Martifer SGPS Stock Forward View - Polynomial Regression
| MAR Stock | EUR 2.42 0.03 1.22% |
Martifer Stock outlook is based on your current time horizon.
At this time, the value of RSI of Martifer SGPS's share price is approaching 47. This 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 Martifer SGPS, making its price go up or down. Momentum 47
Impartial
Oversold | Overbought |
Using Martifer SGPS hype-based prediction, you can estimate the value of Martifer SGPS SA from the perspective of Martifer SGPS response to recently generated media hype and the effects of current headlines on its competitors.
The Polynomial Regression forecasted value of Martifer SGPS SA on the next trading day is expected to be 2.41 with a mean absolute deviation of 0.03 and the sum of the absolute errors of 2.16. Martifer SGPS after-hype prediction price | EUR 2.42 |
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.
Martifer |
Martifer SGPS Additional Predictive Modules
Most predictive techniques to examine Martifer price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Martifer using various technical indicators. When you analyze Martifer 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 |
Martifer SGPS Polynomial Regression Price Forecast For the 5th of February
Given 90 days horizon, the Polynomial Regression forecasted value of Martifer SGPS SA on the next trading day is expected to be 2.41 with a mean absolute deviation of 0.03, mean absolute percentage error of 0, and the sum of the absolute errors of 2.16.Please note that although there have been many attempts to predict Martifer 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 Martifer SGPS's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Martifer SGPS Stock Forecast Pattern
| Backtest Martifer SGPS | Martifer SGPS Price Prediction | Research Analysis |
Martifer SGPS Forecasted Value
In the context of forecasting Martifer SGPS'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. Martifer SGPS's downside and upside margins for the forecasting period are 0.29 and 4.54, respectively. We have considered Martifer SGPS'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 Polynomial Regression forecasting method's relative quality and the estimations of the prediction error of Martifer SGPS stock data series using in forecasting. Note that when a statistical model is used to represent Martifer SGPS 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 | 113.7587 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.0348 |
| MAPE | Mean absolute percentage error | 0.0143 |
| SAE | Sum of the absolute errors | 2.1582 |
Predictive Modules for Martifer SGPS
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Martifer SGPS SA. 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.Martifer SGPS After-Hype Price Density Analysis
As far as predicting the price of Martifer SGPS 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 Martifer SGPS 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 Martifer SGPS, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Martifer SGPS Estimiated After-Hype Price Volatility
In the context of predicting Martifer SGPS's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Martifer SGPS's historical news coverage. Martifer SGPS's after-hype downside and upside margins for the prediction period are 0.31 and 4.53, respectively. We have considered Martifer SGPS'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 compare with traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
Martifer SGPS is unstable at this time. Analysis and calculation of next after-hype price of Martifer SGPS SA is based on 3 months time horizon.
Martifer SGPS Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as Martifer SGPS is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Martifer SGPS 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 Martifer SGPS, 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 |
0.02 | 2.13 | 0.00 | 0.00 | 0 Events / Month | 0 Events / Month | Uncertain |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
2.42 | 2.42 | 0.00 |
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Martifer SGPS Hype Timeline
Martifer SGPS SA is now traded for 2.42on Euronext Lisbon of Portugal. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. Martifer is projected 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 projected to be very small, whereas the daily expected return is now at -0.02%. %. The volatility of related hype on Martifer SGPS is about 0.0%, with the expected price after the next announcement by competition of 2.42. About 81.0% of the company outstanding shares are owned by corporate insiders. The book value of Martifer SGPS was now reported as 0.3. The company last dividend was issued on the 3rd of May 2010. Assuming the 90 days trading horizon the next projected press release will be uncertain. Check out Historical Fundamental Analysis of Martifer SGPS to cross-verify your projections.Martifer SGPS Related Hype Analysis
Having access to credible news sources related to Martifer SGPS's direct competition is more important than ever and may enhance your ability to predict Martifer SGPS's future price movements. Getting to know how Martifer SGPS'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 Martifer SGPS may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| EGL | Mota Engil SGPS SA | 0.00 | 0 per month | 0.00 | (0.21) | 3.14 | (3.66) | 10.70 | |
| IPR | Impresa Sociedade | 0.00 | 0 per month | 0.00 | (0.14) | 5.26 | (5.00) | 16.11 | |
| TDSA | Teixeira Duarte | 0.00 | 0 per month | 0.00 | (0.25) | 3.23 | (5.17) | 13.66 | |
| ALTR | Altri SGPS SA | 0.00 | 0 per month | 0.00 | (0.20) | 1.85 | (2.24) | 5.38 | |
| SON | Sonae SGPS SA | 0.00 | 0 per month | 0.53 | 0.26 | 2.05 | (1.23) | 4.79 |
Other Forecasting Options for Martifer SGPS
For every potential investor in Martifer, whether a beginner or expert, Martifer SGPS's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Martifer Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Martifer. Basic forecasting techniques help filter out the noise by identifying Martifer SGPS's price trends.Martifer SGPS 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 Martifer SGPS stock to make a market-neutral strategy. Peer analysis of Martifer SGPS could also be used in its relative valuation, which is a method of valuing Martifer SGPS by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Martifer SGPS Market Strength Events
Market strength indicators help investors to evaluate how Martifer SGPS stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Martifer SGPS shares will generate the highest return on investment. By undertsting and applying Martifer SGPS stock market strength indicators, traders can identify Martifer SGPS SA entry and exit signals to maximize returns.
Martifer SGPS Risk Indicators
The analysis of Martifer SGPS'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 Martifer SGPS's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting martifer 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 | 1.59 | |||
| Semi Deviation | 1.63 | |||
| Standard Deviation | 2.15 | |||
| Variance | 4.63 | |||
| Downside Variance | 3.74 | |||
| Semi Variance | 2.65 | |||
| Expected Short fall | (2.30) |
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 Martifer SGPS
The number of cover stories for Martifer SGPS depends on current market conditions and Martifer SGPS's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Martifer SGPS 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 Martifer SGPS's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Additional Tools for Martifer Stock Analysis
When running Martifer SGPS's price analysis, check to measure Martifer SGPS'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 Martifer SGPS is operating at the current time. Most of Martifer SGPS's value examination focuses on studying past and present price action to predict the probability of Martifer SGPS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Martifer SGPS's price. Additionally, you may evaluate how the addition of Martifer SGPS to your portfolios can decrease your overall portfolio volatility.