PNE AG Stock Forecast - Naive Prediction

PNE3 Stock  EUR 9.33  0.17  1.79%   
The Naive Prediction forecasted value of PNE AG on the next trading day is expected to be 8.90 with a mean absolute deviation of 0.18 and the sum of the absolute errors of 11.21. PNE Stock Forecast is based on your current time horizon.
At this time the value of rsi of PNE AG's share price is below 20 indicating 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 PNE AG's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with PNE AG, which may create opportunities for some arbitrage if properly timed.
Using PNE AG hype-based prediction, you can estimate the value of PNE AG from the perspective of PNE AG response to recently generated media hype and the effects of current headlines on its competitors.
The Naive Prediction forecasted value of PNE AG on the next trading day is expected to be 8.90 with a mean absolute deviation of 0.18 and the sum of the absolute errors of 11.21.

PNE AG after-hype prediction price

    
  EUR 9.33  
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.
  
Check out Historical Fundamental Analysis of PNE AG to cross-verify your projections.

PNE AG Additional Predictive Modules

Most predictive techniques to examine PNE price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for PNE using various technical indicators. When you analyze PNE 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.
A naive forecasting model for PNE AG is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of PNE AG value for a given trading day is simply the observed value for the previous period. Due to the simplistic nature of the naive forecasting model, it can only be used to forecast up to one period.

PNE AG Naive Prediction Price Forecast For the 22nd of January

Given 90 days horizon, the Naive Prediction forecasted value of PNE AG on the next trading day is expected to be 8.90 with a mean absolute deviation of 0.18, mean absolute percentage error of 0.05, and the sum of the absolute errors of 11.21.
Please note that although there have been many attempts to predict PNE 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 PNE AG's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

PNE AG Stock Forecast Pattern

Backtest PNE AGPNE AG Price PredictionBuy or Sell Advice 

PNE AG Forecasted Value

In the context of forecasting PNE AG'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. PNE AG's downside and upside margins for the forecasting period are 6.81 and 10.98, respectively. We have considered PNE AG'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
9.33
8.90
Expected Value
10.98
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of PNE AG stock data series using in forecasting. Note that when a statistical model is used to represent PNE AG 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 Criteria115.1006
BiasArithmetic mean of the errors None
MADMean absolute deviation0.1837
MAPEMean absolute percentage error0.018
SAESum of the absolute errors11.2052
This model is not at all useful as a medium-long range forecasting tool of PNE AG. This model is simplistic and is included partly for completeness and partly because of its simplicity. It is unlikely that you'll want to use this model directly to predict PNE AG. Instead, consider using either the moving average model or the more general weighted moving average model with a higher (i.e., greater than 1) number of periods, and possibly a different set of weights.

Predictive Modules for PNE AG

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as PNE AG. 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
7.259.3311.41
Details
Intrinsic
Valuation
LowRealHigh
6.158.2310.31
Details

Other Forecasting Options for PNE AG

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

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

PNE AG 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 PNE AG'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 PNE AG's current price.

PNE AG Market Strength Events

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

PNE AG Risk Indicators

The analysis of PNE AG'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 PNE AG's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting pne 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.

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
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Additional Tools for PNE Stock Analysis

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