Autolus Therapeutics Stock Forward View - Simple Exponential Smoothing
| AUTL Stock | USD 1.37 -0.06 -4.20% |
Autolus Therapeutics's Simple Exponential Smoothing forecast reference data is generated from the equity's historical trading prices. This page presents the model output and associated accuracy measures as reference information.
The Simple Exponential Smoothing forecasted value of Autolus Therapeutics on the next trading day is expected to be 1.37 with a mean absolute deviation of 0.06 and the sum of the absolute errors of 3.52.This simple exponential smoothing model begins by setting Autolus Therapeutics forecast for the second period equal to the observation of the first period. In other words, recent Autolus Therapeutics observations are given relatively more weight in forecasting than the older observations. The Simple Exponential Smoothing projections for Autolus Therapeutics are reference data based on historical daily prices and are provided as informational context. Simple Exponential Smoothing Price Forecast For the 21st of March
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Autolus Therapeutics on the next trading day is expected to be 1.37 with a mean absolute deviation of 0.06 , mean absolute percentage error of 0.01 , and the sum of the absolute errors of 3.52 .Please note that although there have been many attempts to predict Autolus 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 Autolus Therapeutics' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
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Forecasted Value
Forecasting Autolus Therapeutics for the next session involves measuring the model's historical ability to define credible downside and upside scenarios. Used properly, these levels provide context around forecast dispersion rather than certainty about the next closing print.
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 Autolus Therapeutics stock data series using in forecasting. Note that when a statistical model is used to represent Autolus Therapeutics 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 | 111.184 |
| Bias | Arithmetic mean of the errors | 0.006 |
| MAD | Mean absolute deviation | 0.0587 |
| MAPE | Mean absolute percentage error | 0.0371 |
| SAE | Sum of the absolute errors | 3.52 |
Other Forecasting Options for Autolus Therapeutics
The price trajectory of Autolus is the primary concern for any investor assessing it as an opportunity. Autolus Stock price charts are filled with noise that can easily mislead uninformed investment decisions.Autolus Therapeutics Related Equities
The following equities are related to Autolus Therapeutics within the Health Care space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing Autolus Therapeutics 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 |
Autolus Therapeutics Market Strength Events
Understanding the market strength of Autolus Therapeutics stock enables investors to assess the security's momentum and responsiveness to broader market forces. These indicators are essential tools for timing trades in Autolus Therapeutics with greater precision.
Autolus Therapeutics Risk Indicators
Reviewing Autolus Therapeutics' basic risk indicators is essential for investors who want to forecast its price and manage their investment risk effectively. This analysis helps identify the amount of risk involved in holding Autolus Therapeutics' and informs decisions about hedging and position.
| Mean Deviation | 3.5 | |||
| Standard Deviation | 4.65 | |||
| Variance | 21.58 |
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 Autolus Therapeutics
Coverage intensity for Autolus Therapeutics matters because narrative visibility can influence sentiment, participation, and volatility around the name. The practical risk is that faster visibility can increase both interest and skepticism at the same time.
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Autolus Therapeutics Short Properties
Short sentiment tied to Autolus Therapeutics matters because heavier bearish pressure can change how quickly future price expectations become unstable. This is most valuable when investors want to know whether bearish pressure is starting to shape the market's reaction function.
| Common Stock Shares Outstanding | 255.2 M | |
| Cash And Short Term Investments | 588 M |