AerCap Holdings Stock Forecast - 4 Period Moving Average
| AER Stock | USD 93.16 0.45 0.49% |
The 4 Period Moving Average forecasted value of AerCap Holdings NV on the next trading day is expected to be 92.02 with a mean absolute deviation of 1.08 and the sum of the absolute errors of 61.63. AerCap Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast AerCap Holdings stock prices and determine the direction of AerCap Holdings NV's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of AerCap Holdings' historical fundamentals, such as revenue growth or operating cash flow patterns. Although AerCap Holdings' naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of AerCap Holdings' systematic risk associated with finding meaningful patterns of AerCap Holdings fundamentals over time.
Check out Historical Fundamental Analysis of AerCap Holdings to cross-verify your projections. AerCap |
Open Interest Against 2024-06-21 AerCap Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast AerCap Holdings' spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in AerCap Holdings' options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for AerCap Holdings stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current AerCap Holdings' open interest, investors have to compare it to AerCap Holdings' spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of AerCap Holdings is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in AerCap. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Most investors in AerCap Holdings cannot accurately predict what will happen the next trading day because, historically, stock markets tend to be unpredictable and even illogical. Modeling turbulent structures requires applying different statistical methods, techniques, and algorithms to find hidden data structures or patterns within the AerCap Holdings' time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets AerCap Holdings' price structures and extracts relationships that further increase the generated results' accuracy.
A four-period moving average forecast model for AerCap Holdings NV 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. AerCap Holdings 4 Period Moving Average Price Forecast For the 4th of June
Given 90 days horizon, the 4 Period Moving Average forecasted value of AerCap Holdings NV on the next trading day is expected to be 92.02 with a mean absolute deviation of 1.08, mean absolute percentage error of 1.85, and the sum of the absolute errors of 61.63.Please note that although there have been many attempts to predict AerCap 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 AerCap Holdings' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
AerCap Holdings Stock Forecast Pattern
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AerCap Holdings Forecasted Value
In the context of forecasting AerCap Holdings' 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. AerCap Holdings' downside and upside margins for the forecasting period are 90.75 and 93.29, respectively. We have considered AerCap Holdings' 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.
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 AerCap Holdings stock data series using in forecasting. Note that when a statistical model is used to represent AerCap Holdings 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.| AIC | Akaike Information Criteria | 111.3729 |
| Bias | Arithmetic mean of the errors | -0.4665 |
| MAD | Mean absolute deviation | 1.0813 |
| MAPE | Mean absolute percentage error | 0.0124 |
| SAE | Sum of the absolute errors | 61.635 |
Predictive Modules for AerCap Holdings
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as AerCap Holdings NV. 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 AerCap Holdings' 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.
Other Forecasting Options for AerCap Holdings
For every potential investor in AerCap, whether a beginner or expert, AerCap Holdings' price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. AerCap Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in AerCap. Basic forecasting techniques help filter out the noise by identifying AerCap Holdings' price trends.AerCap Holdings 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 AerCap Holdings stock to make a market-neutral strategy. Peer analysis of AerCap Holdings could also be used in its relative valuation, which is a method of valuing AerCap Holdings by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
AerCap Holdings NV 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 AerCap Holdings' 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 AerCap Holdings' current price.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
AerCap Holdings Market Strength Events
Market strength indicators help investors to evaluate how AerCap Holdings stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading AerCap Holdings shares will generate the highest return on investment. By undertsting and applying AerCap Holdings stock market strength indicators, traders can identify AerCap Holdings NV entry and exit signals to maximize returns.
AerCap Holdings Risk Indicators
The analysis of AerCap Holdings' 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 AerCap Holdings' investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting aercap 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.
| Mean Deviation | 1.05 | |||
| Semi Deviation | 0.8381 | |||
| Standard Deviation | 1.27 | |||
| Variance | 1.61 | |||
| Downside Variance | 1.34 | |||
| Semi Variance | 0.7023 | |||
| Expected Short fall | (1.17) |
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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Try AI Portfolio ArchitectAdditional Tools for AerCap Stock Analysis
When running AerCap Holdings' price analysis, check to measure AerCap Holdings' 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 AerCap Holdings is operating at the current time. Most of AerCap Holdings' value examination focuses on studying past and present price action to predict the probability of AerCap Holdings' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AerCap Holdings' price. Additionally, you may evaluate how the addition of AerCap Holdings to your portfolios can decrease your overall portfolio volatility.