Millrose Properties Stock Forward View - Simple Exponential Smoothing
| MRP Stock | 31.01 0.58 1.91% |
Millrose Stock outlook is based on your current time horizon. Although Millrose Properties' naive historical forecasting may sometimes provide an important future outlook for the firm, we suggest always cross-verifying it against solid analysis of Millrose Properties' systematic risk associated with finding meaningful patterns of Millrose Properties fundamentals over time.
As of today the relative strength index (rsi) of Millrose Properties' 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 |
EPS Estimate Current Year 2.43 | EPS Estimate Next Year 3.125 | Wall Street Target Price 38.6 |
Using Millrose Properties hype-based prediction, you can estimate the value of Millrose Properties from the perspective of Millrose Properties response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards Millrose Properties using Millrose Properties' stock options and short interest. It helps to benchmark the overall future attitude of investors towards Millrose using crowd psychology based on the activity and movement of Millrose Properties' stock price.
Millrose Properties Short Interest
An investor who is long Millrose Properties may also wish to track short interest. As short interest increases, investors should be becoming more worried about Millrose Properties and may potentially protect profits, hedge Millrose Properties with its derivative instruments, or be ready for some potential downside.
200 Day MA 30.467 | Short Percent 0.0595 | Short Ratio 3.14 | Shares Short Prior Month 5.6 M | 50 Day MA 30.4256 |
Millrose Relative Strength Index
The Simple Exponential Smoothing forecasted value of Millrose Properties on the next trading day is expected to be 31.01 with a mean absolute deviation of 0.42 and the sum of the absolute errors of 25.32.Millrose Properties Hype to Price Pattern
Investor biases related to Millrose Properties' public news can be used to forecast risks associated with an investment in Millrose. The trend in average sentiment can be used to explain how an investor holding Millrose can time the market purely based on public headlines and social activities around Millrose Properties. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Some investors profit by finding stocks that are overvalued or undervalued based on market sentiment. The correlation of Millrose Properties' market sentiment to its price can help taders to make decisions based on the overall investors consensus about Millrose Properties.
Millrose Properties Implied Volatility | 0.6 |
Millrose Properties' implied volatility exposes the market's sentiment of Millrose Properties stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Millrose Properties' implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Millrose Properties stock will not fluctuate a lot when Millrose Properties' options are near their expiration.
The Simple Exponential Smoothing forecasted value of Millrose Properties on the next trading day is expected to be 31.01 with a mean absolute deviation of 0.42 and the sum of the absolute errors of 25.32. Millrose Properties after-hype prediction price | USD 31.02 |
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 Millrose Properties to cross-verify your projections. Prediction based on Rule 16 of the current Millrose contract
Based on the Rule 16, the options market is currently suggesting that Millrose Properties will have an average daily up or down price movement of about 0.0375% per day over the life of the 2026-05-15 option contract. With Millrose Properties trading at USD 31.01, that is roughly USD 0.0116 . If you think that the market is fully incorporating Millrose Properties' daily price movement you should consider acquiring Millrose Properties options at the current volatility level of 0.6%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Open Interest Against 2026-05-15 Millrose Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast Millrose Properties' spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in Millrose Properties' options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for Millrose Properties stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current Millrose Properties' open interest, investors have to compare it to Millrose Properties' spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Millrose Properties is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Millrose. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Millrose Properties Additional Predictive Modules
Most predictive techniques to examine Millrose price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Millrose using various technical indicators. When you analyze Millrose 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 | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Millrose Properties Simple Exponential Smoothing Price Forecast For the 8th of February
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Millrose Properties on the next trading day is expected to be 31.01 with a mean absolute deviation of 0.42, mean absolute percentage error of 0.32, and the sum of the absolute errors of 25.32.Please note that although there have been many attempts to predict Millrose 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 Millrose Properties' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Millrose Properties Stock Forecast Pattern
| Backtest Millrose Properties | Millrose Properties Price Prediction | Research Analysis |
Millrose Properties Forecasted Value
In the context of forecasting Millrose Properties' 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. Millrose Properties' downside and upside margins for the forecasting period are 29.13 and 32.89, respectively. We have considered Millrose Properties' 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 Millrose Properties stock data series using in forecasting. Note that when a statistical model is used to represent Millrose Properties 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 | 115.1188 |
| Bias | Arithmetic mean of the errors | -0.0023 |
| MAD | Mean absolute deviation | 0.422 |
| MAPE | Mean absolute percentage error | 0.0141 |
| SAE | Sum of the absolute errors | 25.32 |
Predictive Modules for Millrose Properties
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Millrose Properties. 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.Millrose Properties After-Hype Price Density Analysis
As far as predicting the price of Millrose Properties 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 Millrose Properties 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 Millrose Properties, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Millrose Properties Estimiated After-Hype Price Volatility
In the context of predicting Millrose Properties' stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Millrose Properties' historical news coverage. Millrose Properties' after-hype downside and upside margins for the prediction period are 29.12 and 32.92, respectively. We have considered Millrose Properties' 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
Millrose Properties is very steady at this time. Analysis and calculation of next after-hype price of Millrose Properties is based on 3 months time horizon.
Millrose Properties Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as Millrose Properties is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Millrose Properties 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 Millrose Properties, 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 | 1.88 | 0.00 | 0.01 | 8 Events / Month | 7 Events / Month | In about 8 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
31.01 | 31.02 | 0.03 |
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Millrose Properties Hype Timeline
On the 7th of February Millrose Properties is traded for 31.01. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.01. Millrose is projected to increase in value after the next headline, with the price projected to jump to 31.02 or above. The average volatility of media hype impact on the company the price is over 100%. The price gain on the next news is projected to be 0.03%, whereas the daily expected return is now at 0.02%. The volatility of related hype on Millrose Properties is about 571.43%, with the expected price after the next announcement by competition of 31.02. Reported Net Loss for the year was (246.22 M) with profit before taxes, overhead, and interest of 351 M. Considering the 90-day investment horizon the next projected press release will be in about 8 days. Check out Historical Fundamental Analysis of Millrose Properties to cross-verify your projections.Millrose Properties Related Hype Analysis
Having access to credible news sources related to Millrose Properties' direct competition is more important than ever and may enhance your ability to predict Millrose Properties' future price movements. Getting to know how Millrose Properties' 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 Millrose Properties may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| KRG | Kite Realty Group | 0.05 | 9 per month | 0.77 | 0.10 | 2.11 | (1.78) | 5.39 | |
| KRC | Kilroy Realty Corp | 0.09 | 8 per month | 0.00 | (0.25) | 2.01 | (2.56) | 6.02 | |
| IRT | Independence Realty Trust | 0.22 | 11 per month | 1.17 | (0.02) | 1.62 | (2.05) | 6.02 | |
| CUZ | Cousins Properties Incorporated | 0.26 | 11 per month | 1.35 | (0.04) | 2.32 | (2.57) | 6.78 | |
| GNL | Global Net Lease | (0.1) | 9 per month | 0.66 | 0.22 | 2.49 | (1.37) | 8.05 | |
| REXR | Rexford Industrial Realty | 0.27 | 11 per month | 0.00 | (0.1) | 2.30 | (1.96) | 9.72 | |
| HHH | Howard Hughes Holdings | 2.32 | 9 per month | 1.62 | 0.0006 | 2.69 | (2.21) | 17.67 | |
| PECO | Phillips Edison Co | 0.21 | 10 per month | 0.45 | 0.09 | 1.81 | (0.88) | 4.29 | |
| BPYPO | Brookfield Property Partners | 0.00 | 0 per month | 0.73 | (0.0001) | 1.36 | (1.01) | 5.05 | |
| MAC | Macerich Company | (0.03) | 10 per month | 1.36 | 0.08 | 2.66 | (2.25) | 7.29 |
Other Forecasting Options for Millrose Properties
For every potential investor in Millrose, whether a beginner or expert, Millrose Properties' price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Millrose Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Millrose. Basic forecasting techniques help filter out the noise by identifying Millrose Properties' price trends.Millrose Properties 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 Millrose Properties stock to make a market-neutral strategy. Peer analysis of Millrose Properties could also be used in its relative valuation, which is a method of valuing Millrose Properties by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Millrose Properties Market Strength Events
Market strength indicators help investors to evaluate how Millrose Properties stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Millrose Properties shares will generate the highest return on investment. By undertsting and applying Millrose Properties stock market strength indicators, traders can identify Millrose Properties entry and exit signals to maximize returns.
Millrose Properties Risk Indicators
The analysis of Millrose Properties' 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 Millrose Properties' investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting millrose 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 | 1.4 | |||
| Standard Deviation | 1.86 | |||
| Variance | 3.47 |
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 Millrose Properties
The number of cover stories for Millrose Properties depends on current market conditions and Millrose Properties' risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Millrose Properties 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 Millrose Properties' long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Millrose Properties Short Properties
Millrose Properties' future price predictability will typically decrease when Millrose Properties' long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Millrose Properties often depends not only on the future outlook of the potential Millrose Properties' 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. Millrose Properties' indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 166 M | |
| Cash And Short Term Investments | 100.00 |
Additional Tools for Millrose Stock Analysis
When running Millrose Properties' price analysis, check to measure Millrose Properties' 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 Millrose Properties is operating at the current time. Most of Millrose Properties' value examination focuses on studying past and present price action to predict the probability of Millrose Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Millrose Properties' price. Additionally, you may evaluate how the addition of Millrose Properties to your portfolios can decrease your overall portfolio volatility.