Affiliated Managers Stock Forward View - Simple Exponential Smoothing
| AMG Stock | USD 278.17 -0.50 -0.18% |
This page documents Simple Exponential Smoothing forecast output for Affiliated Managers Group as reference data. The model is applied to historical closing prices and the resulting projection and error statistics are shown below.
The Simple Exponential Smoothing forecasted value of Affiliated Managers Group on the next trading day is expected to be 278.17 with a mean absolute deviation of 5.32 and the sum of the absolute errors of 324.37.This simple exponential smoothing model begins by setting Affiliated Managers Group forecast for the second period equal to the observation of the first period. In other words, recent Affiliated Managers observations are given relatively more weight in forecasting than the older observations. The Simple Exponential Smoothing reference information for Affiliated Managers is based on available price data and is intended for informational purposes. Simple Exponential Smoothing Price Forecast For the 22nd of March
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Affiliated Managers Group on the next trading day is expected to be 278.17 with a mean absolute deviation of 5.32 , mean absolute percentage error of 59.18 , and the sum of the absolute errors of 324.37 .Please note that although there have been many attempts to predict Affiliated 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 Affiliated Managers' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
| Backtest Affiliated Managers | Affiliated Managers Price Prediction | Research Analysis |
Forecasted Value
Forecasting Affiliated Managers Group for the next session involves measuring the model's historical ability to define credible downside and upside scenarios. Investors should still remember that no empirical framework consistently proves that one family of forecasting models will outperform all other approaches in live markets.
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 Affiliated Managers stock data series using in forecasting. Note that when a statistical model is used to represent Affiliated Managers 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 | 122.191 |
| Bias | Arithmetic mean of the errors | 0.1556 |
| MAD | Mean absolute deviation | 5.3175 |
| MAPE | Mean absolute percentage error | 0.0175 |
| SAE | Sum of the absolute errors | 324.37 |
Other Forecasting Options for Affiliated Managers
Any investor evaluating Affiliated must grapple with the challenge of interpreting Affiliated Managers' price movement accurately. Affiliated Stock price charts typically contain substantial noise that can complicate analysis and lead to poor decisions.Affiliated Managers Related Equities
The following equities are related to Affiliated Managers within the Financials space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing Affiliated Managers against peers on metrics such as P/E, margins, and return on equity helps contextualize its positioning and identify relative strengths or weaknesses.
| Risk & Return | Correlation |
Affiliated Managers Market Strength Events
Market strength indicators for Affiliated Managers assess how the stock responds to ongoing changes in market conditions and investor sentiment. By monitoring these indicators, investors can identify the most opportune moments to trade Affiliated Managers Group.
| Accumulation Distribution | 15879.8 | |||
| Daily Balance Of Power | -0.08 | |||
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 277.46 | |||
| Day Typical Price | 277.7 | |||
| Price Action Indicator | 0.46 | |||
| Period Momentum Indicator | -0.50 |
Affiliated Managers Risk Indicators
Risk indicator analysis for Affiliated Managers is a critical component of accurate price forecasting and sound investment decision-making. By identifying how much risk is embedded in Affiliated Managers' investment, investors can decide how to position and protect their exposure.
| Mean Deviation | 1.71 | |||
| Semi Deviation | 2.66 | |||
| Standard Deviation | 2.45 | |||
| Variance | 6.0 | |||
| Downside Variance | 7.38 | |||
| Semi Variance | 7.09 | |||
| Expected Short fall | -1.71 |
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 Affiliated Managers
Coverage intensity for Affiliated Managers Group matters because narrative visibility can influence sentiment, participation, and volatility around the name. A disciplined read of coverage separates durable relevance from temporary noise.
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Affiliated Managers Short Properties
A short-interest review of Affiliated Managers Group provides context for understanding whether skepticism in the market is becoming more influential. Used correctly, these measures can help investors decide when hedging or timing discipline may matter more than conviction alone.
| Common Stock Shares Outstanding | 33 M | |
| Cash And Short Term Investments | 586 M |