BillerudKorsnas Stock Forward View - Double Exponential Smoothing

BILL Stock  SEK 72.80  1.35  1.89%   
The Double Exponential Smoothing forecast reference data for BillerudKorsnas AB is based on the equity's recent trading history. Forecast values and accuracy indicators are summarized on this page for reference. This reference information is provided for analytical context.
The Double Exponential Smoothing forecasted value of BillerudKorsnas AB on the next trading day is expected to be 72.39 with a mean absolute deviation of 1.70 and the sum of the absolute errors of 100.19.When BillerudKorsnas AB 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 BillerudKorsnas AB trend in the prices. So in double exponential smoothing past observations are given exponentially smaller weights as the observations get older. In other words, recent BillerudKorsnas observations are given relatively more weight in forecasting than the older observations. The Double Exponential Smoothing projections for BillerudKorsnas AB are reference data based on historical daily prices and are provided as informational context.
Double exponential smoothing - also known as Holt exponential smoothing is a refinement of the popular simple exponential smoothing model with an additional trending component. Double exponential smoothing model for BillerudKorsnas works best with periods where there are trends or seasonality.

Double Exponential Smoothing Price Forecast For the 26th of March

Given 90 days horizon, the Double Exponential Smoothing forecasted value of BillerudKorsnas AB on the next trading day is expected to be 72.39 with a mean absolute deviation of 1.70 , mean absolute percentage error of 6.54 , and the sum of the absolute errors of 100.19 .
Please note that although there have been many attempts to predict BillerudKorsnas 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 BillerudKorsnas' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Stock Forecast Pattern

Backtest BillerudKorsnas  BillerudKorsnas Price Prediction  Research Analysis  

Forecasted Value

For the next trading day, Macroaxis evaluates BillerudKorsnas' predictive range by looking for statistically meaningful downside and upside boundaries. Used properly, these levels provide context around forecast dispersion rather than certainty about the next closing print.
Market Value
72.80
72.39
Expected Value
75.22
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Double Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of BillerudKorsnas stock data series using in forecasting. Note that when a statistical model is used to represent BillerudKorsnas 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 0.2731
MADMean absolute deviation1.6981
MAPEMean absolute percentage error0.0212
SAESum of the absolute errors100.1881
When BillerudKorsnas AB 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 BillerudKorsnas AB trend in the prices. So in double exponential smoothing past observations are given exponentially smaller weights as the observations get older. In other words, recent BillerudKorsnas observations are given relatively more weight in forecasting than the older observations.

Other Forecasting Options for BillerudKorsnas

Volatility clustering is a well-documented feature of BillerudKorsnas Stock price data where periods of large moves tend to follow other large moves. When BillerudKorsnas' RSI reaches extreme levels, it often precedes a short-term price correction or consolidation. Seasonal patterns in BillerudKorsnas' returns can persist when driven by structural factors like earnings calendars or index rebalancing.

BillerudKorsnas Related Equities

These firms work in a similar space as BillerudKorsnas within the Materials space and serve as useful points for comparison. Checking cash flow across this peer set helps gauge BillerudKorsnas' relative financial strength. Falling behind peers on key ratios may signal headwinds or execution issues worth looking into. The peer review below gives a clear framework for judging BillerudKorsnas' standing among rivals.
 Risk & Return  Correlation

BillerudKorsnas Market Strength Events

Analyzing market strength indicators for BillerudKorsnas enables investors to understand relative stock momentum. These tools help identify favorable windows for position changes in BillerudKorsnas AB. Market strength indicators support more precise timing of BillerudKorsnas AB positions across market cycles.

BillerudKorsnas Risk Indicators

Identifying and analyzing BillerudKorsnas' key risk indicators is a foundational step in projecting how its price may evolve. This process involves measuring the level of investment risk in BillerudKorsnas' and determining how best to manage it. Studying BillerudKorsnas' risk indicators helps investors understand the risk level of billerudkorsnas stock.
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 BillerudKorsnas

A coverage review of BillerudKorsnas AB 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.

Other Macroaxis Stories

Macroaxis story coverage is designed for a broad investing audience that ranges from self-directed traders to advisers, researchers, and institutional market participants. The content is intended to support people who want a more structured path from headline information to portfolio action.

BillerudKorsnas Short Properties

Short sentiment tied to BillerudKorsnas AB 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 Outstanding222.4 M
Cash And Short Term Investments3.6 B

Additional Tools for BillerudKorsnas Stock Analysis

Portfolio Anywhere
Track or share privately all of your investments from the convenience of any device
Portfolio Comparator
Compare the composition, asset allocations and performance of any two portfolios in your account
Analyst Advice
Analyst recommendations and target price estimates broken down by several categories
Equity Forecasting
Use basic forecasting models to generate price predictions and determine price momentum
Portfolio Prophet
Use AI to generate optimal portfolios and find investment opportunities
Latest Portfolios
Quick portfolio dashboard that showcases your latest portfolios
Alpha Finder
Use alpha and beta coefficients to find investment opportunities after accounting for the risk
Technical Analysis
Check basic technical indicators and analysis based on most latest market data
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets