Siemens AG Pink Sheet Forward View - Simple Moving Average

SIEGY Stock  USD 151.32  2.81  1.82%   
Siemens Pink Sheet outlook is based on your current time horizon.
At this time, The relative strength index (RSI) of Siemens AG's share price is at 57. This usually implies that the pink sheet is in nutural position, most likellhy at or near its resistance level. The main idea of RSI analysis is to track how fast people are buying or selling Siemens AG, making its price go up or down.

Momentum 57

 Buy Extended

 
Oversold
 
Overbought
The successful prediction of Siemens AG's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Siemens AG ADR, which may create opportunities for some arbitrage if properly timed.
Using Siemens AG hype-based prediction, you can estimate the value of Siemens AG ADR from the perspective of Siemens AG response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Moving Average forecasted value of Siemens AG ADR on the next trading day is expected to be 151.32 with a mean absolute deviation of 1.93 and the sum of the absolute errors of 113.95.

Siemens AG after-hype prediction price

    
  USD 152.55  
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 pink sheet price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
  
Check out Historical Fundamental Analysis of Siemens AG to cross-verify your projections.

Siemens AG Additional Predictive Modules

Most predictive techniques to examine Siemens price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Siemens using various technical indicators. When you analyze Siemens 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.
A two period moving average forecast for Siemens AG is based on an daily price series in which the stock price on a given day is replaced by the mean of that price and the preceding price. This model is best suited to price patterns experiencing average volatility.

Siemens AG Simple Moving Average Price Forecast For the 2nd of February

Given 90 days horizon, the Simple Moving Average forecasted value of Siemens AG ADR on the next trading day is expected to be 151.32 with a mean absolute deviation of 1.93, mean absolute percentage error of 7.80, and the sum of the absolute errors of 113.95.
Please note that although there have been many attempts to predict Siemens Pink Sheet 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 Siemens AG's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Siemens AG Pink Sheet Forecast Pattern

Backtest Siemens AG  Siemens AG Price Prediction  Buy or Sell Advice  

Siemens AG Forecasted Value

In the context of forecasting Siemens AG's Pink Sheet 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. Siemens AG's downside and upside margins for the forecasting period are 149.53 and 153.11, respectively. We have considered Siemens AG'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.
Market Value
151.32
149.53
Downside
151.32
Expected Value
153.11
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Simple Moving Average forecasting method's relative quality and the estimations of the prediction error of Siemens AG pink sheet data series using in forecasting. Note that when a statistical model is used to represent Siemens AG pink sheet, 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 Criteria116.4888
BiasArithmetic mean of the errors -0.2734
MADMean absolute deviation1.9314
MAPEMean absolute percentage error0.0139
SAESum of the absolute errors113.95
The simple moving average model is conceptually a linear regression of the current value of Siemens AG ADR price series against current and previous (unobserved) value of Siemens AG. In time series analysis, the simple moving-average model is a very common approach for modeling univariate price series models including forecasting prices into the future

Predictive Modules for Siemens AG

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Siemens AG ADR. Regardless of method or technology, however, to accurately forecast the pink sheet market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the pink sheet 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
150.76152.55154.34
Details
Intrinsic
Valuation
LowRealHigh
135.51137.30167.81
Details
Bollinger
Band Projection (param)
LowMiddleHigh
139.91148.47157.02
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Siemens AG. Your research has to be compared to or analyzed against Siemens AG's peers to derive any actionable benefits. When done correctly, Siemens AG's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Siemens AG ADR.

Siemens AG After-Hype Price Density Analysis

As far as predicting the price of Siemens AG 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 Siemens AG 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 Pink Sheet prices, such as prices of Siemens AG, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

Siemens AG Estimiated After-Hype Price Volatility

In the context of predicting Siemens AG's pink sheet value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Siemens AG's historical news coverage. Siemens AG's after-hype downside and upside margins for the prediction period are 150.76 and 154.34, respectively. We have considered Siemens AG'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
151.32
150.76
Downside
152.55
After-hype Price
154.34
Upside
Siemens AG is very steady at this time. Analysis and calculation of next after-hype price of Siemens AG ADR is based on 3 months time horizon.

Siemens AG Pink Sheet Price Outlook Analysis

Have you ever been surprised when a price of a Company such as Siemens AG is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Siemens AG 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 Pink Sheet 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 Siemens AG, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.13 
1.79
 0.00  
  0.10 
0 Events / Month
3 Events / Month
Within a week
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
151.32
152.55
0.00 
0.00  
Notes

Siemens AG Hype Timeline

Siemens AG ADR is at this time traded for 151.32. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.1. Siemens 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 0.13%. %. The volatility of related hype on Siemens AG is about 240.18%, with the expected price after the next announcement by competition of 151.42. The book value of the company was at this time reported as 30.85. The company last dividend was issued on the 10th of February 2023. Siemens AG ADR had 2:1 split on the 14th of March 2017. Assuming the 90 days horizon the next forecasted press release will be within a week.
Check out Historical Fundamental Analysis of Siemens AG to cross-verify your projections.

Siemens AG Related Hype Analysis

Having access to credible news sources related to Siemens AG's direct competition is more important than ever and may enhance your ability to predict Siemens AG's future price movements. Getting to know how Siemens AG'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 Siemens AG may potentially react to the hype associated with one of its peers.
Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
SDVKFSandvik AB 0.00 0 per month 0.22  0.20  4.92 (2.26) 10.43 
SBGSYSchneider Electric SA 0.00 0 per month 1.86 (0.01) 2.91 (2.86) 7.05 
KNYJFKONE Oyj 0.00 0 per month 0.00  0.06  2.42  0.00  12.67 
ATLPFAtlas Copco AB 0.00 0 per month 1.78  0.09  8.03 (3.49) 18.78 
SMCAYSMC Corp Japan 0.00 0 per month 2.23  0.07  4.31 (3.49) 12.27 
SBGSFSchneider Electric SE 0.00 0 per month 2.63  0.02  4.00 (4.66) 10.90 
ATLKYAtlas Copco AB 0.00 0 per month 1.22  0.19  2.98 (2.34) 6.52 
FANUYFanuc 0.00 0 per month 1.99  0.10  4.12 (3.21) 16.77 
FANUFFanuc 0.00 0 per month 4.15  0.06  6.28 (6.69) 19.70 
NJDCYNidec 0.00 0 per month 6.02  0.05  14.71 (13.94) 42.30 
VWDRYVestas Wind Systems 0.00 0 per month 1.23  0.22  3.92 (2.31) 22.20 
PHParker Hannifin 8.25 7 per month 0.71  0.17  2.46 (1.57) 9.94 
ETNEaton PLC 1.06 7 per month 0.00 (0.07) 3.09 (4.15) 8.67 
DOVDover 5.30 10 per month 0.87  0.12  2.96 (1.82) 5.92 
ITWIllinois Tool Works 0.11 10 per month 1.10  0.04  2.40 (2.12) 6.22 
EMREmerson Electric(0.56)10 per month 1.67  0.07  2.34 (2.84) 8.01 
VWSYFVestas Wind Systems 0.00 0 per month 1.29  0.23  6.18 (2.67) 15.73 
SMNEYSiemens Energy AG 0.00 0 per month 2.18  0.19  4.41 (4.31) 11.01 
NRDXFNordex SE 0.00 0 per month 0.00  0.16  0.79  0.00  17.90 

Other Forecasting Options for Siemens AG

For every potential investor in Siemens, whether a beginner or expert, Siemens AG's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Siemens Pink Sheet price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Siemens. Basic forecasting techniques help filter out the noise by identifying Siemens AG's price trends.

View Siemens AG Related Equities

 Risk & Return  Correlation

Siemens AG Market Strength Events

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

Siemens AG Risk Indicators

The analysis of Siemens AG'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 Siemens AG's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting siemens pink sheet 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.

Story Coverage note for Siemens AG

The number of cover stories for Siemens AG depends on current market conditions and Siemens AG's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Siemens AG 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 Siemens AG'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 Tools for Siemens Pink Sheet Analysis

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