Senvest Capital Stock Forward View - Triple Exponential Smoothing
| SEC Stock | CAD 357.50 17.50 4.67% |
Senvest Stock outlook is based on your current time horizon. Although Senvest Capital's naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of Senvest Capital's systematic risk associated with finding meaningful patterns of Senvest Capital fundamentals over time.
The relative strength index (RSI) of Senvest Capital's share price is below 30 as of today. This usually implies that the stock is becoming oversold or undervalued. The main point of the Relative Strength Index (RSI) is to track how fast people are buying or selling Senvest Capital, making its price go up or down. Momentum 28
Sell Stretched
Oversold | Overbought |
Quarterly Earnings Growth 0.26 | Quarterly Revenue Growth 0.567 |
Using Senvest Capital hype-based prediction, you can estimate the value of Senvest Capital from the perspective of Senvest Capital response to recently generated media hype and the effects of current headlines on its competitors.
The Triple Exponential Smoothing forecasted value of Senvest Capital on the next trading day is expected to be 357.50 with a mean absolute deviation of 1.52 and the sum of the absolute errors of 89.50. Senvest Capital after-hype prediction price | CAD 357.5 |
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.
Senvest |
Senvest Capital Additional Predictive Modules
Most predictive techniques to examine Senvest price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Senvest using various technical indicators. When you analyze Senvest 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 |
Senvest Capital Triple Exponential Smoothing Price Forecast For the 31st of January
Given 90 days horizon, the Triple Exponential Smoothing forecasted value of Senvest Capital on the next trading day is expected to be 357.50 with a mean absolute deviation of 1.52, mean absolute percentage error of 21.80, and the sum of the absolute errors of 89.50.Please note that although there have been many attempts to predict Senvest 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 Senvest Capital's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Senvest Capital Stock Forecast Pattern
| Backtest Senvest Capital | Senvest Capital Price Prediction | Buy or Sell Advice |
Senvest Capital Forecasted Value
In the context of forecasting Senvest Capital'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. Senvest Capital's downside and upside margins for the forecasting period are 356.24 and 358.76, respectively. We have considered Senvest Capital'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 Triple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Senvest Capital stock data series using in forecasting. Note that when a statistical model is used to represent Senvest Capital 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 | Huge |
| Bias | Arithmetic mean of the errors | 0.2797 |
| MAD | Mean absolute deviation | 1.5169 |
| MAPE | Mean absolute percentage error | 0.0041 |
| SAE | Sum of the absolute errors | 89.5 |
Predictive Modules for Senvest Capital
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Senvest Capital. 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.Senvest Capital After-Hype Price Density Analysis
As far as predicting the price of Senvest Capital 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 Senvest Capital 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 Senvest Capital, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Senvest Capital Estimiated After-Hype Price Volatility
In the context of predicting Senvest Capital's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Senvest Capital's historical news coverage. Senvest Capital's after-hype downside and upside margins for the prediction period are 356.24 and 358.76, respectively. We have considered Senvest Capital'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
Senvest Capital is very steady at this time. Analysis and calculation of next after-hype price of Senvest Capital is based on 3 months time horizon.
Senvest Capital Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as Senvest Capital is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Senvest Capital 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 Senvest Capital, 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 |
0.07 | 1.26 | 0.00 | 0.00 | 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 | |
357.50 | 357.50 | 0.00 |
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Senvest Capital Hype Timeline
Senvest Capital is at this time traded for 357.50on Toronto Exchange of Canada. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. Senvest is forecasted 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 forecasted to be very small, whereas the daily expected return is at this time at -0.07%. %. The volatility of related hype on Senvest Capital is about 56700.0%, with the expected price after the next announcement by competition of 357.50. About 61.0% of the company outstanding shares are owned by corporate insiders. The company has price-to-book ratio of 0.43. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. Senvest Capital recorded earning per share (EPS) of 71.25. The entity last dividend was issued on the 30th of July 2008. Assuming the 90 days trading horizon the next forecasted press release will be in about 5 days. Check out Historical Fundamental Analysis of Senvest Capital to cross-verify your projections.Senvest Capital Related Hype Analysis
Having access to credible news sources related to Senvest Capital's direct competition is more important than ever and may enhance your ability to predict Senvest Capital's future price movements. Getting to know how Senvest Capital'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 Senvest Capital may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| CGI | Canadian General Investments | (0.13) | 6 per month | 0.40 | 0.12 | 1.52 | (0.96) | 3.60 | |
| AGF-B | AGF Management Limited | 0.23 | 7 per month | 0.78 | 0.25 | 2.72 | (1.87) | 7.88 | |
| DFN | Dividend 15 Split | (0.03) | 5 per month | 0.51 | 0.25 | 1.47 | (0.63) | 4.59 | |
| CVG | Clairvest Group | (0.36) | 5 per month | 0.00 | (0.07) | 1.41 | (1.39) | 6.93 | |
| FTN | Financial 15 Split | 0.03 | 3 per month | 0.51 | 0.15 | 1.35 | (1.34) | 6.18 | |
| BK | Canadian Banc Corp | 0.08 | 5 per month | 0.26 | 0.16 | 1.65 | (1.11) | 8.91 | |
| ECN | ECN Capital Corp | 0.00 | 6 per month | 0.90 | (0) | 1.11 | (1.46) | 13.31 | |
| FSZ | Fiera Capital | 0.44 | 6 per month | 0.00 | (0.08) | 1.33 | (1.62) | 6.97 | |
| MKP | MCAN Mortgage | (0.28) | 5 per month | 0.78 | 0.05 | 1.54 | (1.51) | 4.22 |
Other Forecasting Options for Senvest Capital
For every potential investor in Senvest, whether a beginner or expert, Senvest Capital's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Senvest Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Senvest. Basic forecasting techniques help filter out the noise by identifying Senvest Capital's price trends.Senvest Capital 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 Senvest Capital stock to make a market-neutral strategy. Peer analysis of Senvest Capital could also be used in its relative valuation, which is a method of valuing Senvest Capital by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Senvest Capital Market Strength Events
Market strength indicators help investors to evaluate how Senvest Capital stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Senvest Capital shares will generate the highest return on investment. By undertsting and applying Senvest Capital stock market strength indicators, traders can identify Senvest Capital entry and exit signals to maximize returns.
| Rate Of Daily Change | 0.95 | |||
| Day Median Price | 357.5 | |||
| Day Typical Price | 357.5 | |||
| Price Action Indicator | (8.75) | |||
| Period Momentum Indicator | (17.50) | |||
| Relative Strength Index | 28.39 |
Senvest Capital Risk Indicators
The analysis of Senvest Capital'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 Senvest Capital's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting senvest 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 | 0.4225 | |||
| Standard Deviation | 1.22 | |||
| Variance | 1.48 |
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 Senvest Capital
The number of cover stories for Senvest Capital depends on current market conditions and Senvest Capital's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Senvest Capital 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 Senvest Capital'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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Senvest Capital Short Properties
Senvest Capital's future price predictability will typically decrease when Senvest Capital's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Senvest Capital often depends not only on the future outlook of the potential Senvest Capital'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. Senvest Capital's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 2.5 M | |
| Cash And Short Term Investments | 66.2 M |
Other Information on Investing in Senvest Stock
Senvest Capital financial ratios help investors to determine whether Senvest Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Senvest with respect to the benefits of owning Senvest Capital security.