Affiliated Managers Stock Forward View - Simple Exponential Smoothing
| MGRE Stock | 24.33 0.07 0.29% |
Affiliated Stock outlook is based on your current time horizon. Investors can use this forecasting interface to forecast Affiliated Managers stock prices and determine the direction of Affiliated Managers Group's future trends based on various well-known forecasting models. We suggest always using this module together with an analysis of Affiliated Managers' historical fundamentals, such as revenue growth or operating cash flow patterns.
At the present time the value of rsi of Affiliated Managers' 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 |
Using Affiliated Managers hype-based prediction, you can estimate the value of Affiliated Managers Group from the perspective of Affiliated Managers response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Exponential Smoothing forecasted value of Affiliated Managers Group on the next trading day is expected to be 24.33 with a mean absolute deviation of 0.08 and the sum of the absolute errors of 5.05. Affiliated Managers after-hype prediction price | USD 24.33 |
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.
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Affiliated Managers Additional Predictive Modules
Most predictive techniques to examine Affiliated price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Affiliated using various technical indicators. When you analyze Affiliated 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 |
Affiliated Managers Simple Exponential Smoothing Price Forecast For the 7th of February
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Affiliated Managers Group on the next trading day is expected to be 24.33 with a mean absolute deviation of 0.08, mean absolute percentage error of 0.01, and the sum of the absolute errors of 5.05.Please note that although there have been many attempts to predict Affiliated 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 Affiliated Managers' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Affiliated Managers Stock Forecast Pattern
| Backtest Affiliated Managers | Affiliated Managers Price Prediction | Research Analysis |
Affiliated Managers Forecasted Value
In the context of forecasting Affiliated Managers' 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. Affiliated Managers' downside and upside margins for the forecasting period are 23.88 and 24.78, respectively. We have considered Affiliated Managers' 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 Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Affiliated Managers stock data series using in forecasting. Note that when a statistical model is used to represent Affiliated Managers 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 | 113.6368 |
| Bias | Arithmetic mean of the errors | -0.0025 |
| MAD | Mean absolute deviation | 0.0828 |
| MAPE | Mean absolute percentage error | 0.0034 |
| SAE | Sum of the absolute errors | 5.05 |
Predictive Modules for Affiliated Managers
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Affiliated Managers. 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.Affiliated Managers After-Hype Price Density Analysis
As far as predicting the price of Affiliated Managers 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 Affiliated Managers 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 Affiliated Managers, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Affiliated Managers Estimiated After-Hype Price Volatility
In the context of predicting Affiliated Managers' stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Affiliated Managers' historical news coverage. Affiliated Managers' after-hype downside and upside margins for the prediction period are 23.88 and 24.78, respectively. We have considered Affiliated Managers' 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
Affiliated Managers is very steady at this time. Analysis and calculation of next after-hype price of Affiliated Managers is based on 3 months time horizon.
Affiliated Managers Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as Affiliated Managers is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Affiliated Managers 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 Affiliated Managers, 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 |
0.01 | 0.45 | 0.00 | 0.01 | 8 Events / Month | 5 Events / Month | In about 8 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
24.33 | 24.33 | 0.00 |
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Affiliated Managers Hype Timeline
Affiliated Managers is now traded for 24.33. The entity stock is not elastic to its hype. The average elasticity to hype of competition is -0.01. Affiliated 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 over 100%. The immediate return on the next news is projected to be very small, whereas the daily expected return is now at 0.01%. %. The volatility of related hype on Affiliated Managers is about 50.45%, with the expected price after the next announcement by competition of 24.32. The company last dividend was issued on the 30th of December 2025. Given the investment horizon of 90 days the next projected press release will be in about 8 days. Check out Historical Fundamental Analysis of Affiliated Managers to cross-verify your projections.Affiliated Managers Related Hype Analysis
Having access to credible news sources related to Affiliated Managers' direct competition is more important than ever and may enhance your ability to predict Affiliated Managers' future price movements. Getting to know how Affiliated Managers' 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 Affiliated Managers may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| JHG | Janus Henderson Group | (0.03) | 10 per month | 0.62 | 0.14 | 1.57 | (1.08) | 4.84 | |
| OTF | Blue Owl Technology | (0.21) | 8 per month | 0.00 | (0.15) | 2.48 | (2.93) | 10.23 | |
| HLNE | Hamilton Lane | 3.18 | 11 per month | 2.00 | 0.09 | 3.63 | (3.51) | 10.57 | |
| ATCO | Atlas Corp | 0.00 | 0 per month | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |
| MAIN | Main Street Capital | 1.80 | 8 per month | 1.03 | 0.05 | 2.60 | (2.10) | 5.67 | |
| ATHS | Athene Holding Ltd | 0.03 | 6 per month | 0.23 | (0.06) | 0.36 | (0.56) | 1.28 | |
| THG | The Hanover Insurance | (0.76) | 11 per month | 1.22 | 0.03 | 1.71 | (2.02) | 6.34 | |
| EQH | Axa Equitable Holdings | (0.80) | 9 per month | 0.00 | (0.12) | 2.61 | (3.12) | 7.60 | |
| PSEC | Prospect Capital | (0.05) | 11 per month | 1.71 | 0.02 | 4.67 | (3.18) | 11.08 | |
| PFSI | PennyMac Finl Svcs | (12.08) | 7 per month | 0.00 | (0.07) | 3.15 | (1.78) | 39.66 |
Other Forecasting Options for Affiliated Managers
For every potential investor in Affiliated, whether a beginner or expert, Affiliated Managers' price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Affiliated Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Affiliated. Basic forecasting techniques help filter out the noise by identifying Affiliated Managers' price trends.Affiliated Managers 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 Affiliated Managers stock to make a market-neutral strategy. Peer analysis of Affiliated Managers could also be used in its relative valuation, which is a method of valuing Affiliated Managers by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Affiliated Managers Market Strength Events
Market strength indicators help investors to evaluate how Affiliated Managers stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Affiliated Managers shares will generate the highest return on investment. By undertsting and applying Affiliated Managers stock market strength indicators, traders can identify Affiliated Managers Group entry and exit signals to maximize returns.
| Accumulation Distribution | 60.63 | |||
| Daily Balance Of Power | (0.58) | |||
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 24.34 | |||
| Day Typical Price | 24.34 | |||
| Price Action Indicator | (0.04) | |||
| Period Momentum Indicator | (0.07) |
Affiliated Managers Risk Indicators
The analysis of Affiliated Managers' 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 Affiliated Managers' investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting affiliated 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 | 0.3404 | |||
| Semi Deviation | 0.4331 | |||
| Standard Deviation | 0.443 | |||
| Variance | 0.1962 | |||
| Downside Variance | 0.252 | |||
| Semi Variance | 0.1876 | |||
| Expected Short fall | (0.34) |
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 Affiliated Managers
The number of cover stories for Affiliated Managers depends on current market conditions and Affiliated Managers' risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Affiliated Managers 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 Affiliated Managers' long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Check out Historical Fundamental Analysis of Affiliated Managers to cross-verify your projections. You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
Will Stock sector continue expanding? Could Affiliated diversify its offerings? Factors like these will boost the valuation of Affiliated Managers. Expected growth trajectory for Affiliated significantly influences the price investors are willing to assign. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every Affiliated Managers data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Understanding Affiliated Managers requires distinguishing between market price and book value, where the latter reflects Affiliated's accounting equity. The concept of intrinsic value - what Affiliated Managers' is actually worth based on fundamentals - guides informed investors toward better entry and exit points. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. Market sentiment, economic cycles, and investor behavior can push Affiliated Managers' price substantially above or below its fundamental value.
Understanding that Affiliated Managers' value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Affiliated Managers represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. In contrast, Affiliated Managers' trading price reflects the actual exchange value where willing buyers and sellers reach mutual agreement.