ROCHE HLDG Stock Forward View - Simple Exponential Smoothing
| RHO Stock | EUR 409.40 0.40 0.1% |
ROCHE Stock outlook is based on your current time horizon.
The relative strength momentum indicator of ROCHE HLDG's stock price is slightly above 60 indicating that the stock is rather overbought by investors at this time. The main point of the Relative Strength Index (RSI) is to track how fast people are buying or selling ROCHE, making its price go up or down. Momentum 60
Buy Extended
Oversold | Overbought |
Using ROCHE HLDG hype-based prediction, you can estimate the value of ROCHE HLDG from the perspective of ROCHE HLDG response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Exponential Smoothing forecasted value of ROCHE HLDG on the next trading day is expected to be 409.38 with a mean absolute deviation of 3.64 and the sum of the absolute errors of 222.32. ROCHE HLDG after-hype prediction price | EUR 408.72 |
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.
ROCHE |
ROCHE HLDG Additional Predictive Modules
Most predictive techniques to examine ROCHE price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for ROCHE using various technical indicators. When you analyze ROCHE 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 |
ROCHE HLDG Simple Exponential Smoothing Price Forecast For the 21st of February
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of ROCHE HLDG on the next trading day is expected to be 409.38 with a mean absolute deviation of 3.64, mean absolute percentage error of 24.46, and the sum of the absolute errors of 222.32.Please note that although there have been many attempts to predict ROCHE 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 ROCHE HLDG's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
ROCHE HLDG Stock Forecast Pattern
| Backtest ROCHE HLDG | ROCHE HLDG Price Prediction | Research Analysis |
ROCHE HLDG Forecasted Value
In the context of forecasting ROCHE HLDG'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. ROCHE HLDG's downside and upside margins for the forecasting period are 408.00 and 410.75, respectively. We have considered ROCHE HLDG'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 Simple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of ROCHE HLDG stock data series using in forecasting. Note that when a statistical model is used to represent ROCHE HLDG 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 | 121.3074 |
| Bias | Arithmetic mean of the errors | -1.6661 |
| MAD | Mean absolute deviation | 3.6446 |
| MAPE | Mean absolute percentage error | 0.0098 |
| SAE | Sum of the absolute errors | 222.3227 |
Predictive Modules for ROCHE HLDG
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as ROCHE HLDG. 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.ROCHE HLDG After-Hype Price Density Analysis
As far as predicting the price of ROCHE HLDG 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 ROCHE HLDG 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 ROCHE HLDG, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
ROCHE HLDG Estimiated After-Hype Price Volatility
In the context of predicting ROCHE HLDG's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on ROCHE HLDG's historical news coverage. ROCHE HLDG's after-hype downside and upside margins for the prediction period are 407.34 and 410.10, respectively. We have considered ROCHE HLDG'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
ROCHE HLDG is very steady at this time. Analysis and calculation of next after-hype price of ROCHE HLDG is based on 3 months time horizon.
ROCHE HLDG Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as ROCHE HLDG is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading ROCHE HLDG 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 ROCHE HLDG, 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 |
0.31 | 1.38 | 0.68 | 0.03 | 5 Events / Month | 2 Events / Month | In about 5 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
409.40 | 408.72 | 0.17 |
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ROCHE HLDG Hype Timeline
ROCHE HLDG is at this time traded for 409.40on Dusseldorf Exchange of Germany. The entity has historical hype elasticity of -0.68, and average elasticity to hype of competition of -0.03. ROCHE is estimated to decline in value after the next headline, with the price expected to drop to 408.72. The average volatility of media hype impact on the company price is about 62.73%. The price drop on the next news is expected to be -0.17%, whereas the daily expected return is at this time at 0.31%. The volatility of related hype on ROCHE HLDG is about 1647.76%, with the expected price after the next announcement by competition of 409.37. The company has Price/Earnings To Growth (PEG) ratio of 0.96. ROCHE HLDG last dividend was issued on the 6th of March 1970. Assuming the 90 days trading horizon the next estimated press release will be in about 5 days. Check out Historical Fundamental Analysis of ROCHE HLDG to cross-verify your projections.ROCHE HLDG Related Hype Analysis
Having access to credible news sources related to ROCHE HLDG's direct competition is more important than ever and may enhance your ability to predict ROCHE HLDG's future price movements. Getting to know how ROCHE HLDG'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 ROCHE HLDG may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| B7O | Citic Telecom International | 0.01 | 1 per month | 0.00 | (0.04) | 4.00 | (3.85) | 14.84 | |
| EV9 | Entravision Communications | (0.04) | 7 per month | 2.46 | (0.02) | 5.97 | (4.23) | 18.41 | |
| 6GC | Gamma Communications plc | (0.1) | 4 per month | 0.00 | (0.11) | 2.86 | (2.88) | 11.66 | |
| PIK | PICKN PAY STORES | 0.02 | 2 per month | 0.00 | (0.21) | 2.46 | (3.23) | 11.10 | |
| 8BJ | BJs Wholesale Club | (1.00) | 9 per month | 1.77 | 0.01 | 3.21 | (3.23) | 8.17 | |
| COA1 | Comba Telecom Systems | 0.01 | 4 per month | 0.00 | (0.06) | 4.35 | (4.17) | 19.91 | |
| CTO0 | COSTCO WHOLESALE CDR | 0.39 | 1 per month | 1.18 | 0.07 | 2.44 | (2.40) | 10.00 | |
| SIT4 | Singapore Telecommunications Limited | 0.04 | 7 per month | 1.62 | 0.03 | 2.82 | (2.96) | 7.89 |
Other Forecasting Options for ROCHE HLDG
For every potential investor in ROCHE, whether a beginner or expert, ROCHE HLDG's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. ROCHE Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in ROCHE. Basic forecasting techniques help filter out the noise by identifying ROCHE HLDG's price trends.ROCHE HLDG 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 ROCHE HLDG stock to make a market-neutral strategy. Peer analysis of ROCHE HLDG could also be used in its relative valuation, which is a method of valuing ROCHE HLDG by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
ROCHE HLDG Market Strength Events
Market strength indicators help investors to evaluate how ROCHE HLDG stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading ROCHE HLDG shares will generate the highest return on investment. By undertsting and applying ROCHE HLDG stock market strength indicators, traders can identify ROCHE HLDG entry and exit signals to maximize returns.
ROCHE HLDG Risk Indicators
The analysis of ROCHE HLDG'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 ROCHE HLDG's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting roche 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 | 1.02 | |||
| Semi Deviation | 1.14 | |||
| Standard Deviation | 1.53 | |||
| Variance | 2.35 | |||
| Downside Variance | 2.11 | |||
| Semi Variance | 1.31 | |||
| Expected Short fall | (1.23) |
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 ROCHE HLDG
The number of cover stories for ROCHE HLDG depends on current market conditions and ROCHE HLDG's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that ROCHE HLDG 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 ROCHE HLDG'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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ROCHE HLDG Short Properties
ROCHE HLDG's future price predictability will typically decrease when ROCHE HLDG's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of ROCHE HLDG often depends not only on the future outlook of the potential ROCHE HLDG's 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. ROCHE HLDG's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 795.6 M | |
| Short Term Investments | 9.9 B |
Additional Tools for ROCHE Stock Analysis
When running ROCHE HLDG's price analysis, check to measure ROCHE HLDG'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 ROCHE HLDG is operating at the current time. Most of ROCHE HLDG's value examination focuses on studying past and present price action to predict the probability of ROCHE HLDG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ROCHE HLDG's price. Additionally, you may evaluate how the addition of ROCHE HLDG to your portfolios can decrease your overall portfolio volatility.