White Mountains Stock Forecast - Simple Exponential Smoothing

WTM Stock  USD 2,072  1.88  0.09%   
The Simple Exponential Smoothing forecasted value of White Mountains Insurance on the next trading day is expected to be 2,072 with a mean absolute deviation of 13.83 and the sum of the absolute errors of 843.62. White Stock Forecast is based on your current time horizon. Although White Mountains' naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of White Mountains' systematic risk associated with finding meaningful patterns of White Mountains fundamentals over time.
As of now, The relative strength indicator of White Mountains' share price is at 56. This entails that the stock 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 White Mountains, making its price go up or down.

Momentum 56

 Buy Extended

 
Oversold
 
Overbought
The successful prediction of White Mountains' 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 White Mountains and does not consider all of the tangible or intangible factors available from White Mountains' fundamental data. We analyze noise-free headlines and recent hype associated with White Mountains Insurance, which may create opportunities for some arbitrage if properly timed. Below are the key fundamental drivers impacting White Mountains' stock price prediction:
Quarterly Earnings Growth
(0.37)
EPS Estimate Current Year
190
EPS Estimate Next Year
90
Wall Street Target Price
360
Quarterly Revenue Growth
(0.09)
Using White Mountains hype-based prediction, you can estimate the value of White Mountains Insurance from the perspective of White Mountains response to recently generated media hype and the effects of current headlines on its competitors.

White Mountains Insurance Hype to Price Pattern

Investor biases related to White Mountains' public news can be used to forecast risks associated with an investment in White. The trend in average sentiment can be used to explain how an investor holding White can time the market purely based on public headlines and social activities around White Mountains Insurance. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
The Simple Exponential Smoothing forecasted value of White Mountains Insurance on the next trading day is expected to be 2,072 with a mean absolute deviation of 13.83 and the sum of the absolute errors of 843.62.

White Mountains after-hype prediction price

    
  USD 2071.97  
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 White Mountains to cross-verify your projections.

White Mountains Additional Predictive Modules

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

White Mountains Simple Exponential Smoothing Price Forecast For the 24th of January

Given 90 days horizon, the Simple Exponential Smoothing forecasted value of White Mountains Insurance on the next trading day is expected to be 2,072 with a mean absolute deviation of 13.83, mean absolute percentage error of 453.45, and the sum of the absolute errors of 843.62.
Please note that although there have been many attempts to predict White 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 White Mountains' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

White Mountains Stock Forecast Pattern

Backtest White MountainsWhite Mountains Price PredictionBuy or Sell Advice 

White Mountains Forecasted Value

In the context of forecasting White Mountains' 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. White Mountains' downside and upside margins for the forecasting period are 2,071 and 2,073, respectively. We have considered White Mountains' 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
2,072
2,072
Expected Value
2,073
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 White Mountains stock data series using in forecasting. Note that when a statistical model is used to represent White Mountains 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 Criteria124.2274
BiasArithmetic mean of the errors -3.1918
MADMean absolute deviation13.8298
MAPEMean absolute percentage error0.0069
SAESum of the absolute errors843.6183
This simple exponential smoothing model begins by setting White Mountains Insurance forecast for the second period equal to the observation of the first period. In other words, recent White Mountains observations are given relatively more weight in forecasting than the older observations.

Predictive Modules for White Mountains

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as White Mountains Insurance. 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.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of White Mountains' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
2,0712,0722,073
Details
Intrinsic
Valuation
LowRealHigh
1,5531,5542,279
Details
Bollinger
Band Projection (param)
LowMiddleHigh
2,0332,0642,094
Details
0 Analysts
Consensus
LowTargetHigh
327.60360.00399.60
Details

White Mountains After-Hype Price Prediction Density Analysis

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

White Mountains Estimiated After-Hype Price Volatility

In the context of predicting White Mountains' stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on White Mountains' historical news coverage. White Mountains' after-hype downside and upside margins for the prediction period are 2,071 and 2,073, respectively. We have considered White Mountains' 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
2,072
2,072
After-hype Price
2,073
Upside
White Mountains is very steady at this time. Analysis and calculation of next after-hype price of White Mountains Insurance is based on 3 months time horizon.

White Mountains Stock Price Prediction Analysis

Have you ever been surprised when a price of a Company such as White Mountains is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading White Mountains 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 White Mountains, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.12 
1.12
  2.79 
  0.07 
10 Events / Month
11 Events / Month
In about 10 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
2,072
2,072
0.00 
4.81  
Notes

White Mountains Hype Timeline

On the 23rd of January White Mountains Insurance is traded for 2,072. The entity has historical hype elasticity of -2.79, and average elasticity to hype of competition of -0.07. White 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 about 4.81%. The immediate return on the next news is anticipated to be very small, whereas the daily expected return is at this time at 0.12%. %. The volatility of related hype on White Mountains is about 179.74%, with the expected price after the next announcement by competition of 2,072. About 96.0% of the company outstanding shares are owned by institutional investors. The company has Price to Book (P/B) ratio of 1.08. Historically many companies with similar price-to-book (P/B) ratio do better than the market in the long run. White Mountains Insurance recorded earning per share (EPS) of 54.33. The entity last dividend was issued on the 17th of March 2025. The firm had 1:20 split on the September 26, 2012. Considering the 90-day investment horizon the next anticipated press release will be in about 10 days.
Check out Historical Fundamental Analysis of White Mountains to cross-verify your projections.

White Mountains Related Hype Analysis

Having access to credible news sources related to White Mountains' direct competition is more important than ever and may enhance your ability to predict White Mountains' future price movements. Getting to know how White Mountains' 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 White Mountains 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
NODKNI Holdings 0.00 0 per month 0.00 (0.09) 2.39 (1.91) 8.84 
DGICADonegal Group A(1.29)15 per month 0.00 (0.10) 1.99 (2.07) 5.10 
DGICBDonegal Group B(0.29)6 per month 3.58  0.04  6.93 (7.08) 20.95 
THGThe Hanover Insurance(0.47)9 per month 1.29 (0.07) 1.84 (2.03) 6.34 
RLIRLI Corp(0.67)3 per month 0.00 (0.11) 2.38 (2.72) 6.59 
CBChubb(0.46)10 per month 0.67  0.08  2.32 (1.87) 5.16 
PGRProgressive Corp(2.67)13 per month 0.00 (0.09) 1.94 (1.96) 8.94 
WRB-PEW R Berkley(0.12)23 per month 0.52 (0.17) 0.68 (0.89) 2.16 
SIGISelective Insurance Group 0.47 9 per month 1.53 (0.05) 1.95 (1.75) 8.71 
HMNHorace Mann Educators(0.88)18 per month 0.00 (0.09) 2.09 (2.17) 6.64 
GBLIGlobal Indemnity Group(0.01)9 per month 1.11 (0.06) 2.91 (1.86) 5.97 
PRAProAssurance(0.05)7 per month 0.21 (0.42) 0.38 (0.41) 1.04 
KMPRKemper 0.58 6 per month 0.00 (0.17) 2.31 (3.07) 14.64 
CNACNA Financial(0.09)14 per month 0.91 (0.06) 1.55 (1.80) 4.93 
WRBW R Berkley(1.91)9 per month 0.00 (0.13) 2.07 (2.56) 9.24 
KNSLKinsale Capital Group(2.11)3 per month 0.00 (0.07) 3.94 (3.33) 8.24 

Other Forecasting Options for White Mountains

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

View White Mountains Related Equities

 Risk & Return  Correlation

White Mountains Market Strength Events

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

White Mountains Risk Indicators

The analysis of White Mountains' 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 White Mountains' investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting white 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 White Mountains

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

White Mountains Short Properties

White Mountains' future price predictability will typically decrease when White Mountains' long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of White Mountains Insurance often depends not only on the future outlook of the potential White Mountains' 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. White Mountains' indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding2.5 M
Cash And Short Term Investments1.2 B
When determining whether White Mountains Insurance is a strong investment it is important to analyze White Mountains' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact White Mountains' future performance. For an informed investment choice regarding White Stock, refer to the following important reports:
Check out Historical Fundamental Analysis of White Mountains to cross-verify your projections.
You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Is Property & Casualty Insurance 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 White Mountains. If investors know White 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 White Mountains listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth
(0.37)
Dividend Share
1
Earnings Share
54.33
Revenue Per Share
980.232
Quarterly Revenue Growth
(0.09)
The market value of White Mountains Insurance is measured differently than its book value, which is the value of White that is recorded on the company's balance sheet. Investors also form their own opinion of White Mountains' value that differs from its market value or its book value, called intrinsic value, which is White Mountains' 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 White Mountains' market value can be influenced by many factors that don't directly affect White Mountains' 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 White Mountains' value and its price as these two are different measures arrived at by different means. Investors typically determine if White Mountains is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, White Mountains' 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.