Intesa Sanpaolo Stock Forecast - Simple Moving Average
| IES Stock | EUR 3.59 0.01 0.28% |
The Simple Moving Average forecasted value of Intesa Sanpaolo SpA on the next trading day is expected to be 3.59 with a mean absolute deviation of 0.04 and the sum of the absolute errors of 2.58. Intesa Stock Forecast is based on your current time horizon. We recommend always using this module together with an analysis of Intesa Sanpaolo's historical fundamentals, such as revenue growth or operating cash flow patterns.
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Intesa Sanpaolo Simple Moving Average Price Forecast For the 3rd of December
Given 90 days horizon, the Simple Moving Average forecasted value of Intesa Sanpaolo SpA on the next trading day is expected to be 3.59 with a mean absolute deviation of 0.04, mean absolute percentage error of 0, and the sum of the absolute errors of 2.58.Please note that although there have been many attempts to predict Intesa 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 Intesa Sanpaolo's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Intesa Sanpaolo Stock Forecast Pattern
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Intesa Sanpaolo Forecasted Value
In the context of forecasting Intesa Sanpaolo'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. Intesa Sanpaolo's downside and upside margins for the forecasting period are 2.24 and 4.94, respectively. We have considered Intesa Sanpaolo'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 Moving Average forecasting method's relative quality and the estimations of the prediction error of Intesa Sanpaolo stock data series using in forecasting. Note that when a statistical model is used to represent Intesa Sanpaolo 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 | 108.6647 |
| Bias | Arithmetic mean of the errors | -0.0012 |
| MAD | Mean absolute deviation | 0.0437 |
| MAPE | Mean absolute percentage error | 0.0119 |
| SAE | Sum of the absolute errors | 2.58 |
Predictive Modules for Intesa Sanpaolo
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Intesa Sanpaolo SpA. 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.Other Forecasting Options for Intesa Sanpaolo
For every potential investor in Intesa, whether a beginner or expert, Intesa Sanpaolo's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Intesa Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Intesa. Basic forecasting techniques help filter out the noise by identifying Intesa Sanpaolo's price trends.Intesa Sanpaolo 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 Intesa Sanpaolo stock to make a market-neutral strategy. Peer analysis of Intesa Sanpaolo could also be used in its relative valuation, which is a method of valuing Intesa Sanpaolo by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Intesa Sanpaolo SpA 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 Intesa Sanpaolo'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 Intesa Sanpaolo's current price.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Intesa Sanpaolo Market Strength Events
Market strength indicators help investors to evaluate how Intesa Sanpaolo stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Intesa Sanpaolo shares will generate the highest return on investment. By undertsting and applying Intesa Sanpaolo stock market strength indicators, traders can identify Intesa Sanpaolo SpA entry and exit signals to maximize returns.
| Daily Balance Of Power | (9,223,372,036,855) | |||
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 3.59 | |||
| Day Typical Price | 3.59 | |||
| Price Action Indicator | (0.01) | |||
| Period Momentum Indicator | (0.01) |
Intesa Sanpaolo Risk Indicators
The analysis of Intesa Sanpaolo'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 Intesa Sanpaolo's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting intesa 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 | 1.03 | |||
| Semi Deviation | 1.37 | |||
| Standard Deviation | 1.35 | |||
| Variance | 1.82 | |||
| Downside Variance | 2.06 | |||
| Semi Variance | 1.87 | |||
| Expected Short fall | (1.07) |
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.
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Other Information on Investing in Intesa Stock
Intesa Sanpaolo financial ratios help investors to determine whether Intesa Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Intesa with respect to the benefits of owning Intesa Sanpaolo security.