GAM Holding Stock Forecast - Simple Exponential Smoothing

GAM Stock  CHF 0.15  0.01  7.14%   
The Simple Exponential Smoothing forecasted value of GAM Holding AG on the next trading day is expected to be 0.15 with a mean absolute deviation of 0.01 and the sum of the absolute errors of 0.30. GAM Stock Forecast is based on your current time horizon.
At this time, the value of RSI of GAM Holding's share price is approaching 45. 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 GAM Holding, making its price go up or down.

Momentum 45

 Impartial

 
Oversold
 
Overbought
The successful prediction of GAM Holding's future price could yield a significant profit. Please, note that this module is not intended to be used solely to calculate an intrinsic value of GAM Holding and does not consider all of the tangible or intangible factors available from GAM Holding's fundamental data. We analyze noise-free headlines and recent hype associated with GAM Holding AG, which may create opportunities for some arbitrage if properly timed.
Using GAM Holding hype-based prediction, you can estimate the value of GAM Holding AG from the perspective of GAM Holding response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Exponential Smoothing forecasted value of GAM Holding AG on the next trading day is expected to be 0.15 with a mean absolute deviation of 0.01 and the sum of the absolute errors of 0.30.

GAM Holding after-hype prediction price

    
  CHF 0.15  
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 GAM Holding to cross-verify your projections.

GAM Holding Additional Predictive Modules

Most predictive techniques to examine GAM price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for GAM using various technical indicators. When you analyze GAM 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.
GAM Holding 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 GAM Holding AG are weighted equally, Exponential Smoothing assigns exponentially decreasing weights as GAM Holding AG prices get older.

GAM Holding Simple Exponential Smoothing Price Forecast For the 20th of January

Given 90 days horizon, the Simple Exponential Smoothing forecasted value of GAM Holding AG on the next trading day is expected to be 0.15 with a mean absolute deviation of 0.01, mean absolute percentage error of 0.000044, and the sum of the absolute errors of 0.30.
Please note that although there have been many attempts to predict GAM 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 GAM Holding's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

GAM Holding Stock Forecast Pattern

Backtest GAM HoldingGAM Holding Price PredictionBuy or Sell Advice 

GAM Holding Forecasted Value

In the context of forecasting GAM Holding'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. GAM Holding's downside and upside margins for the forecasting period are 0 and 4.77, respectively. We have considered GAM Holding'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
0.15
0.15
Expected Value
4.77
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 GAM Holding stock data series using in forecasting. Note that when a statistical model is used to represent GAM Holding 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 Criteria106.2447
BiasArithmetic mean of the errors 3.0E-4
MADMean absolute deviation0.0051
MAPEMean absolute percentage error0.0324
SAESum of the absolute errors0.3031
This simple exponential smoothing model begins by setting GAM Holding AG forecast for the second period equal to the observation of the first period. In other words, recent GAM Holding observations are given relatively more weight in forecasting than the older observations.

Predictive Modules for GAM Holding

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as GAM Holding AG. 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
0.010.154.80
Details
Intrinsic
Valuation
LowRealHigh
0.010.134.78
Details

Other Forecasting Options for GAM Holding

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

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

GAM Holding AG 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 GAM Holding'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 GAM Holding's current price.

GAM Holding Market Strength Events

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

GAM Holding Risk Indicators

The analysis of GAM Holding'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 GAM Holding's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting gam 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.

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.

Additional Tools for GAM Stock Analysis

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