First Merchants Stock Forward View - Simple Exponential Smoothing
| FRME Stock | USD 41.62 0.20 0.48% |
First Stock outlook is based on your current time horizon. Investors can use this forecasting interface to forecast First Merchants stock prices and determine the direction of First Merchants's future trends based on various well-known forecasting models. We suggest always using this module together with an analysis of First Merchants' historical fundamentals, such as revenue growth or operating cash flow patterns.
At the present time the relative strength index (rsi) of First Merchants' 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 |
Quarterly Earnings Growth (0.10) | EPS Estimate Next Quarter 0.9483 | EPS Estimate Current Year 4.206 | EPS Estimate Next Year 4.558 | Wall Street Target Price 46.5 |
Using First Merchants hype-based prediction, you can estimate the value of First Merchants from the perspective of First Merchants response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards First Merchants using First Merchants' stock options and short interest. It helps to benchmark the overall future attitude of investors towards First using crowd psychology based on the activity and movement of First Merchants' stock price.
First Merchants Short Interest
A significant increase or decrease in First Merchants' short interest from the previous month could be a good indicator of investor sentiment towards First. Short interest can provide insight into the potential direction of First Merchants stock and how bullish or bearish investors feel about the market overall.
200 Day MA 38.1909 | Short Percent 0.0206 | Short Ratio 3.78 | Shares Short Prior Month 911.4 K | 50 Day MA 38.2284 |
First Relative Strength Index
The Simple Exponential Smoothing forecasted value of First Merchants on the next trading day is expected to be 41.62 with a mean absolute deviation of 0.43 and the sum of the absolute errors of 25.94.First Merchants Hype to Price Pattern
Investor biases related to First Merchants' public news can be used to forecast risks associated with an investment in First. The trend in average sentiment can be used to explain how an investor holding First can time the market purely based on public headlines and social activities around First Merchants. 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 First Merchants' market sentiment to its price can help taders to make decisions based on the overall investors consensus about First Merchants.
First Merchants Implied Volatility | 1.18 |
First Merchants' implied volatility exposes the market's sentiment of First Merchants stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if First Merchants' implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that First Merchants stock will not fluctuate a lot when First Merchants' options are near their expiration.
The Simple Exponential Smoothing forecasted value of First Merchants on the next trading day is expected to be 41.62 with a mean absolute deviation of 0.43 and the sum of the absolute errors of 25.94. First Merchants after-hype prediction price | USD 41.79 |
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 First Merchants to cross-verify your projections. Prediction based on Rule 16 of the current First contract
Based on the Rule 16, the options market is currently suggesting that First Merchants will have an average daily up or down price movement of about 0.0738% per day over the life of the 2026-03-20 option contract. With First Merchants trading at USD 41.62, that is roughly USD 0.0307 . If you think that the market is fully incorporating First Merchants' daily price movement you should consider acquiring First Merchants options at the current volatility level of 1.18%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Open Interest Against 2026-03-20 First Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast First Merchants' spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in First Merchants' options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for First Merchants stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current First Merchants' open interest, investors have to compare it to First Merchants' spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of First Merchants is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in First. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
First Merchants Additional Predictive Modules
Most predictive techniques to examine First price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for First using various technical indicators. When you analyze First 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 |
First Merchants Simple Exponential Smoothing Price Forecast For the 6th of February
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of First Merchants on the next trading day is expected to be 41.62 with a mean absolute deviation of 0.43, mean absolute percentage error of 0.36, and the sum of the absolute errors of 25.94.Please note that although there have been many attempts to predict First 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 First Merchants' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
First Merchants Stock Forecast Pattern
| Backtest First Merchants | First Merchants Price Prediction | Research Analysis |
First Merchants Forecasted Value
In the context of forecasting First Merchants' 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. First Merchants' downside and upside margins for the forecasting period are 40.03 and 43.21, respectively. We have considered First Merchants' 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 First Merchants stock data series using in forecasting. Note that when a statistical model is used to represent First Merchants 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 | 115.2546 |
| Bias | Arithmetic mean of the errors | -0.099 |
| MAD | Mean absolute deviation | 0.4323 |
| MAPE | Mean absolute percentage error | 0.0114 |
| SAE | Sum of the absolute errors | 25.94 |
Predictive Modules for First Merchants
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as First Merchants. 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.First Merchants After-Hype Price Density Analysis
As far as predicting the price of First Merchants 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 First Merchants 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 First Merchants, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
First Merchants Estimiated After-Hype Price Volatility
In the context of predicting First Merchants' stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on First Merchants' historical news coverage. First Merchants' after-hype downside and upside margins for the prediction period are 40.20 and 43.38, respectively. We have considered First Merchants' 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
First Merchants is very steady at this time. Analysis and calculation of next after-hype price of First Merchants is based on 3 months time horizon.
First Merchants Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as First Merchants is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading First Merchants 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 First Merchants, 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 |
0.28 | 1.59 | 0.03 | 0.01 | 7 Events / Month | 8 Events / Month | In about 7 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
41.62 | 41.79 | 0.07 |
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First Merchants Hype Timeline
First Merchants is currently traded for 41.62. The entity has historical hype elasticity of -0.03, and average elasticity to hype of competition of -0.01. First is expected to decline in value after the next headline, with the price expected to drop to 41.79. The average volatility of media hype impact on the company price is over 100%. The price decrease on the next news is expected to be -0.07%, whereas the daily expected return is currently at 0.28%. The volatility of related hype on First Merchants is about 3057.69%, with the expected price after the next announcement by competition of 41.61. About 71.0% of the company shares are owned by institutional investors. The company has price-to-book (P/B) ratio of 1.05. Some equities with similar Price to Book (P/B) outperform the market in the long run. First Merchants has Price/Earnings To Growth (PEG) ratio of 2.68. The entity last dividend was issued on the 5th of December 2025. The firm had 105:100 split on the 27th of August 2003. Given the investment horizon of 90 days the next expected press release will be in about 7 days. Check out Historical Fundamental Analysis of First Merchants to cross-verify your projections.First Merchants Related Hype Analysis
Having access to credible news sources related to First Merchants' direct competition is more important than ever and may enhance your ability to predict First Merchants' future price movements. Getting to know how First Merchants' 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 First Merchants may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| FFBC | First Financial Bancorp | 0.1 | 9 per month | 0.74 | 0.21 | 3.31 | (1.31) | 7.24 | |
| BANR | Banner | 0.55 | 9 per month | 1.58 | 0.03 | 2.95 | (1.65) | 10.81 | |
| EFSC | Enterprise Financial Services | (1.00) | 5 per month | 1.02 | 0.1 | 2.79 | (1.70) | 9.13 | |
| HTH | Hilltop Holdings | (0.91) | 10 per month | 0.88 | 0.18 | 2.26 | (1.14) | 7.38 | |
| BUSE | First Busey Corp | 0.96 | 9 per month | 1.20 | 0.13 | 3.20 | (1.89) | 7.86 | |
| FBNC | First Bancorp | 1.18 | 10 per month | 1.28 | 0.17 | 3.02 | (1.54) | 9.98 | |
| NBTB | NBT Bancorp | 0.33 | 8 per month | 1.14 | 0.1 | 3.31 | (2.08) | 8.92 | |
| CUBI | Customers Bancorp | (0.90) | 9 per month | 1.80 | 0.09 | 3.73 | (2.67) | 14.63 | |
| TRMK | Trustmark | 0.17 | 9 per month | 1.24 | 0.13 | 2.46 | (1.41) | 9.61 | |
| SYBT | Stock Yards Bancorp | (1.00) | 7 per month | 1.42 | 0.03 | 3.29 | (1.87) | 9.60 |
Other Forecasting Options for First Merchants
For every potential investor in First, whether a beginner or expert, First Merchants' price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. First Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in First. Basic forecasting techniques help filter out the noise by identifying First Merchants' price trends.First Merchants 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 First Merchants stock to make a market-neutral strategy. Peer analysis of First Merchants could also be used in its relative valuation, which is a method of valuing First Merchants by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
First Merchants Market Strength Events
Market strength indicators help investors to evaluate how First Merchants stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading First Merchants shares will generate the highest return on investment. By undertsting and applying First Merchants stock market strength indicators, traders can identify First Merchants entry and exit signals to maximize returns.
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 41.62 | |||
| Day Typical Price | 41.62 | |||
| Price Action Indicator | (0.10) | |||
| Period Momentum Indicator | (0.20) |
First Merchants Risk Indicators
The analysis of First Merchants' 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 First Merchants' investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting first 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 | 1.12 | |||
| Semi Deviation | 1.02 | |||
| Standard Deviation | 1.54 | |||
| Variance | 2.37 | |||
| Downside Variance | 1.65 | |||
| Semi Variance | 1.03 | |||
| Expected Short fall | (1.30) |
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 First Merchants
The number of cover stories for First Merchants depends on current market conditions and First Merchants' risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that First Merchants 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 First Merchants' long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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First Merchants Short Properties
First Merchants' future price predictability will typically decrease when First Merchants' long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of First Merchants often depends not only on the future outlook of the potential First Merchants' 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. First Merchants' indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 57.7 M | |
| Cash And Short Term Investments | 1.5 B |
Check out Historical Fundamental Analysis of First Merchants to cross-verify your projections. For information on how to trade First Stock refer to our How to Trade First Stock guide.You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.
Will Regional Banks sector continue expanding? Could First diversify its offerings? Factors like these will boost the valuation of First Merchants. Market participants price First higher when confident in its future expansion prospects. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every First Merchants data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Quarterly Earnings Growth (0.10) | Dividend Share 1.43 | Earnings Share 3.88 | Revenue Per Share | Quarterly Revenue Growth (0.05) |
First Merchants's market price often diverges from its book value, the accounting figure shown on First's balance sheet. Smart investors calculate First Merchants' intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Since First Merchants' trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
Please note, there is a significant difference between First Merchants' value and its price as these two are different measures arrived at by different means. Investors typically determine if First Merchants is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, First Merchants' 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.