Astellas Pharma Stock Forecast - 4 Period Moving Average

YPH Stock  EUR 9.61  0.11  1.16%   
The 4 Period Moving Average forecasted value of Astellas Pharma on the next trading day is expected to be 9.53 with a mean absolute deviation of 0.17 and the sum of the absolute errors of 9.83. Astellas Stock Forecast is based on your current time horizon. We recommend always using this module together with an analysis of Astellas Pharma's historical fundamentals, such as revenue growth or operating cash flow patterns.
  
A four-period moving average forecast model for Astellas Pharma is based on an artificially constructed daily price series in which the value for a given day is replaced by the mean of that value and the values for four preceding and succeeding time periods. This model is best suited to forecast equities with high volatility.

Astellas Pharma 4 Period Moving Average Price Forecast For the 28th of November

Given 90 days horizon, the 4 Period Moving Average forecasted value of Astellas Pharma on the next trading day is expected to be 9.53 with a mean absolute deviation of 0.17, mean absolute percentage error of 0.05, and the sum of the absolute errors of 9.83.
Please note that although there have been many attempts to predict Astellas 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 Astellas Pharma's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Astellas Pharma Stock Forecast Pattern

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Astellas Pharma Forecasted Value

In the context of forecasting Astellas Pharma'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. Astellas Pharma's downside and upside margins for the forecasting period are 7.34 and 11.72, respectively. We have considered Astellas Pharma'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
9.61
9.53
Expected Value
11.72
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the 4 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of Astellas Pharma stock data series using in forecasting. Note that when a statistical model is used to represent Astellas Pharma 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 Criteria107.8119
BiasArithmetic mean of the errors 0.0742
MADMean absolute deviation0.1724
MAPEMean absolute percentage error0.0169
SAESum of the absolute errors9.8275
The four period moving average method has an advantage over other forecasting models in that it does smooth out peaks and troughs in a set of daily price observations of Astellas Pharma. However, it also has several disadvantages. In particular this model does not produce an actual prediction equation for Astellas Pharma and therefore, it cannot be a useful forecasting tool for medium or long range price predictions

Predictive Modules for Astellas Pharma

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Astellas Pharma. 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
7.319.5011.69
Details
Intrinsic
Valuation
LowRealHigh
6.118.3010.49
Details
Bollinger
Band Projection (param)
LowMiddleHigh
9.209.9410.68
Details

Other Forecasting Options for Astellas Pharma

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

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

Astellas Pharma Technical and Predictive Analytics

The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Astellas Pharma's price movements, a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of Astellas Pharma's current price.

Astellas Pharma Market Strength Events

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

Astellas Pharma Risk Indicators

The analysis of Astellas Pharma'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 Astellas Pharma's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting astellas 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.

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Other Information on Investing in Astellas Stock

Astellas Pharma financial ratios help investors to determine whether Astellas Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Astellas with respect to the benefits of owning Astellas Pharma security.