ASML Holding Stock Forward View
| ASML Stock | USD 1,394 -5.53 -0.40% |
This page provides Naive Prediction reference data for ASML Holding NV, calculated from historical daily prices. The model output shown here is derived from ASML Holding's historical price series and is provided for informational purposes.
The Naive Prediction forecasted value of ASML Holding NV on the next trading day is expected to be 1,416 with a mean absolute deviation of 28.92 and the sum of the absolute errors of 1,764.This model is not at all useful as a medium-long range forecasting tool of ASML Holding NV. This model is simplistic and is included partly for completeness and partly because of its simplicity. It is unlikely that you'll want to use this model directly to predict ASML Holding. Instead, consider using either the moving average model or the more general weighted moving average model with a higher (i.e., greater than 1) number of periods, and possibly a different set of weights. The Naive Prediction reference information for ASML Holding is based on available price data and is intended for informational purposes. Naive Prediction Price Forecast For the 26th of March
Given 90 days horizon, the Naive Prediction forecasted value of ASML Holding NV on the next trading day is expected to be 1,416 with a mean absolute deviation of 28.92 , mean absolute percentage error of 1,373 , and the sum of the absolute errors of 1,764 .Please note that although there have been many attempts to predict ASML 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 ASML Holding's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
| Backtest ASML Holding | ASML Holding Price Prediction | Research Analysis |
Forecasted Value
The next-day forecast for ASML Holding NV focuses on identifying predictive downside and upside bands that can frame a realistic trading range. The projected forecast band currently runs from roughly 1,413 on the downside to about 1,419 on the upside.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of ASML Holding stock data series using in forecasting. Note that when a statistical model is used to represent ASML Holding 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 | 125.3351 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 28.9246 |
| MAPE | Mean absolute percentage error | 0.0215 |
| SAE | Sum of the absolute errors | 1764.4023 |
Other Forecasting Options for ASML Holding
The autocorrelation structure of ASML Holding's daily returns reveals whether ASML exhibits momentum, mean-reversion, or random-walk behavior. Separating these elements helps distinguish persistent directional moves from temporary noise in ASML Stock price data.ASML Holding Related Equities
Investors studying ASML Holding often look at related stocks within the Information Technology space to gauge pricing and results. Revenue and margin checks across this group help investors set expectations for ASML Holding's results. A stock that beats its peers on many metrics often deserves a closer look from value-focused investors. These links can also guide portfolio spreading choices within the sector.
| Risk & Return | Correlation |
ASML Holding Market Strength Events
Market strength indicators applied to ASML Holding stock help assess momentum and resilience across environments. These indicators support informed market timing decisions when analyzing ASML Holding.
| Accumulation Distribution | 44549.82 | |||
| Daily Balance Of Power | -0.14 | |||
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 1386.26 | |||
| Day Typical Price | 1388.8 | |||
| Price Action Indicator | 4.87 | |||
| Period Momentum Indicator | -5.53 |
ASML Holding Risk Indicators
Risk indicator analysis for ASML Holding is essential for accurately projecting its future price trajectory. The process involves identifying the amount of risk involved in ASML Holding's investment and either accepting or mitigating it.
| Mean Deviation | 2.16 | |||
| Semi Deviation | 2.28 | |||
| Standard Deviation | 2.81 | |||
| Variance | 7.89 | |||
| Downside Variance | 6.13 | |||
| Semi Variance | 5.21 | |||
| Expected Short fall | -2.46 |
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 ASML Holding
Coverage intensity for ASML Holding NV 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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ASML Holding Short Properties
A short-interest review of ASML Holding NV 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 | 388.9 M | |
| Cash And Short Term Investments | 13.3 B |