TOKYU CONSTRUCTION Stock Forward View - Triple Exponential Smoothing

TCW Stock  EUR 7.00  0.05  0.71%   
TOKYU Stock outlook is based on your current time horizon.
At this time, the relative strength momentum indicator of TOKYU CONSTRUCTION's share price is approaching 49. This usually implies that the stock is in nutural position, most likellhy at or near its support level. The main point of RSI analysis is to track how fast people are buying or selling TOKYU CONSTRUCTION, making its price go up or down.

Momentum 49

 Impartial

 
Oversold
 
Overbought
The successful prediction of TOKYU CONSTRUCTION's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with TOKYU STRUCTION, which may create opportunities for some arbitrage if properly timed.
Using TOKYU CONSTRUCTION hype-based prediction, you can estimate the value of TOKYU STRUCTION from the perspective of TOKYU CONSTRUCTION response to recently generated media hype and the effects of current headlines on its competitors.
The Triple Exponential Smoothing forecasted value of TOKYU STRUCTION on the next trading day is expected to be 6.95 with a mean absolute deviation of 0.05 and the sum of the absolute errors of 2.97.

TOKYU CONSTRUCTION after-hype prediction price

    
  EUR 7.0  
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 TOKYU CONSTRUCTION to cross-verify your projections.

TOKYU CONSTRUCTION Additional Predictive Modules

Most predictive techniques to examine TOKYU price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for TOKYU using various technical indicators. When you analyze TOKYU 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.
Triple exponential smoothing for TOKYU CONSTRUCTION - also known as the Winters method - is a refinement of the popular double exponential smoothing model with the addition of periodicity (seasonality) component. Simple exponential smoothing technique works best with data where there are no trend or seasonality components to the data. When TOKYU CONSTRUCTION prices exhibit either an increasing or decreasing trend over time, simple exponential smoothing forecasts tend to lag behind observations. Double exponential smoothing is designed to address this type of data series by taking into account any trend in TOKYU CONSTRUCTION price movement. However, neither of these exponential smoothing models address any seasonality of TOKYU CONSTRUCTION.

TOKYU CONSTRUCTION Triple Exponential Smoothing Price Forecast For the 4th of February

Given 90 days horizon, the Triple Exponential Smoothing forecasted value of TOKYU STRUCTION on the next trading day is expected to be 6.95 with a mean absolute deviation of 0.05, mean absolute percentage error of 0.01, and the sum of the absolute errors of 2.97.
Please note that although there have been many attempts to predict TOKYU Stock prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that TOKYU CONSTRUCTION's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

TOKYU CONSTRUCTION Stock Forecast Pattern

Backtest TOKYU CONSTRUCTION  TOKYU CONSTRUCTION Price Prediction  Research Analysis  

TOKYU CONSTRUCTION Forecasted Value

In the context of forecasting TOKYU CONSTRUCTION'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. TOKYU CONSTRUCTION's downside and upside margins for the forecasting period are 5.73 and 8.16, respectively. We have considered TOKYU CONSTRUCTION'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
7.00
6.95
Expected Value
8.16
Upside

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 TOKYU CONSTRUCTION stock data series using in forecasting. Note that when a statistical model is used to represent TOKYU CONSTRUCTION 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 CriteriaHuge
BiasArithmetic mean of the errors 0.0023
MADMean absolute deviation0.0494
MAPEMean absolute percentage error0.007
SAESum of the absolute errors2.9664
As with simple exponential smoothing, in triple exponential smoothing models past TOKYU CONSTRUCTION observations are given exponentially smaller weights as the observations get older. In other words, recent observations are given relatively more weight in forecasting than the older TOKYU STRUCTION observations.

Predictive Modules for TOKYU CONSTRUCTION

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as TOKYU CONSTRUCTION. 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
5.797.008.21
Details
Intrinsic
Valuation
LowRealHigh
6.908.119.32
Details

TOKYU CONSTRUCTION After-Hype Price Density Analysis

As far as predicting the price of TOKYU CONSTRUCTION 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 TOKYU CONSTRUCTION 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 TOKYU CONSTRUCTION, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

TOKYU CONSTRUCTION Estimiated After-Hype Price Volatility

In the context of predicting TOKYU CONSTRUCTION's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on TOKYU CONSTRUCTION's historical news coverage. TOKYU CONSTRUCTION's after-hype downside and upside margins for the prediction period are 5.79 and 8.21, respectively. We have considered TOKYU CONSTRUCTION'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 compare with traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
7.00
7.00
After-hype Price
8.21
Upside
TOKYU CONSTRUCTION is not too volatile at this time. Analysis and calculation of next after-hype price of TOKYU CONSTRUCTION is based on 3 months time horizon.

TOKYU CONSTRUCTION Stock Price Outlook Analysis

Have you ever been surprised when a price of a Company such as TOKYU CONSTRUCTION is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading TOKYU CONSTRUCTION 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 TOKYU CONSTRUCTION, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.27 
1.21
 0.00  
  0.42 
2 Events / Month
2 Events / Month
In a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
7.00
7.00
0.00 
0.00  
Notes

TOKYU CONSTRUCTION Hype Timeline

TOKYU CONSTRUCTION is at this time traded for 7.00on Munich Exchange of Germany. The entity stock is not elastic to its hype. The average elasticity to hype of competition is -0.42. TOKYU is anticipated 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 anticipated to be very small, whereas the daily expected return is at this time at 0.27%. %. The volatility of related hype on TOKYU CONSTRUCTION is about 78.48%, with the expected price after the next announcement by competition of 6.58. The company has price-to-book ratio of 1.35. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. TOKYU CONSTRUCTION had 1:10 split on the 4th of August 2006. Assuming the 90 days trading horizon the next anticipated press release will be in a few days.
Check out Historical Fundamental Analysis of TOKYU CONSTRUCTION to cross-verify your projections.

TOKYU CONSTRUCTION Related Hype Analysis

Having access to credible news sources related to TOKYU CONSTRUCTION's direct competition is more important than ever and may enhance your ability to predict TOKYU CONSTRUCTION's future price movements. Getting to know how TOKYU CONSTRUCTION'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 TOKYU CONSTRUCTION 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
ABLAbbott Laboratories 2.03 3 per month 0.00 (0.15) 1.91 (2.11) 14.56 
AMDAdvanced Micro Devices 0 8 per month 0.00 (0.03) 6.13 (5.57) 14.59 
HK2CHong Kong Exchanges(2.00)7 per month 0.00 (0.13) 1.49 (1.85) 5.73 
FPMBFREEPORT MCMORAN 0.00 10 per month 1.60  0.16  3.93 (3.78) 9.65 
XMFSTOMO MITSUI FINL 0.00 0 per month 1.47  0.17  3.99 (2.90) 12.10 
SCLSchlumberger Limited(20.50)8 per month 1.57  0.16  4.95 (3.02) 11.90 
RWLROCKWELL AUTOMATION 4.10 8 per month 1.71  0.09  3.63 (2.96) 9.03 
FUCFanuc 0.82 4 per month 2.66  0.06  5.51 (4.51) 23.35 
FJZZIJIN MINING H  0.13 2 per month 3.43  0.08  4.78 (4.84) 19.07 
GZFEngie SA 0.00 0 per month 0.59  0.27  2.38 (1.16) 6.29 

Other Forecasting Options for TOKYU CONSTRUCTION

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

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

TOKYU CONSTRUCTION Market Strength Events

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

TOKYU CONSTRUCTION Risk Indicators

The analysis of TOKYU CONSTRUCTION'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 TOKYU CONSTRUCTION's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting tokyu 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.

Story Coverage note for TOKYU CONSTRUCTION

The number of cover stories for TOKYU CONSTRUCTION depends on current market conditions and TOKYU CONSTRUCTION's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that TOKYU CONSTRUCTION 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 TOKYU CONSTRUCTION's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.

Other Macroaxis Stories

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TOKYU CONSTRUCTION Short Properties

TOKYU CONSTRUCTION's future price predictability will typically decrease when TOKYU CONSTRUCTION's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of TOKYU STRUCTION often depends not only on the future outlook of the potential TOKYU CONSTRUCTION'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. TOKYU CONSTRUCTION's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding105.9 M
Dividends Paid-4 B

Additional Tools for TOKYU Stock Analysis

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