Estee Lauder Stock Forward View - Simple Regression
| EL Stock | USD 73.12 1.64 2.29% |
This reference view applies Simple Regression to Estee Lauder Companies's historical closing prices. Estee Lauder Companies's Simple Regression reference page summarizes the forecasted price and model accuracy metrics from daily trading data. Estee Lauder Companies's forecast reference data is generated from the equity's historical trading prices. Mean absolute deviation and related metrics help quantify forecast uncertainty for Estee Lauder Companies.
The Simple Regression forecasted value of Estee Lauder Companies on the next trading day is expected to be 89.30 with a mean absolute deviation of 7.19 and the sum of the absolute errors of 438.87.In general, regression methods applied to historical equity returns or prices series is an area of active research. In recent decades, new methods have been developed for robust regression of price series such as Estee Lauder Companies historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data. All forecast values on this page for Estee Lauder Companies are Simple Regression reference data derived from historical price series. Simple Regression Price Forecast For the 26th of March
Given 90 days horizon, the Simple Regression forecasted value of Estee Lauder Companies on the next trading day is expected to be 89.30 with a mean absolute deviation of 7.19 , mean absolute percentage error of 70.87 , and the sum of the absolute errors of 438.87 .Please note that although there have been many attempts to predict Estee 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 Estee Lauder's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
| Backtest Estee Lauder | Estee Lauder Price Prediction | Research Analysis |
Forecasted Value
This next-day forecast for Estee Lauder Companies uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. 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 Regression forecasting method's relative quality and the estimations of the prediction error of Estee Lauder stock data series using in forecasting. Note that when a statistical model is used to represent Estee Lauder 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 | 122.3713 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 7.1945 |
| MAPE | Mean absolute percentage error | 0.0707 |
| SAE | Sum of the absolute errors | 438.8671 |
Other Forecasting Options for Estee Lauder
Volume-weighted price analysis for Estee Stock gives heavier weight to price levels where trading activity was highest. Crossovers in the MACD line and signal line can identify shifts in Estee momentum before they appear in raw price. Comparing Estee Lauder's realized volatility to implied volatility reveals whether the options market expects larger or smaller moves. Readings above 80 or below 20 highlight potential reversal zones in Estee Stock price action.Estee Lauder Related Equities
These related stocks within the Consumer Staples space give benchmarks for judging Estee Lauder's results, margins, and growth trend. Checking Estee Lauder against peers on P/E, margins, and return on equity helps put its position in context. Falling behind peers on key ratios may signal headwinds or execution issues worth looking into. Combining quantitative ratios with qualitative context such as management quality and market position sharpens peer comparisons.
| Risk & Return | Correlation |
Estee Lauder Market Strength Events
Evaluating the market strength of Estee Lauder stock allows investors to gauge shifts in market momentum. Monitoring these indicators highlights periods where Estee Lauder Companies trading conditions shift meaningfully. These metrics are particularly useful when Estee Lauder stock shows divergence from broader market trends. Regularly reviewing Estee Lauder Companies strength signals helps maintain a structured approach to position management.
| Accumulation Distribution | 345294.0 | |||
| Daily Balance Of Power | 0.4316 | |||
| Rate Of Daily Change | 1.02 | |||
| Day Median Price | 72.48 | |||
| Day Typical Price | 72.69 | |||
| Price Action Indicator | 1.46 | |||
| Period Momentum Indicator | 1.64 |
Estee Lauder Risk Indicators
Understanding Estee Lauder's risk indicators is essential for any investor seeking to forecast its future price accurately. By identifying how much risk is embedded in Estee Lauder's investment, investors can decide how to position their exposure. Reviewing Estee Lauder's basic risk indicators is essential for managing investment risk effectively. The risk-return trade-off for estee stock becomes clearer when Estee Lauder's risk indicators are properly assessed.
| Mean Deviation | 2.28 | |||
| Standard Deviation | 3.68 | |||
| Variance | 13.52 |
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 Estee Lauder
Story coverage around Estee Lauder Companies often expands when market conditions, narrative momentum, or risk-adjusted performance make the security more visible to investors. A disciplined read of coverage separates durable relevance from temporary noise.
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Estee Lauder Short Properties
A short-interest review of Estee Lauder Companies provides context for understanding whether skepticism in the market is becoming more influential. The practical goal is to identify when the balance between long and short participation may be changing the quality of the setup.
| Common Stock Shares Outstanding | 360.1 M | |
| Cash And Short Term Investments | 2.9 B |