Biglari Holdings Stock Forward View - Simple Exponential Smoothing

BH Stock  USD 311.73  -0.34  -0.11%   
Biglari Holdings's Simple Exponential Smoothing reference page covers the model's projected value and error measures derived from recent price data. This information is intended as reference material for analytical purposes.
The Simple Exponential Smoothing forecasted value of Biglari Holdings on the next trading day is projected to be 311.73 with a mean absolute deviation of 11.01 and the sum of the absolute errors of 660.57.This simple exponential smoothing model begins by setting Biglari Holdings forecast for the second period equal to the observation of the first period. In other words, recent Biglari Holdings observations are given relatively more weight in forecasting than the older observations. The forecast reference data presented here for Biglari Holdings reflects Simple Exponential Smoothing model output and is intended as reference material for analytical use.
Biglari Holdings 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 Biglari Holdings are weighted equally, Exponential Smoothing assigns exponentially decreasing weights as Biglari Holdings prices get older.

Simple Exponential Smoothing Price Forecast For the 21st of March

Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Biglari Holdings on the next trading day is expected to be 311.73 with a mean absolute deviation of 11.01 , mean absolute percentage error of 258.30 , and the sum of the absolute errors of 660.57 .
Please note that although there have been many attempts to predict Biglari 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 Biglari Holdings' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Stock Forecast Pattern

Backtest Biglari Holdings  Biglari Holdings Price Prediction  Research Analysis  

Forecasted Value

Forecasting Biglari Holdings for the next session involves measuring the model's historical ability to define credible downside and upside scenarios. The projected forecast band currently runs from roughly 307.70 on the downside to about 315.77 on the upside.
Market Value
311.73
307.70
Downside
311.73
Expected Value
315.77
Upside

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 Biglari Holdings stock data series using in forecasting. Note that when a statistical model is used to represent Biglari Holdings 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 Criteria121.8267
BiasArithmetic mean of the errors 0.7004
MADMean absolute deviation11.0094
MAPEMean absolute percentage error0.0293
SAESum of the absolute errors660.565
This simple exponential smoothing model begins by setting Biglari Holdings forecast for the second period equal to the observation of the first period. In other words, recent Biglari Holdings observations are given relatively more weight in forecasting than the older observations.

Other Forecasting Options for Biglari Holdings

Investors evaluating Biglari at any level of experience must contend with the challenge of understanding Biglari Holdings' price movement. The presence of noise in Biglari Stock price charts can significantly complicate investment decisions.

Biglari Holdings Related Equities

The following equities are related to Biglari Holdings within the Consumer Discretionary space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing Biglari Holdings 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

Biglari Holdings Market Strength Events

For investors tracking Biglari Holdings, market strength indicators offer a quantitative way to evaluate how the stock behaves under varying market conditions. These metrics are widely used to refine market timing and identify the most favorable moments to trade Biglari Holdings.

Biglari Holdings Risk Indicators

Analyzing Biglari Holdings' basic risk indicators provides investors with a structured view of the risk-return trade-off associated with biglari stock. Forecasting Biglari Holdings' future price accurately requires understanding and quantifying the risks present in the investment.
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 Biglari Holdings

The amount of media and story coverage tied to Biglari Holdings can signal where market attention is concentrating at the moment. This is most useful when investors want to understand why a security is suddenly drawing more public discussion.

Biglari Holdings Short Properties

Reviewing short-oriented indicators for Biglari Holdings is useful because long and short participants often create very different signals for timing and volatility. The stronger read compares short sentiment with trend behavior, volume, and the broader market narrative.
Common Stock Shares Outstanding3.1 M
Cash And Short Term Investments337.8 M

More Resources for Biglari Stock Analysis