American Airlines Stock Forward View - Triple Exponential Smoothing

AAL Stock  USD 10.43  -0.37  -3.43%   
This reference page presents Triple Exponential Smoothing forecast data for American Airlines Group. The projected values and error metrics are presented below as reference information.
The Triple Exponential Smoothing forecasted value of American Airlines Group on the next trading day is expected to be 10.33 with a mean absolute deviation of 0.34 and the sum of the absolute errors of 20.05.As with simple exponential smoothing, in triple exponential smoothing models past American Airlines observations are given exponentially smaller weights as the observations get older. In other words, recent observations are given relatively more weight in forecasting than the older American Airlines Group observations. This Triple Exponential Smoothing forecast data for American Airlines Group is sourced from the most recent available trading data and is intended solely as reference information.
Triple exponential smoothing for American Airlines - also known as the Winters method - is a refinement of the popular double exponential smoothing model with the addition of periodicity (seasonality) component. Simple exponential smoothing technique works best with data where there are no trend or seasonality components to the data. When American Airlines prices exhibit either an increasing or decreasing trend over time, simple exponential smoothing forecasts tend to lag behind observations. Double exponential smoothing is designed to address this type of data series by taking into account any trend in American Airlines price movement. However, neither of these exponential smoothing models address any seasonality of American Airlines.

Triple Exponential Smoothing Price Forecast For the 23rd of March

Given 90 days horizon, the Triple Exponential Smoothing forecasted value of American Airlines Group on the next trading day is expected to be 10.33 with a mean absolute deviation of 0.34 , mean absolute percentage error of 0.18 , and the sum of the absolute errors of 20.05 .
Please note that although there have been many attempts to predict American 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 American Airlines' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Stock Forecast Pattern

Backtest American Airlines  American Airlines Price Prediction  Research Analysis  

Forecasted Value

For the next trading day, Macroaxis evaluates American Airlines' predictive range by looking for statistically meaningful downside and upside boundaries. The projected forecast band currently runs from roughly 7.39 on the downside to about 13.27 on the upside.
Market Value
10.43
10.33
Expected Value
13.27
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Triple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of American Airlines stock data series using in forecasting. Note that when a statistical model is used to represent American Airlines 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 CriteriaHuge
BiasArithmetic mean of the errors 0.0686
MADMean absolute deviation0.3398
MAPEMean absolute percentage error0.025
SAESum of the absolute errors20.0511
As with simple exponential smoothing, in triple exponential smoothing models past American Airlines observations are given exponentially smaller weights as the observations get older. In other words, recent observations are given relatively more weight in forecasting than the older American Airlines Group observations.

Other Forecasting Options for American Airlines

American Airlines' daily price returns can be decomposed into trend, seasonal, and residual components. Divergence between short-term and long-term averages in American often signals an upcoming reversal or acceleration.

American Airlines Related Equities

These stocks within the Industrials space are often compared to American Airlines by analysts and fund managers in the sector. Market cap and total value checks frame American Airlines' size within the competitive field. Finding which peers are closest to American Airlines in business model helps sharpen the comparison.
 Risk & Return  Correlation

American Airlines Market Strength Events

Market strength indicators help investors evaluate how American Airlines stock reacts to evolving market conditions. These indicators help determine optimal entry and exit points for trading American Airlines Group.

American Airlines Risk Indicators

The analysis of American Airlines' basic risk indicators is one of the essential steps in accurately forecasting its future price. Understanding the risk involved in holding American Airlines' allows investors to make informed decisions about their exposure.
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 American Airlines

A coverage review of American Airlines Group shows when the security is attracting above-average attention from contributors and market observers. Used properly, this context can help investors judge whether visibility is reinforcing the thesis or attracting more speculative pressure.

American Airlines Short Properties

Short sentiment tied to American Airlines Group matters because heavier bearish pressure can change how quickly future price expectations become unstable. A disciplined short-interest review can make timing decisions more informed under rising skepticism.
Common Stock Shares Outstanding661.9 M
Cash And Short Term Investments6.6 B

More Resources for American Stock Analysis

A broader look at American Airlines comes from its financial reports and historical data. These indicators describe how financial results are generated.