Morgan Stanley Stock Forecast - Triple Exponential Smoothing

MS Stock  MXN 2,675  73.12  2.66%   
The Triple Exponential Smoothing forecasted value of Morgan Stanley on the next trading day is expected to be 2,690 with a mean absolute deviation of 33.83 and the sum of the absolute errors of 1,996. Morgan Stock Forecast is based on your current time horizon.
  
Triple exponential smoothing for Morgan Stanley - also known as the Winters method - is a refinement of the popular double exponential smoothing model with the addition of periodicity (seasonality) component. Simple exponential smoothing technique works best with data where there are no trend or seasonality components to the data. When Morgan Stanley 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 trend in Morgan Stanley price movement. However, neither of these exponential smoothing models address any seasonality of Morgan Stanley.

Morgan Stanley Triple Exponential Smoothing Price Forecast For the 30th of November

Given 90 days horizon, the Triple Exponential Smoothing forecasted value of Morgan Stanley on the next trading day is expected to be 2,690 with a mean absolute deviation of 33.83, mean absolute percentage error of 3,557, and the sum of the absolute errors of 1,996.
Please note that although there have been many attempts to predict Morgan 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 Morgan Stanley's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Morgan Stanley Stock Forecast Pattern

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Morgan Stanley Forecasted Value

In the context of forecasting Morgan Stanley'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. Morgan Stanley's downside and upside margins for the forecasting period are 2,688 and 2,693, respectively. We have considered Morgan Stanley'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
2,675
2,690
Expected Value
2,693
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Triple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Morgan Stanley stock data series using in forecasting. Note that when a statistical model is used to represent Morgan Stanley 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 -6.7002
MADMean absolute deviation33.8303
MAPEMean absolute percentage error0.0144
SAESum of the absolute errors1995.987
As with simple exponential smoothing, in triple exponential smoothing models past Morgan Stanley observations are given exponentially smaller weights as the observations get older. In other words, recent observations are given relatively more weight in forecasting than the older Morgan Stanley observations.

Predictive Modules for Morgan Stanley

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Morgan Stanley. 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
2,6722,6752,678
Details
Intrinsic
Valuation
LowRealHigh
2,4082,9402,942
Details

Other Forecasting Options for Morgan Stanley

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

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

Morgan Stanley 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 Morgan Stanley'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 Morgan Stanley's current price.

Morgan Stanley Market Strength Events

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

Morgan Stanley Risk Indicators

The analysis of Morgan Stanley'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 Morgan Stanley's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting morgan 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.

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.

Additional Tools for Morgan Stock Analysis

When running Morgan Stanley's price analysis, check to measure Morgan Stanley'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 Morgan Stanley is operating at the current time. Most of Morgan Stanley's value examination focuses on studying past and present price action to predict the probability of Morgan Stanley's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Morgan Stanley's price. Additionally, you may evaluate how the addition of Morgan Stanley to your portfolios can decrease your overall portfolio volatility.