Alam Sutera Stock Forecast - Simple Exponential Smoothing
| ASRI Stock | IDR 137.00 3.00 2.24% |
The Simple Exponential Smoothing forecasted value of Alam Sutera Realty on the next trading day is expected to be 137.00 with a mean absolute deviation of 1.51 and the sum of the absolute errors of 92.00. Alam Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Alam Sutera stock prices and determine the direction of Alam Sutera Realty's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Alam Sutera's historical fundamentals, such as revenue growth or operating cash flow patterns.
Check out Historical Fundamental Analysis of Alam Sutera to cross-verify your projections. Alam |
Most investors in Alam Sutera 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 Alam Sutera's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Alam Sutera's price structures and extracts relationships that further increase the generated results' accuracy.
Alam Sutera 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 Alam Sutera Realty are weighted equally, Exponential Smoothing assigns exponentially decreasing weights as Alam Sutera Realty prices get older. Alam Sutera Simple Exponential Smoothing Price Forecast For the 22nd of May
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Alam Sutera Realty on the next trading day is expected to be 137.00 with a mean absolute deviation of 1.51, mean absolute percentage error of 5.02, and the sum of the absolute errors of 92.00.Please note that although there have been many attempts to predict Alam 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 Alam Sutera's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Alam Sutera Stock Forecast Pattern
| Backtest Alam Sutera | Alam Sutera Price Prediction | Buy or Sell Advice |
Alam Sutera Forecasted Value
In the context of forecasting Alam Sutera'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. Alam Sutera's downside and upside margins for the forecasting period are 135.35 and 138.65, respectively. We have considered Alam Sutera'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.
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 Alam Sutera stock data series using in forecasting. Note that when a statistical model is used to represent Alam Sutera 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 | 119.7232 |
| Bias | Arithmetic mean of the errors | 0.2951 |
| MAD | Mean absolute deviation | 1.5082 |
| MAPE | Mean absolute percentage error | 0.0105 |
| SAE | Sum of the absolute errors | 92.0 |
Predictive Modules for Alam Sutera
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Alam Sutera Realty. 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 Alam Sutera's 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 Alam Sutera
For every potential investor in Alam, whether a beginner or expert, Alam Sutera's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Alam Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Alam. Basic forecasting techniques help filter out the noise by identifying Alam Sutera's price trends.Alam Sutera 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 Alam Sutera stock to make a market-neutral strategy. Peer analysis of Alam Sutera could also be used in its relative valuation, which is a method of valuing Alam Sutera by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Alam Sutera Realty 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 Alam Sutera'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 Alam Sutera's current price.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Alam Sutera Market Strength Events
Market strength indicators help investors to evaluate how Alam Sutera stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Alam Sutera shares will generate the highest return on investment. By undertsting and applying Alam Sutera stock market strength indicators, traders can identify Alam Sutera Realty entry and exit signals to maximize returns.
Alam Sutera Risk Indicators
The analysis of Alam Sutera'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 Alam Sutera's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting alam 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 | 1.1 | |||
| Standard Deviation | 1.56 | |||
| Variance | 2.43 |
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.
Becoming a Better Investor with Macroaxis
Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Alam Sutera Realty using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.Build Optimal Portfolios
Align your risk with return expectations
Check out Historical Fundamental Analysis of Alam Sutera to cross-verify your projections. You can also try the Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for Alam Stock analysis
When running Alam Sutera's price analysis, check to measure Alam Sutera'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 Alam Sutera is operating at the current time. Most of Alam Sutera's value examination focuses on studying past and present price action to predict the probability of Alam Sutera's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Alam Sutera's price. Additionally, you may evaluate how the addition of Alam Sutera to your portfolios can decrease your overall portfolio volatility.
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
| Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Sign In To Macroaxis Sign in to explore Macroaxis' wealth optimization platform and fintech modules | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum |