GAM Holding Stock Forward View - Double Exponential Smoothing
| GAM Stock | CHF 0.12 0.01 9.09% |
This page documents Double Exponential Smoothing forecast output for GAM Holding AG as reference data. The model is applied to historical closing prices and the resulting projection and error statistics are shown below.
The Double Exponential Smoothing forecasted value of GAM Holding AG on the next trading day is expected to be 0.12 with a mean absolute deviation of 0.0042 and the sum of the absolute errors of 0.25.When GAM Holding AG 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 GAM Holding AG 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 GAM Holding observations are given relatively more weight in forecasting than the older observations. The Double Exponential Smoothing reference information for GAM Holding is based on available price data and is intended for informational purposes. Double Exponential Smoothing Price Forecast For the 22nd of March
Given 90 days horizon, the Double Exponential Smoothing forecasted value of GAM Holding AG on the next trading day is expected to be 0.12 with a mean absolute deviation of 0.0042 , mean absolute percentage error of 0.000039 , and the sum of the absolute errors of 0.25 .Please note that although there have been many attempts to predict GAM 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 GAM Holding's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
| Backtest GAM Holding | GAM Holding Price Prediction | Research Analysis |
Forecasted Value
This next-day forecast for GAM Holding AG uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. The projected forecast band currently runs from roughly 0.0012 on the downside to about 4.44 on the 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 GAM Holding stock data series using in forecasting. Note that when a statistical model is used to represent GAM 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 | Huge |
| Bias | Arithmetic mean of the errors | 8.0E-4 |
| MAD | Mean absolute deviation | 0.0042 |
| MAPE | Mean absolute percentage error | 0.0321 |
| SAE | Sum of the absolute errors | 0.2501 |
Other Forecasting Options for GAM Holding
Any investor evaluating GAM must grapple with the challenge of interpreting GAM Holding's price movement accurately. GAM Stock price charts typically contain substantial noise that can complicate analysis and lead to poor decisions.GAM Holding Related Equities
The following equities are related to GAM Holding within the Financials space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing GAM Holding 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 |
GAM Holding Market Strength Events
Market strength indicators for GAM Holding assess how the stock responds to ongoing changes in market conditions and investor sentiment. By monitoring these indicators, investors can identify the most opportune moments to trade GAM Holding AG.
| Rate Of Daily Change | 1.09 | |||
| Day Median Price | 0.12 | |||
| Day Typical Price | 0.12 | |||
| Price Action Indicator | 0.005 | |||
| Period Momentum Indicator | 0.01 |
GAM Holding Risk Indicators
Risk indicator analysis for GAM Holding is a critical component of accurate price forecasting and sound investment decision-making. By identifying how much risk is embedded in GAM Holding's investment, investors can decide how to position and protect their exposure.
| Mean Deviation | 2.59 | |||
| Standard Deviation | 4.36 | |||
| Variance | 18.98 |
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 GAM Holding
Coverage intensity for GAM Holding AG matters because narrative visibility can influence sentiment, participation, and volatility around the name. Used properly, this context can help investors judge whether visibility is reinforcing the thesis or attracting more speculative pressure.
Other Macroaxis Stories
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GAM Holding Short Properties
Reviewing short-oriented indicators for GAM Holding AG is useful because long and short participants often create very different signals for timing and volatility. A disciplined short-interest review can make timing decisions more informed under rising skepticism.
| Common Stock Shares Outstanding | 157.5 M | |
| Cash And Short Term Investments | 65.5 M |
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