Sandvik AB Stock Forecast - Simple Exponential Smoothing

SAND Stock  SEK 304.90  3.10  1.03%   
The Simple Exponential Smoothing forecasted value of Sandvik AB on the next trading day is expected to be 304.90 with a mean absolute deviation of 2.43 and the sum of the absolute errors of 148.00. Sandvik Stock Forecast is based on your current time horizon.
The value of RSI of Sandvik AB's stock price is slightly above 65. This usually implies 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 Sandvik, making its price go up or down.

Momentum 65

 Buy Extended

 
Oversold
 
Overbought
The successful prediction of Sandvik AB's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Sandvik AB, which may create opportunities for some arbitrage if properly timed.
Using Sandvik AB hype-based prediction, you can estimate the value of Sandvik AB from the perspective of Sandvik AB response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Exponential Smoothing forecasted value of Sandvik AB on the next trading day is expected to be 304.90 with a mean absolute deviation of 2.43 and the sum of the absolute errors of 148.00.

Sandvik AB after-hype prediction price

    
  SEK 304.9  
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 World Market Map to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in employment.

Sandvik AB Additional Predictive Modules

Most predictive techniques to examine Sandvik price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Sandvik using various technical indicators. When you analyze Sandvik 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.
Sandvik AB simple exponential smoothing forecast is a very popular model used to produce a smoothed price series. Whereas in simple Moving Average models the past observations for Sandvik AB are weighted equally, Exponential Smoothing assigns exponentially decreasing weights as Sandvik AB prices get older.

Sandvik AB Simple Exponential Smoothing Price Forecast For the 7th of January

Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Sandvik AB on the next trading day is expected to be 304.90 with a mean absolute deviation of 2.43, mean absolute percentage error of 10.56, and the sum of the absolute errors of 148.00.
Please note that although there have been many attempts to predict Sandvik 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 Sandvik AB's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Sandvik AB Stock Forecast Pattern

Backtest Sandvik ABSandvik AB Price PredictionBuy or Sell Advice 

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 Sandvik AB stock data series using in forecasting. Note that when a statistical model is used to represent Sandvik AB 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 Criteria120.468
BiasArithmetic mean of the errors -0.577
MADMean absolute deviation2.4262
MAPEMean absolute percentage error0.0085
SAESum of the absolute errors148.0
This simple exponential smoothing model begins by setting Sandvik AB forecast for the second period equal to the observation of the first period. In other words, recent Sandvik AB observations are given relatively more weight in forecasting than the older observations.

Predictive Modules for Sandvik AB

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Sandvik AB. 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
303.76304.90306.04
Details
Intrinsic
Valuation
LowRealHigh
273.51274.65335.39
Details
Bollinger
Band Projection (param)
LowMiddleHigh
298.81302.43306.06
Details

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

Sandvik AB Market Strength Events

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

Sandvik AB Risk Indicators

The analysis of Sandvik AB'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 Sandvik AB's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting sandvik 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

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Additional Tools for Sandvik Stock Analysis

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