Thurgauer Kantonalbank Stock Forward View - Simple Exponential Smoothing

TKBP Stock  CHF 176.50  1.50  0.86%   
Thurgauer Stock outlook is based on your current time horizon.
At this time the relative strength index (rsi) of Thurgauer Kantonalbank'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
The successful prediction of Thurgauer Kantonalbank's future price could yield a significant profit. Please, note that this module is not intended to be used solely to calculate an intrinsic value of Thurgauer Kantonalbank and does not consider all of the tangible or intangible factors available from Thurgauer Kantonalbank's fundamental data. We analyze noise-free headlines and recent hype associated with Thurgauer Kantonalbank, which may create opportunities for some arbitrage if properly timed. Below are the key fundamental drivers impacting Thurgauer Kantonalbank's stock price prediction:
Quarterly Earnings Growth
(0.01)
EPS Estimate Current Year
8.1367
EPS Estimate Next Year
8.3396
Quarterly Revenue Growth
0.044
Using Thurgauer Kantonalbank hype-based prediction, you can estimate the value of Thurgauer Kantonalbank from the perspective of Thurgauer Kantonalbank response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Exponential Smoothing forecasted value of Thurgauer Kantonalbank on the next trading day is expected to be 176.50 with a mean absolute deviation of 0.99 and the sum of the absolute errors of 60.50.

Thurgauer Kantonalbank after-hype prediction price

    
  CHF 177.13  
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 Thurgauer Kantonalbank to cross-verify your projections.

Thurgauer Kantonalbank Additional Predictive Modules

Most predictive techniques to examine Thurgauer price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Thurgauer using various technical indicators. When you analyze Thurgauer 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.
Thurgauer Kantonalbank 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 Thurgauer Kantonalbank are weighted equally, Exponential Smoothing assigns exponentially decreasing weights as Thurgauer Kantonalbank prices get older.

Thurgauer Kantonalbank Simple Exponential Smoothing Price Forecast For the 7th of February

Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Thurgauer Kantonalbank on the next trading day is expected to be 176.50 with a mean absolute deviation of 0.99, mean absolute percentage error of 1.96, and the sum of the absolute errors of 60.50.
Please note that although there have been many attempts to predict Thurgauer 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 Thurgauer Kantonalbank's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Thurgauer Kantonalbank Stock Forecast Pattern

Backtest Thurgauer Kantonalbank  Thurgauer Kantonalbank Price Prediction  Research Analysis  

Thurgauer Kantonalbank Forecasted Value

In the context of forecasting Thurgauer Kantonalbank'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. Thurgauer Kantonalbank's downside and upside margins for the forecasting period are 175.65 and 177.35, respectively. We have considered Thurgauer Kantonalbank'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
176.50
175.65
Downside
176.50
Expected Value
177.35
Upside

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 Thurgauer Kantonalbank stock data series using in forecasting. Note that when a statistical model is used to represent Thurgauer Kantonalbank 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 Criteria118.785
BiasArithmetic mean of the errors -0.3361
MADMean absolute deviation0.9918
MAPEMean absolute percentage error0.0061
SAESum of the absolute errors60.5
This simple exponential smoothing model begins by setting Thurgauer Kantonalbank forecast for the second period equal to the observation of the first period. In other words, recent Thurgauer Kantonalbank observations are given relatively more weight in forecasting than the older observations.

Predictive Modules for Thurgauer Kantonalbank

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Thurgauer Kantonalbank. 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
176.28177.13177.98
Details
Intrinsic
Valuation
LowRealHigh
158.85202.41203.26
Details
Bollinger
Band Projection (param)
LowMiddleHigh
154.02163.79173.56
Details
Earnings
Estimates (0)
LowProjected EPSHigh
2.082.082.08
Details

Thurgauer Kantonalbank After-Hype Price Density Analysis

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

Thurgauer Kantonalbank Estimiated After-Hype Price Volatility

In the context of predicting Thurgauer Kantonalbank's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Thurgauer Kantonalbank's historical news coverage. Thurgauer Kantonalbank's after-hype downside and upside margins for the prediction period are 176.28 and 177.98, respectively. We have considered Thurgauer Kantonalbank'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
176.50
176.28
Downside
177.13
After-hype Price
177.98
Upside
Thurgauer Kantonalbank is very steady at this time. Analysis and calculation of next after-hype price of Thurgauer Kantonalbank is based on 3 months time horizon.

Thurgauer Kantonalbank Stock Price Outlook Analysis

Have you ever been surprised when a price of a Company such as Thurgauer Kantonalbank is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Thurgauer Kantonalbank 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 Thurgauer Kantonalbank, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.21 
0.85
  0.63 
  0.98 
6 Events / Month
2 Events / Month
In about 6 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
176.50
177.13
0.36 
28.33  
Notes

Thurgauer Kantonalbank Hype Timeline

Thurgauer Kantonalbank is at this time traded for 176.50on SIX Swiss Exchange of Switzerland. The entity has historical hype elasticity of 0.63, and average elasticity to hype of competition of -0.98. Thurgauer is anticipated to increase in value after the next headline, with the price projected to jump to 177.13 or above. The average volatility of media hype impact on the company the price is about 28.33%. The price increase on the next news is anticipated to be 0.36%, whereas the daily expected return is at this time at 0.21%. The volatility of related hype on Thurgauer Kantonalbank is about 18.16%, with the expected price after the next announcement by competition of 175.52. The company reported the revenue of 409.62 M. Net Income was 158.02 M with profit before overhead, payroll, taxes, and interest of 418.61 M. Assuming the 90 days trading horizon the next anticipated press release will be in about 6 days.
Check out Historical Fundamental Analysis of Thurgauer Kantonalbank to cross-verify your projections.

Thurgauer Kantonalbank Related Hype Analysis

Having access to credible news sources related to Thurgauer Kantonalbank's direct competition is more important than ever and may enhance your ability to predict Thurgauer Kantonalbank's future price movements. Getting to know how Thurgauer Kantonalbank'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 Thurgauer Kantonalbank 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
BLKBBasellandschaftliche Kantonalbank 2.00 9 per month 0.00  0.35  1.76 (0.61) 6.19 
BSKPBasler Kantonalbank 0.00 4 per month 0.00  0.35  2.47 (0.86) 4.09 
VPBNVP Bank AG(0.40)6 per month 0.91  0.05  1.50 (1.62) 4.93 
GLKBNGlarner Kantonalbank 0.10 5 per month 0.44  0.12  0.98 (0.95) 5.22 
SNBNSchweizerische Nationalbank(70.00)4 per month 0.00 (0.04) 2.82 (3.23) 9.15 
BCJBanque Cantonale Du 0.00 4 per month 1.69  0.09  4.32 (3.05) 10.65 
HBLNHypothekarbank Lenzburg AG 20.00 4 per month 0.00 (0.06) 1.50 (1.49) 3.48 
GRKPGraubuendner Kantonalbank 0.00 0 per month 0.37  0.23  1.41 (0.83) 3.16 
PEHNPrivate Equity Holding 1.50 5 per month 0.00 (0.03) 3.17 (2.38) 6.45 
GAMGAM Holding AG(0.01)6 per month 0.00 (0.13) 7.14 (7.14) 25.10 

Other Forecasting Options for Thurgauer Kantonalbank

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

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

Thurgauer Kantonalbank Market Strength Events

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

Thurgauer Kantonalbank Risk Indicators

The analysis of Thurgauer Kantonalbank'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 Thurgauer Kantonalbank's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting thurgauer 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 Thurgauer Kantonalbank

The number of cover stories for Thurgauer Kantonalbank depends on current market conditions and Thurgauer Kantonalbank's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Thurgauer Kantonalbank 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 Thurgauer Kantonalbank'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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Thurgauer Kantonalbank Short Properties

Thurgauer Kantonalbank's future price predictability will typically decrease when Thurgauer Kantonalbank's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Thurgauer Kantonalbank often depends not only on the future outlook of the potential Thurgauer Kantonalbank'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. Thurgauer Kantonalbank's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares OutstandingM
Cash And Short Term InvestmentsB

Additional Tools for Thurgauer Stock Analysis

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