Sigma Lithium Stock Forecast - Naive Prediction
| SGML Stock | USD 14.74 2.20 17.54% |
The Naive Prediction forecasted value of Sigma Lithium Resources on the next trading day is expected to be 11.99 with a mean absolute deviation of 0.88 and the sum of the absolute errors of 54.56. Sigma Stock Forecast is based on your current time horizon. Although Sigma Lithium's naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of Sigma Lithium's systematic risk associated with finding meaningful patterns of Sigma Lithium fundamentals over time.
As of now the relative strength momentum indicator of Sigma Lithium's share price is below 20 . This usually implies 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 |
EPS Estimate Next Quarter 0.02 | EPS Estimate Current Year (0.10) | EPS Estimate Next Year 0.475 | Wall Street Target Price 15.345 | EPS Estimate Current Quarter (0.1) |
Using Sigma Lithium hype-based prediction, you can estimate the value of Sigma Lithium Resources from the perspective of Sigma Lithium response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards Sigma Lithium using Sigma Lithium's stock options and short interest. It helps to benchmark the overall future attitude of investors towards Sigma using crowd psychology based on the activity and movement of Sigma Lithium's stock price.
Sigma Lithium Short Interest
An investor who is long Sigma Lithium may also wish to track short interest. As short interest increases, investors should be becoming more worried about Sigma Lithium and may potentially protect profits, hedge Sigma Lithium with its derivative instruments, or be ready for some potential downside.
200 Day MA 7.5247 | Short Percent 0.1139 | Short Ratio 1.74 | Shares Short Prior Month 8.3 M | 50 Day MA 11.3754 |
Sigma Lithium Resources Hype to Price Pattern
Investor biases related to Sigma Lithium's public news can be used to forecast risks associated with an investment in Sigma. The trend in average sentiment can be used to explain how an investor holding Sigma can time the market purely based on public headlines and social activities around Sigma Lithium Resources. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Sigma Lithium Implied Volatility | 1.42 |
Sigma Lithium's implied volatility exposes the market's sentiment of Sigma Lithium Resources stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Sigma Lithium's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Sigma Lithium stock will not fluctuate a lot when Sigma Lithium's options are near their expiration.
The Naive Prediction forecasted value of Sigma Lithium Resources on the next trading day is expected to be 11.99 with a mean absolute deviation of 0.88 and the sum of the absolute errors of 54.56. Sigma Lithium after-hype prediction price | USD 11.89 |
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 Sigma Lithium to cross-verify your projections. Prediction based on Rule 16 of the current Sigma contract
Based on the Rule 16, the options market is currently suggesting that Sigma Lithium Resources will have an average daily up or down price movement of about 0.0888% per day over the life of the 2026-04-17 option contract. With Sigma Lithium trading at USD 14.74, that is roughly USD 0.0131 . If you think that the market is fully incorporating Sigma Lithium's daily price movement you should consider acquiring Sigma Lithium Resources options at the current volatility level of 1.42%. But if you have an opposite viewpoint you should avoid it and even consider selling them.
Open Interest Against 2026-04-17 Sigma Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast Sigma Lithium's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in Sigma Lithium's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for Sigma Lithium stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current Sigma Lithium's open interest, investors have to compare it to Sigma Lithium's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Sigma Lithium is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Sigma. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Sigma Lithium Additional Predictive Modules
Most predictive techniques to examine Sigma price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Sigma using various technical indicators. When you analyze Sigma 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 |
Sigma Lithium Cash Forecast
To forecast cash or other financial indicators, analysts must employ diverse statistical methods, techniques, and algorithms. This approach allows them to detect underlying patterns in the Sigma Lithium's financial statements, predicting their influence on future market prices.
Cash | First Reported 2011-12-31 | Previous Quarter 20.6 M | Current Value 6.1 M | Quarterly Volatility 41.1 M |
Sigma Lithium Naive Prediction Price Forecast For the 25th of January
Given 90 days horizon, the Naive Prediction forecasted value of Sigma Lithium Resources on the next trading day is expected to be 11.99 with a mean absolute deviation of 0.88, mean absolute percentage error of 1.09, and the sum of the absolute errors of 54.56.Please note that although there have been many attempts to predict Sigma 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 Sigma Lithium's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Sigma Lithium Stock Forecast Pattern
| Backtest Sigma Lithium | Sigma Lithium Price Prediction | Buy or Sell Advice |
Sigma Lithium Forecasted Value
In the context of forecasting Sigma Lithium'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. Sigma Lithium's downside and upside margins for the forecasting period are 2.42 and 21.56, respectively. We have considered Sigma Lithium'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 Naive Prediction forecasting method's relative quality and the estimations of the prediction error of Sigma Lithium stock data series using in forecasting. Note that when a statistical model is used to represent Sigma Lithium 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 | 120.038 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.8801 |
| MAPE | Mean absolute percentage error | 0.0864 |
| SAE | Sum of the absolute errors | 54.5648 |
Predictive Modules for Sigma Lithium
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Sigma Lithium Resources. 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.Sigma Lithium After-Hype Price Prediction Density Analysis
As far as predicting the price of Sigma Lithium 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 Sigma Lithium 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 Sigma Lithium, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Sigma Lithium Estimiated After-Hype Price Volatility
In the context of predicting Sigma Lithium's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Sigma Lithium's historical news coverage. Sigma Lithium's after-hype downside and upside margins for the prediction period are 2.32 and 21.46, respectively. We have considered Sigma Lithium'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
Sigma Lithium is moderately volatile at this time. Analysis and calculation of next after-hype price of Sigma Lithium Resources is based on 3 months time horizon.
Sigma Lithium Stock Price Prediction Analysis
Have you ever been surprised when a price of a Company such as Sigma Lithium is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Sigma Lithium 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 Sigma Lithium, 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 |
2.02 | 9.57 | 2.85 | 0.14 | 11 Events / Month | 8 Events / Month | In about 11 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | ||
14.74 | 11.89 | 19.34 |
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Sigma Lithium Hype Timeline
Sigma Lithium Resources is at this time traded for 14.74. The entity has historical hype elasticity of -2.85, and average elasticity to hype of competition of 0.14. Sigma is expected to decline in value after the next headline, with the price expected to drop to 11.89. The average volatility of media hype impact on the company price is over 100%. The price decrease on the next news is expected to be -19.34%, whereas the daily expected return is at this time at 2.02%. The volatility of related hype on Sigma Lithium is about 13869.57%, with the expected price after the next announcement by competition of 14.88. About 86.0% of the company shares are owned by institutional investors. The company recorded a loss per share of 0.28. Sigma Lithium Resources had not issued any dividends in recent years. Given the investment horizon of 90 days the next expected press release will be in about 11 days. Check out Historical Fundamental Analysis of Sigma Lithium to cross-verify your projections.Sigma Lithium Related Hype Analysis
Having access to credible news sources related to Sigma Lithium's direct competition is more important than ever and may enhance your ability to predict Sigma Lithium's future price movements. Getting to know how Sigma Lithium'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 Sigma Lithium may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| NEXA | Nexa Resources SA | 0.45 | 26 per month | 1.87 | 0.35 | 7.45 | (3.52) | 15.16 | |
| ABAT | American Battery Technology | (0.11) | 15 per month | 0.00 | (0.04) | 10.78 | (9.87) | 35.69 | |
| NB | NioCorp Developments Ltd | 0.35 | 7 per month | 0.00 | (0.04) | 9.52 | (11.50) | 22.57 | |
| GTI | GTI | (0.32) | 24 per month | 14.30 | 0.03 | 19.74 | (10.95) | 128.11 | |
| LAR | Lithium Argentina AG | 0.08 | 10 per month | 3.00 | 0.24 | 9.27 | (5.96) | 22.80 | |
| CMP | Compass Minerals International | 0.91 | 10 per month | 3.18 | 0.14 | 4.98 | (3.43) | 19.48 | |
| NMG | Nouveau Monde Graphite | (0.06) | 10 per month | 5.49 | (0) | 6.88 | (7.51) | 29.51 | |
| LWLG | Lightwave Logic | (0.77) | 8 per month | 0.00 | (0.06) | 9.03 | (9.16) | 31.90 | |
| GPRE | Green Plains Renewable | (0.30) | 10 per month | 4.21 | 0.01 | 7.63 | (5.62) | 27.29 | |
| MTUS | Metallus | 0.46 | 9 per month | 2.14 | 0.08 | 3.83 | (4.06) | 11.02 |
Other Forecasting Options for Sigma Lithium
For every potential investor in Sigma, whether a beginner or expert, Sigma Lithium's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Sigma Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Sigma. Basic forecasting techniques help filter out the noise by identifying Sigma Lithium's price trends.Sigma Lithium 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 Sigma Lithium stock to make a market-neutral strategy. Peer analysis of Sigma Lithium could also be used in its relative valuation, which is a method of valuing Sigma Lithium by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Sigma Lithium Market Strength Events
Market strength indicators help investors to evaluate how Sigma Lithium stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Sigma Lithium shares will generate the highest return on investment. By undertsting and applying Sigma Lithium stock market strength indicators, traders can identify Sigma Lithium Resources entry and exit signals to maximize returns.
| Accumulation Distribution | 457622.0 | |||
| Daily Balance Of Power | 2.135922 | |||
| Rate Of Daily Change | 1.18 | |||
| Day Median Price | 14.63 | |||
| Day Typical Price | 14.66 | |||
| Price Action Indicator | 1.22 | |||
| Period Momentum Indicator | 2.2 |
Sigma Lithium Risk Indicators
The analysis of Sigma Lithium'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 Sigma Lithium's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting sigma 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 | 6.87 | |||
| Semi Deviation | 6.77 | |||
| Standard Deviation | 9.4 | |||
| Variance | 88.44 | |||
| Downside Variance | 56.75 | |||
| Semi Variance | 45.86 | |||
| Expected Short fall | (8.18) |
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 Sigma Lithium
The number of cover stories for Sigma Lithium depends on current market conditions and Sigma Lithium's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Sigma Lithium 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 Sigma Lithium'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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Sigma Lithium Short Properties
Sigma Lithium's future price predictability will typically decrease when Sigma Lithium's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Sigma Lithium Resources often depends not only on the future outlook of the potential Sigma Lithium'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. Sigma Lithium's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 111.3 M | |
| Cash And Short Term Investments | 66.1 M |
Check out Historical Fundamental Analysis of Sigma Lithium to cross-verify your projections. You can also try the Financial Widgets module to easily integrated Macroaxis content with over 30 different plug-and-play financial widgets.
Is Diversified Metals & Mining space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Sigma Lithium. If investors know Sigma will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Sigma Lithium listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share (0.28) | Revenue Per Share | Quarterly Revenue Growth 0.366 | Return On Assets | Return On Equity |
The market value of Sigma Lithium Resources is measured differently than its book value, which is the value of Sigma that is recorded on the company's balance sheet. Investors also form their own opinion of Sigma Lithium's value that differs from its market value or its book value, called intrinsic value, which is Sigma Lithium's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Sigma Lithium's market value can be influenced by many factors that don't directly affect Sigma Lithium's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Sigma Lithium's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sigma Lithium is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sigma Lithium's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.