Innospec Stock Forward View - Triple Exponential Smoothing

IOSP Stock  USD 70.75  2.85  4.20%   
The Triple Exponential Smoothing forecast shown here for Innospec is reference data produced from its historical price series. The projected value and error measures below serve as reference information.
The Triple Exponential Smoothing forecasted value of Innospec on the next trading day is expected to be 70.56 with a mean absolute deviation of 0.96 and the sum of the absolute errors of 56.58.As with simple exponential smoothing, in triple exponential smoothing models past Innospec observations are given exponentially smaller weights as the observations get older. In other words, recent observations are given relatively more weight in forecasting than the older Innospec observations. This Triple Exponential Smoothing reference page for Innospec presents model-generated projections from historical price data for informational purposes.
Triple exponential smoothing for Innospec - also known as the Winters method - is a refinement of the popular double exponential smoothing model with the addition of periodicity (seasonality) component. Simple exponential smoothing technique works best with data where there are no trend or seasonality components to the data. When Innospec 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 trend in Innospec price movement. However, neither of these exponential smoothing models address any seasonality of Innospec.

Triple Exponential Smoothing Price Forecast For the 26th of March

Given 90 days horizon, the Triple Exponential Smoothing forecasted value of Innospec on the next trading day is expected to be 70.56 with a mean absolute deviation of 0.96 , mean absolute percentage error of 1.65 , and the sum of the absolute errors of 56.58 .
Please note that although there have been many attempts to predict Innospec 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 Innospec's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Stock Forecast Pattern

Backtest Innospec  Innospec Price Prediction  Research Analysis  

Forecasted Value

This next-day forecast for Innospec uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. No forecasting approach has been shown to beat all others over time. Investors should treat any model output as a guide, not a guarantee.
Market Value
70.75
70.56
Expected Value
72.20
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Triple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Innospec stock data series using in forecasting. Note that when a statistical model is used to represent Innospec 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 -0.0171
MADMean absolute deviation0.959
MAPEMean absolute percentage error0.0123
SAESum of the absolute errors56.5819
As with simple exponential smoothing, in triple exponential smoothing models past Innospec observations are given exponentially smaller weights as the observations get older. In other words, recent observations are given relatively more weight in forecasting than the older Innospec observations.

Other Forecasting Options for Innospec

The distribution of Innospec's daily returns is typically non-normal, with fatter tails than a Gaussian model predicts. This can reveal hidden support and resistance zones in Innospec's chart that simple price charts miss.

Innospec Related Equities

The stocks listed below are peers of Innospec within the Materials space and offer context for ranking and strength. Market cap and total value checks frame Innospec's size within the competitive field. Persistent outperformance or underperformance by specific peers relative to Innospec often signals structural advantages or weaknesses.
 Risk & Return  Correlation

Innospec Market Strength Events

Market strength indicators for Innospec give insight into the stock's responsiveness to broader forces. These indicators are useful for traders seeking optimal timing for positions in Innospec.

Innospec Risk Indicators

A thorough review of Innospec's risk indicators is an important first step in forecasting its price. Quantifying the risk involved in Innospec's allows investors to make better decisions about entry, sizing, and hedging.
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 Innospec

Story coverage around Innospec often expands when market conditions, narrative momentum, or risk-adjusted performance make the security more visible to investors. The practical risk is that faster visibility can increase both interest and skepticism at the same time.

Innospec Short Properties

Reviewing short-oriented indicators for Innospec 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 Outstanding25 M
Cash And Short Term Investments292.5 M

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