Banco Santander Stock Forecast - Simple Exponential Smoothing
| SAN Stock | EUR 10.79 0.14 1.31% |
Banco Stock outlook is based on your current time horizon. Investors can use this forecasting interface to forecast Banco Santander stock prices and determine the direction of Banco Santander SA's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Banco Santander's historical fundamentals, such as revenue growth or operating cash flow patterns.
The value of RSI of Banco Santander's stock price is about 67. This usually implies that the stock is rather overbought by investors at the present time. The main point of the Relative Strength Index (RSI) is to track how fast people are buying or selling Banco, making its price go up or down. Momentum 67
Buy Stretched
Oversold | Overbought |
Using Banco Santander hype-based prediction, you can estimate the value of Banco Santander SA from the perspective of Banco Santander response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Exponential Smoothing forecasted value of Banco Santander SA on the next trading day is expected to be 10.79 with a mean absolute deviation of 0.10 and the sum of the absolute errors of 6.18. Banco Santander after-hype prediction price | EUR 10.65 |
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.
Banco |
Banco Santander Additional Predictive Modules
Most predictive techniques to examine Banco price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Banco using various technical indicators. When you analyze Banco 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 |
Banco Santander Simple Exponential Smoothing Price Forecast For the 28th of January
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Banco Santander SA on the next trading day is expected to be 10.79 with a mean absolute deviation of 0.10, mean absolute percentage error of 0.02, and the sum of the absolute errors of 6.18.Please note that although there have been many attempts to predict Banco 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 Banco Santander's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Banco Santander Stock Forecast Pattern
| Backtest Banco Santander | Banco Santander Price Prediction | Buy or Sell Advice |
Banco Santander Forecasted Value
In the context of forecasting Banco Santander'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. Banco Santander's downside and upside margins for the forecasting period are 9.43 and 12.15, respectively. We have considered Banco Santander'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 Banco Santander stock data series using in forecasting. Note that when a statistical model is used to represent Banco Santander 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 | 112.2456 |
| Bias | Arithmetic mean of the errors | -0.034 |
| MAD | Mean absolute deviation | 0.103 |
| MAPE | Mean absolute percentage error | 0.0107 |
| SAE | Sum of the absolute errors | 6.18 |
Predictive Modules for Banco Santander
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Banco Santander SA. 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.Banco Santander After-Hype Price Density Analysis
As far as predicting the price of Banco Santander 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 Banco Santander 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 Banco Santander, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Banco Santander Estimiated After-Hype Price Volatility
In the context of predicting Banco Santander's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Banco Santander's historical news coverage. Banco Santander's after-hype downside and upside margins for the prediction period are 9.28 and 12.02, respectively. We have considered Banco Santander'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 outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
Banco Santander is not too volatile at this time. Analysis and calculation of next after-hype price of Banco Santander SA is based on 3 months time horizon.
Banco Santander Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as Banco Santander is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Banco Santander 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 Banco Santander, 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 |
0.33 | 1.36 | 0.00 | 0.00 | 0 Events / Month | 0 Events / Month | Within a week |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
10.79 | 10.65 | 0.00 |
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Banco Santander Hype Timeline
Banco Santander SA is at this time traded for 10.79on Madrid Exchange of Spain. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. Banco is estimated not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is insignificant. The immediate return on the next news is estimated to be very small, whereas the daily expected return is at this time at 0.33%. %. The volatility of related hype on Banco Santander is about 0.0%, with the expected price after the next announcement by competition of 10.79. About 31.0% of the company shares are owned by institutional investors. The company has price-to-book ratio of 0.51. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. Banco Santander SA last dividend was issued on the 31st of October 2022. The entity had 24:23 split on the 16th of November 2020. Assuming the 90 days trading horizon the next estimated press release will be within a week. Check out Historical Fundamental Analysis of Banco Santander to cross-verify your projections.Banco Santander Related Hype Analysis
Having access to credible news sources related to Banco Santander's direct competition is more important than ever and may enhance your ability to predict Banco Santander's future price movements. Getting to know how Banco Santander'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 Banco Santander may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| BBVA | Banco Bilbao Vizcaya | 0.00 | 0 per month | 0.97 | 0.21 | 2.25 | (2.36) | 6.99 | |
| CABK | Caixabank SA | 0.00 | 0 per month | 1.07 | 0.18 | 2.12 | (2.37) | 5.60 | |
| SAB | Banco de Sabadell | 0.00 | 0 per month | 1.56 | 0 | 2.17 | (2.57) | 7.57 | |
| BKT | Bankinter | 0.00 | 0 per month | 1.31 | 0.05 | 2.49 | (1.79) | 5.62 | |
| UNI | Unicaja Banco SA | 0.00 | 0 per month | 1.22 | 0.16 | 2.40 | (2.14) | 6.50 | |
| MAP | Mapfre | 0.00 | 0 per month | 0.00 | (0.05) | 1.99 | (2.27) | 11.79 | |
| GCO | Grupo Catalana Occidente | 0.00 | 0 per month | 0.23 | (0.28) | 0.39 | (0.31) | 2.61 | |
| LDA | Linea Directa Aseguradora | 0.00 | 0 per month | 0.00 | (0.18) | 1.68 | (2.36) | 7.61 | |
| R4 | Renta 4 Banco | 0.00 | 0 per month | 0.00 | (0.11) | 1.08 | (1.56) | 11.13 |
Other Forecasting Options for Banco Santander
For every potential investor in Banco, whether a beginner or expert, Banco Santander's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Banco Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Banco. Basic forecasting techniques help filter out the noise by identifying Banco Santander's price trends.Banco Santander 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 Banco Santander stock to make a market-neutral strategy. Peer analysis of Banco Santander could also be used in its relative valuation, which is a method of valuing Banco Santander by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Banco Santander Market Strength Events
Market strength indicators help investors to evaluate how Banco Santander stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Banco Santander shares will generate the highest return on investment. By undertsting and applying Banco Santander stock market strength indicators, traders can identify Banco Santander SA entry and exit signals to maximize returns.
Banco Santander Risk Indicators
The analysis of Banco Santander'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 Banco Santander's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting banco 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 | 1.07 | |||
| Semi Deviation | 0.8962 | |||
| Standard Deviation | 1.42 | |||
| Variance | 2.02 | |||
| Downside Variance | 1.81 | |||
| Semi Variance | 0.8032 | |||
| Expected Short fall | (1.29) |
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 Banco Santander
The number of cover stories for Banco Santander depends on current market conditions and Banco Santander's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Banco Santander 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 Banco Santander'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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Additional Information and Resources on Investing in Banco Stock
When determining whether Banco Santander SA offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Banco Santander's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Banco Santander Sa Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Banco Santander Sa Stock:Check out Historical Fundamental Analysis of Banco Santander to cross-verify your projections. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.