Hypothekarbank Lenzburg Stock Forecast - Simple Exponential Smoothing

HBLN Stock  CHF 4,060  20.00  0.50%   
The Simple Exponential Smoothing forecasted value of Hypothekarbank Lenzburg AG on the next trading day is expected to be 4,053 with a mean absolute deviation of 20.76 and the sum of the absolute errors of 1,267. Hypothekarbank Stock Forecast is based on your current time horizon.
At this time the value of rsi of Hypothekarbank Lenzburg'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
The successful prediction of Hypothekarbank Lenzburg'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 Hypothekarbank Lenzburg and does not consider all of the tangible or intangible factors available from Hypothekarbank Lenzburg's fundamental data. We analyze noise-free headlines and recent hype associated with Hypothekarbank Lenzburg AG, which may create opportunities for some arbitrage if properly timed.
Using Hypothekarbank Lenzburg hype-based prediction, you can estimate the value of Hypothekarbank Lenzburg AG from the perspective of Hypothekarbank Lenzburg response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Exponential Smoothing forecasted value of Hypothekarbank Lenzburg AG on the next trading day is expected to be 4,053 with a mean absolute deviation of 20.76 and the sum of the absolute errors of 1,267.

Hypothekarbank Lenzburg after-hype prediction price

    
  CHF 4060.0  
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 Hypothekarbank Lenzburg to cross-verify your projections.

Hypothekarbank Lenzburg Additional Predictive Modules

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

Hypothekarbank Lenzburg Simple Exponential Smoothing Price Forecast For the 24th of January

Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Hypothekarbank Lenzburg AG on the next trading day is expected to be 4,053 with a mean absolute deviation of 20.76, mean absolute percentage error of 634.94, and the sum of the absolute errors of 1,267.
Please note that although there have been many attempts to predict Hypothekarbank 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 Hypothekarbank Lenzburg's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Hypothekarbank Lenzburg Stock Forecast Pattern

Backtest Hypothekarbank LenzburgHypothekarbank Lenzburg Price PredictionBuy or Sell Advice 

Hypothekarbank Lenzburg Forecasted Value

In the context of forecasting Hypothekarbank Lenzburg'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. Hypothekarbank Lenzburg's downside and upside margins for the forecasting period are 4,052 and 4,054, respectively. We have considered Hypothekarbank Lenzburg'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
4,060
4,053
Expected Value
4,054
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 Hypothekarbank Lenzburg stock data series using in forecasting. Note that when a statistical model is used to represent Hypothekarbank Lenzburg 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 Criteria124.564
BiasArithmetic mean of the errors -5.4253
MADMean absolute deviation20.7642
MAPEMean absolute percentage error0.0051
SAESum of the absolute errors1266.6142
This simple exponential smoothing model begins by setting Hypothekarbank Lenzburg AG forecast for the second period equal to the observation of the first period. In other words, recent Hypothekarbank Lenzburg observations are given relatively more weight in forecasting than the older observations.

Predictive Modules for Hypothekarbank Lenzburg

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Hypothekarbank Lenzburg. 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
4,0594,0604,061
Details
Intrinsic
Valuation
LowRealHigh
3,7663,7664,466
Details
Bollinger
Band Projection (param)
LowMiddleHigh
3,9904,0464,102
Details

Hypothekarbank Lenzburg After-Hype Price Prediction Density Analysis

As far as predicting the price of Hypothekarbank Lenzburg 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 Hypothekarbank Lenzburg 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 Hypothekarbank Lenzburg, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

Hypothekarbank Lenzburg Estimiated After-Hype Price Volatility

In the context of predicting Hypothekarbank Lenzburg's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Hypothekarbank Lenzburg's historical news coverage. Hypothekarbank Lenzburg's after-hype downside and upside margins for the prediction period are 4,059 and 4,061, respectively. We have considered Hypothekarbank Lenzburg'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 outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
4,060
4,060
After-hype Price
4,061
Upside
Hypothekarbank Lenzburg is very steady at this time. Analysis and calculation of next after-hype price of Hypothekarbank Lenzburg is based on 3 months time horizon.

Hypothekarbank Lenzburg Stock Price Prediction Analysis

Have you ever been surprised when a price of a Company such as Hypothekarbank Lenzburg is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Hypothekarbank Lenzburg 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 Hypothekarbank Lenzburg, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.01 
0.82
 0.00  
 0.00  
0 Events / Month
0 Events / Month
In a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
4,060
4,060
0.00 
0.00  
Notes

Hypothekarbank Lenzburg Hype Timeline

Hypothekarbank Lenzburg is currently traded for 4,060on SIX Swiss Exchange of Switzerland. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. Hypothekarbank is anticipated not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is insignificant. The immediate return on the next news is anticipated to be very small, whereas the daily expected return is currently at 0.01%. %. The volatility of related hype on Hypothekarbank Lenzburg is about 0.0%, with the expected price after the next announcement by competition of 4,060. The company has price-to-book (P/B) ratio of 0.7. Some equities with similar Price to Book (P/B) outperform the market in the long run. Hypothekarbank Lenzburg recorded earning per share (EPS) of 251.36. The entity last dividend was issued on the 21st of March 2023. Assuming the 90 days trading horizon the next anticipated press release will be in a few days.
Check out Historical Fundamental Analysis of Hypothekarbank Lenzburg to cross-verify your projections.

Hypothekarbank Lenzburg Related Hype Analysis

Having access to credible news sources related to Hypothekarbank Lenzburg's direct competition is more important than ever and may enhance your ability to predict Hypothekarbank Lenzburg's future price movements. Getting to know how Hypothekarbank Lenzburg'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 Hypothekarbank Lenzburg may potentially react to the hype associated with one of its peers.
Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
GLKBNGlarner Kantonalbank 0.00 0 per month 0.54 (0.08) 0.97 (0.96) 5.22 
LEONLeonteq AG 0.00 0 per month 0.00 (0.08) 2.00 (1.97) 12.05 
BCJBanque Cantonale Du 0.00 0 per month 0.96  0.20  4.32 (2.19) 7.48 
SNBNSchweizerische Nationalbank 0.00 0 per month 1.97 (0.03) 2.82 (3.23) 9.15 
BSKPBasler Kantonalbank 0.00 0 per month 0.00  0.21  1.72 (0.75) 3.65 
GAMGAM Holding AG 0.00 0 per month 0.00 (0.07) 7.14 (7.14) 25.10 
PEHNPrivate Equity Holding 0.00 0 per month 0.00 (0.08) 3.17 (2.38) 7.41 
VPBNVP Bank AG 0.00 0 per month 0.91 (0.01) 1.50 (1.48) 4.93 
BLKBBasellandschaftliche Kantonalbank 0.00 0 per month 0.00  0.18  1.25 (0.47) 4.93 
VLRTValartis Group AG 0.00 0 per month 4.74  0.02  9.73 (8.87) 30.25 

Other Forecasting Options for Hypothekarbank Lenzburg

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

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

Hypothekarbank Lenzburg Market Strength Events

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

Hypothekarbank Lenzburg Risk Indicators

The analysis of Hypothekarbank Lenzburg'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 Hypothekarbank Lenzburg's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting hypothekarbank 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.

Story Coverage note for Hypothekarbank Lenzburg

The number of cover stories for Hypothekarbank Lenzburg depends on current market conditions and Hypothekarbank Lenzburg's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Hypothekarbank Lenzburg 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 Hypothekarbank Lenzburg's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.

Other Macroaxis Stories

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Hypothekarbank Lenzburg Short Properties

Hypothekarbank Lenzburg's future price predictability will typically decrease when Hypothekarbank Lenzburg's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Hypothekarbank Lenzburg AG often depends not only on the future outlook of the potential Hypothekarbank Lenzburg'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. Hypothekarbank Lenzburg's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding71.8 K
Cash And Short Term Investments1.4 B

Additional Tools for Hypothekarbank Stock Analysis

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