 103.31%. The price appreciation on the next news is projected to be 0.52%, whereas the daily expected return is currently at 0.19%. The volatility of related hype on Fresenius is about 8320.0%, with the expected price after the next announcement by competition of 52.08. The company reported the revenue of 21.83 B. Net Income was 901 M with profit before overhead, payroll, taxes, and interest of 5.35 B. Assuming the 90 days trading horizon the next forecasted press release will be in about 3 days. Check out Historical Fundamental Analysis of Fresenius to cross-verify your projections.Fresenius Related Hype Analysis
Having access to credible news sources related to Fresenius' direct competition is more important than ever and may enhance your ability to predict Fresenius' future price movements. Getting to know how Fresenius' 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 Fresenius may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| 9JD | JD SPORTS FASH | (0.01) | 1 per month | 0.00 | (0.06) | 4.49 | (4.26) | 11.50 | |
| D2V | PARKEN Sport Entertainment | (0.15) | 3 per month | 1.79 | 0.16 | 4.82 | (3.03) | 11.86 | |
| PSM | Prosiebensat 1 Media | (0.05) | 5 per month | 0.00 | (0.06) | 2.49 | (3.18) | 6.90 | |
| E6U | Coffee Holding Co | 0.04 | 3 per month | 0.00 | (0.09) | 5.45 | (6.42) | 27.44 | |
| GIFN | GigaMedia | 0.01 | 7 per month | 2.51 | 0.01 | 4.80 | (4.07) | 14.44 | |
| PSMA | PROSIEBENSAT1 MEDIADR4 | 0.00 | 0 per month | 0.00 | (0.04) | 3.51 | (2.59) | 9.34 | |
| 8MN | LINMON MEDIA LTD | 0.01 | 3 per month | 0.00 | (0.09) | 5.41 | (5.26) | 20.93 | |
| HPI2 | RCS MediaGroup SpA | 0.00 | 0 per month | 0.00 | (0.07) | 2.13 | (2.17) | 11.77 |
Other Forecasting Options for Fresenius
For every potential investor in Fresenius, whether a beginner or expert, Fresenius' price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Fresenius Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Fresenius. Basic forecasting techniques help filter out the noise by identifying Fresenius' price trends.Fresenius 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 Fresenius stock to make a market-neutral strategy. Peer analysis of Fresenius could also be used in its relative valuation, which is a method of valuing Fresenius by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Fresenius Market Strength Events
Market strength indicators help investors to evaluate how Fresenius stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Fresenius shares will generate the highest return on investment. By undertsting and applying Fresenius stock market strength indicators, traders can identify Fresenius SE Co entry and exit signals to maximize returns.
| Accumulation Distribution | 13850.21 | |||
| Daily Balance Of Power | 0.2097 | |||
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 52.34 | |||
| Day Typical Price | 52.25 | |||
| Price Action Indicator | (0.13) | |||
| Period Momentum Indicator | 0.26 | |||
| Relative Strength Index | 42.46 |
Fresenius Risk Indicators
The analysis of Fresenius' 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 Fresenius' investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting fresenius 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 | 1.14 | |||
| Semi Deviation | 1.85 | |||
| Standard Deviation | 1.56 | |||
| Variance | 2.42 | |||
| Downside Variance | 3.77 | |||
| Semi Variance | 3.41 | |||
| Expected Short fall | (1.04) |
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 Fresenius
The number of cover stories for Fresenius depends on current market conditions and Fresenius' risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Fresenius 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 Fresenius' long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Fresenius Short Properties
Fresenius' future price predictability will typically decrease when Fresenius' long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Fresenius SE Co often depends not only on the future outlook of the potential Fresenius' 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. Fresenius' indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 563.2 M | |
| Cash And Short Term Investments | 2 B |
Additional Tools for Fresenius Stock Analysis
When running Fresenius' price analysis, check to measure Fresenius' 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 Fresenius is operating at the current time. Most of Fresenius' value examination focuses on studying past and present price action to predict the probability of Fresenius' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fresenius' price. Additionally, you may evaluate how the addition of Fresenius to your portfolios can decrease your overall portfolio volatility.