Mastercard CDR Stock Forecast - Double Exponential Smoothing

MA Stock   32.60  0.26  0.80%   
The Double Exponential Smoothing forecasted value of Mastercard CDR on the next trading day is expected to be 32.46 with a mean absolute deviation of 0.35 and the sum of the absolute errors of 21.22. Mastercard Stock Forecast is based on your current time horizon. Although Mastercard CDR's naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of Mastercard CDR's systematic risk associated with finding meaningful patterns of Mastercard CDR fundamentals over time.
As of today the relative strength indicator of Mastercard CDR's share price is below 20 . This 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 Mastercard CDR's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Mastercard CDR, which may create opportunities for some arbitrage if properly timed. Below are the key fundamental drivers impacting Mastercard CDR's stock price prediction:
Quarterly Earnings Growth
0.229
Quarterly Revenue Growth
0.167
Using Mastercard CDR hype-based prediction, you can estimate the value of Mastercard CDR from the perspective of Mastercard CDR response to recently generated media hype and the effects of current headlines on its competitors.
The Double Exponential Smoothing forecasted value of Mastercard CDR on the next trading day is expected to be 32.46 with a mean absolute deviation of 0.35 and the sum of the absolute errors of 21.22.

Mastercard CDR after-hype prediction price

    
  CAD 32.66  
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 Mastercard CDR to cross-verify your projections.

Mastercard CDR Additional Predictive Modules

Most predictive techniques to examine Mastercard price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Mastercard using various technical indicators. When you analyze Mastercard 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.
Double exponential smoothing - also known as Holt exponential smoothing is a refinement of the popular simple exponential smoothing model with an additional trending component. Double exponential smoothing model for Mastercard CDR works best with periods where there are trends or seasonality.

Mastercard CDR Double Exponential Smoothing Price Forecast For the 24th of January

Given 90 days horizon, the Double Exponential Smoothing forecasted value of Mastercard CDR on the next trading day is expected to be 32.46 with a mean absolute deviation of 0.35, mean absolute percentage error of 0.21, and the sum of the absolute errors of 21.22.
Please note that although there have been many attempts to predict Mastercard 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 Mastercard CDR's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Mastercard CDR Stock Forecast Pattern

Backtest Mastercard CDRMastercard CDR Price PredictionBuy or Sell Advice 

Mastercard CDR Forecasted Value

In the context of forecasting Mastercard CDR'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. Mastercard CDR's downside and upside margins for the forecasting period are 31.16 and 33.77, respectively. We have considered Mastercard CDR'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
32.60
32.46
Expected Value
33.77
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Double Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Mastercard CDR stock data series using in forecasting. Note that when a statistical model is used to represent Mastercard CDR 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 CriteriaHuge
BiasArithmetic mean of the errors -0.0399
MADMean absolute deviation0.3537
MAPEMean absolute percentage error0.0104
SAESum of the absolute errors21.2233
When Mastercard CDR prices exhibit either an increasing or decreasing trend over time, simple exponential smoothing forecasts tend to lag behind observations. Double exponential smoothing is designed to address this type of data series by taking into account any Mastercard CDR trend in the prices. So in double exponential smoothing past observations are given exponentially smaller weights as the observations get older. In other words, recent Mastercard CDR observations are given relatively more weight in forecasting than the older observations.

Predictive Modules for Mastercard CDR

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Mastercard CDR. 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
31.3532.6633.97
Details
Intrinsic
Valuation
LowRealHigh
31.9933.3034.61
Details
Bollinger
Band Projection (param)
LowMiddleHigh
32.2234.2336.23
Details

Mastercard CDR After-Hype Price Prediction Density Analysis

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

Mastercard CDR Estimiated After-Hype Price Volatility

In the context of predicting Mastercard CDR's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Mastercard CDR's historical news coverage. Mastercard CDR's after-hype downside and upside margins for the prediction period are 31.35 and 33.97, respectively. We have considered Mastercard CDR'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
32.60
32.66
After-hype Price
33.97
Upside
Mastercard CDR is very steady at this time. Analysis and calculation of next after-hype price of Mastercard CDR is based on 3 months time horizon.

Mastercard CDR Stock Price Prediction Analysis

Have you ever been surprised when a price of a Company such as Mastercard CDR is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Mastercard CDR 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 Mastercard CDR, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.12 
1.31
  0.06 
  0.01 
1 Events / Month
1 Events / Month
Very soon
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
32.60
32.66
0.18 
251.92  
Notes

Mastercard CDR Hype Timeline

Mastercard CDR is now traded for 32.60on NEO Exchange of Canada. The entity has historical hype elasticity of 0.06, and average elasticity to hype of competition of 0.01. Mastercard is estimated to increase in value after the next headline, with the price projected to jump to 32.66 or above. The average volatility of media hype impact on the company the price is over 100%. The price boost on the next news is forecasted to be 0.18%, whereas the daily expected return is now at -0.12%. The volatility of related hype on Mastercard CDR is about 1798.04%, with the expected price after the next announcement by competition of 32.61. The company reported the revenue of 28.17 B. Net Income was 12.87 B with profit before overhead, payroll, taxes, and interest of 31.47 B. Assuming the 90 days trading horizon the next estimated press release will be very soon.
Check out Historical Fundamental Analysis of Mastercard CDR to cross-verify your projections.

Mastercard CDR Related Hype Analysis

Having access to credible news sources related to Mastercard CDR's direct competition is more important than ever and may enhance your ability to predict Mastercard CDR's future price movements. Getting to know how Mastercard CDR'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 Mastercard CDR may potentially react to the hype associated with one of its peers.

Other Forecasting Options for Mastercard CDR

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

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

Mastercard CDR Market Strength Events

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

Mastercard CDR Risk Indicators

The analysis of Mastercard CDR'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 Mastercard CDR's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting mastercard 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 Mastercard CDR

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

Other Macroaxis Stories

Our audience includes start-ups and big corporations as well as marketing, public relation firms, and advertising agencies, including technology and finance journalists. Our platform and its news and story outlet are popular among finance students, amateur traders, self-guided investors, entrepreneurs, retirees and baby boomers, academic researchers, financial advisers, as well as professional money managers - a very diverse and influential demographic landscape united by one goal - build optimal investment portfolios

Other Information on Investing in Mastercard Stock

Mastercard CDR financial ratios help investors to determine whether Mastercard 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 Mastercard with respect to the benefits of owning Mastercard CDR security.