Mersana Therapeutics Stock Forward View - Simple Exponential Smoothing

MRSN Stock  USD 29.08  0.18  0.62%   
Mersana Stock outlook is based on your current time horizon. Although Mersana Therapeutics' naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of Mersana Therapeutics' systematic risk associated with finding meaningful patterns of Mersana Therapeutics fundamentals over time.
The RSI of Mersana Therapeutics' share price is above 70 as of today. This indicates that the stock is becoming overbought or overvalued. The idea behind Relative Strength Index (RSI) is that it helps to track how fast people are buying or selling Mersana, making its price go up or down.

Momentum 77

 Buy Stretched

 
Oversold
 
Overbought
The successful prediction of Mersana Therapeutics' future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Mersana Therapeutics, which may create opportunities for some arbitrage if properly timed. Below are the key fundamental drivers impacting Mersana Therapeutics' stock price prediction:
EPS Estimate Next Quarter
(2.94)
EPS Estimate Current Year
(14.31)
EPS Estimate Next Year
(11.11)
Wall Street Target Price
30.75
EPS Estimate Current Quarter
(0.89)
Using Mersana Therapeutics hype-based prediction, you can estimate the value of Mersana Therapeutics from the perspective of Mersana Therapeutics response to recently generated media hype and the effects of current headlines on its competitors. We also analyze overall investor sentiment towards Mersana Therapeutics using Mersana Therapeutics' stock options and short interest. It helps to benchmark the overall future attitude of investors towards Mersana using crowd psychology based on the activity and movement of Mersana Therapeutics' stock price.

Mersana Therapeutics Short Interest

An investor who is long Mersana Therapeutics may also wish to track short interest. As short interest increases, investors should be becoming more worried about Mersana Therapeutics and may potentially protect profits, hedge Mersana Therapeutics with its derivative instruments, or be ready for some potential downside.
200 Day MA
12.2293
Short Percent
0.0119
Short Ratio
0.79
Shares Short Prior Month
53.8 K
50 Day MA
23.9768

Mersana Relative Strength Index

The Simple Exponential Smoothing forecasted value of Mersana Therapeutics on the next trading day is expected to be 29.08 with a mean absolute deviation of 0.56 and the sum of the absolute errors of 33.89.

Mersana Therapeutics Hype to Price Pattern

Investor biases related to Mersana Therapeutics' public news can be used to forecast risks associated with an investment in Mersana. The trend in average sentiment can be used to explain how an investor holding Mersana can time the market purely based on public headlines and social activities around Mersana Therapeutics. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
Some investors profit by finding stocks that are overvalued or undervalued based on market sentiment. The correlation of Mersana Therapeutics' market sentiment to its price can help taders to make decisions based on the overall investors consensus about Mersana Therapeutics.

Mersana Therapeutics Implied Volatility

    
  0.37  
Mersana Therapeutics' implied volatility exposes the market's sentiment of Mersana Therapeutics stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Mersana Therapeutics' implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Mersana Therapeutics stock will not fluctuate a lot when Mersana Therapeutics' options are near their expiration.
The Simple Exponential Smoothing forecasted value of Mersana Therapeutics on the next trading day is expected to be 29.08 with a mean absolute deviation of 0.56 and the sum of the absolute errors of 33.89.

Mersana Therapeutics after-hype prediction price

    
  USD 29.32  
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as stock price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in real.

Prediction based on Rule 16 of the current Mersana contract

Based on the Rule 16, the options market is currently suggesting that Mersana Therapeutics will have an average daily up or down price movement of about 0.0231% per day over the life of the 2026-02-20 option contract. With Mersana Therapeutics trading at USD 29.08, that is roughly USD 0.006725 . If you think that the market is fully incorporating Mersana Therapeutics' daily price movement you should consider acquiring Mersana Therapeutics options at the current volatility level of 0.37%. But if you have an opposite viewpoint you should avoid it and even consider selling them.

Open Interest Against 2026-02-20 Mersana Option Contracts

Although open interest is a measure utilized in the options markets, it could be used to forecast Mersana Therapeutics' spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest in Mersana Therapeutics' options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for Mersana Therapeutics stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current Mersana Therapeutics' open interest, investors have to compare it to Mersana Therapeutics' spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Mersana Therapeutics is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Mersana. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.

Mersana Therapeutics Additional Predictive Modules

Most predictive techniques to examine Mersana price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Mersana using various technical indicators. When you analyze Mersana charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Mersana Therapeutics 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 Mersana Therapeutics are weighted equally, Exponential Smoothing assigns exponentially decreasing weights as Mersana Therapeutics prices get older.

Mersana Therapeutics Simple Exponential Smoothing Price Forecast For the 1st of February

Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Mersana Therapeutics on the next trading day is expected to be 29.08 with a mean absolute deviation of 0.56, mean absolute percentage error of 5.87, and the sum of the absolute errors of 33.89.
Please note that although there have been many attempts to predict Mersana Stock prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Mersana Therapeutics' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Mersana Therapeutics Stock Forecast Pattern

Backtest Mersana Therapeutics  Mersana Therapeutics Price Prediction  Buy or Sell Advice  

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 Mersana Therapeutics stock data series using in forecasting. Note that when a statistical model is used to represent Mersana Therapeutics 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 Criteria118.0423
BiasArithmetic mean of the errors -0.3335
MADMean absolute deviation0.5648
MAPEMean absolute percentage error0.0322
SAESum of the absolute errors33.89
This simple exponential smoothing model begins by setting Mersana Therapeutics forecast for the second period equal to the observation of the first period. In other words, recent Mersana Therapeutics observations are given relatively more weight in forecasting than the older observations.

Predictive Modules for Mersana Therapeutics

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Mersana Therapeutics. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mersana Therapeutics' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
1.4729.3260.96
Details
Intrinsic
Valuation
LowRealHigh
1.3827.5959.23
Details
Bollinger
Band Projection (param)
LowMiddleHigh
27.4928.5729.66
Details
9 Analysts
Consensus
LowTargetHigh
27.9830.7534.13
Details

Mersana Therapeutics After-Hype Price Density Analysis

As far as predicting the price of Mersana Therapeutics at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Mersana Therapeutics or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Stock prices, such as prices of Mersana Therapeutics, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

Mersana Therapeutics Estimiated After-Hype Price Volatility

In the context of predicting Mersana Therapeutics' stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Mersana Therapeutics' historical news coverage. Mersana Therapeutics' after-hype downside and upside margins for the prediction period are 1.47 and 60.96, respectively. We have considered Mersana Therapeutics' daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
29.08
29.32
After-hype Price
60.96
Upside
Mersana Therapeutics is unstable at this time. Analysis and calculation of next after-hype price of Mersana Therapeutics is based on 3 months time horizon.

Mersana Therapeutics Stock Price Outlook Analysis

Have you ever been surprised when a price of a Company such as Mersana Therapeutics is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Mersana Therapeutics backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Stock price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Mersana Therapeutics, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  4.78 
31.64
  0.24 
  1.27 
5 Events / Month
7 Events / Month
In about 5 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
29.08
29.32
0.83 
63,280  
Notes

Mersana Therapeutics Hype Timeline

Mersana Therapeutics is now traded for 29.08. The entity has historical hype elasticity of 0.24, and average elasticity to hype of competition of 1.27. Mersana is projected to increase in value after the next headline, with the price projected to jump to 29.32 or above. The average volatility of media hype impact on the company the price is over 100%. The price boost on the next news is projected to be 0.83%, whereas the daily expected return is now at 4.78%. The volatility of related hype on Mersana Therapeutics is about 11939.62%, with the expected price after the next announcement by competition of 30.35. The company reported the previous year's revenue of 40.5 M. Net Loss for the year was (69.19 M) with loss before overhead, payroll, taxes, and interest of (35.85 M). Given the investment horizon of 90 days the next projected press release will be in about 5 days.
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in real.

Mersana Therapeutics Related Hype Analysis

Having access to credible news sources related to Mersana Therapeutics' direct competition is more important than ever and may enhance your ability to predict Mersana Therapeutics' future price movements. Getting to know how Mersana Therapeutics' peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Mersana Therapeutics may potentially react to the hype associated with one of its peers.
Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
KZRKezar Life Sciences 0.01 9 per month 1.04 (0.04) 1.46 (1.28) 7.79 
ALGSAligos Therapeutics 1.69 8 per month 0.00 (0.03) 10.16 (8.73) 28.43 
FGENFibroGen(0.96)7 per month 0.00 (0.06) 4.33 (5.28) 28.75 
OKUROnKure Therapeutics 0.07 9 per month 0.00 (0.08) 6.64 (6.92) 23.27 
TPSTTempest Therapeutics(0.02)20 per month 0.00 (0.20) 7.92 (9.56) 57.69 
XFORX4 Pharmaceuticals 1.69 27 per month 3.92  0.01  7.28 (5.21) 23.09 
BRNSBarinthus Biotherapeutics plc 0.02 7 per month 0.00 (0.18) 5.71 (9.09) 24.01 
INMBINmune Bio 0.15 10 per month 0.00 (0.05) 6.82 (7.91) 22.66 
BCABBioatla 0.01 7 per month 0.00 (0.12) 15.28 (16.25) 54.11 
XLOXilio Development(0.01)10 per month 0.00 (0.18) 4.23 (5.56) 15.41 

Mersana Therapeutics Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Mersana Therapeutics stock to make a market-neutral strategy. Peer analysis of Mersana Therapeutics could also be used in its relative valuation, which is a method of valuing Mersana Therapeutics by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Mersana Therapeutics Market Strength Events

Market strength indicators help investors to evaluate how Mersana Therapeutics stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Mersana Therapeutics shares will generate the highest return on investment. By undertsting and applying Mersana Therapeutics stock market strength indicators, traders can identify Mersana Therapeutics entry and exit signals to maximize returns.

Mersana Therapeutics Risk Indicators

The analysis of Mersana Therapeutics' basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Mersana Therapeutics' investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting mersana stock prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
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 Mersana Therapeutics

The number of cover stories for Mersana Therapeutics depends on current market conditions and Mersana Therapeutics' risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Mersana Therapeutics is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Mersana Therapeutics' long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.

Mersana Therapeutics Short Properties

Mersana Therapeutics' future price predictability will typically decrease when Mersana Therapeutics' long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Mersana Therapeutics often depends not only on the future outlook of the potential Mersana Therapeutics' investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Mersana Therapeutics' indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding4.9 M
Cash And Short Term Investments134.6 M
When determining whether Mersana Therapeutics offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Mersana Therapeutics' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Mersana Therapeutics Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Mersana Therapeutics Stock:
Check out Correlation Analysis to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in real.
You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
Will Biotechnology sector continue expanding? Could Mersana diversify its offerings? Factors like these will boost the valuation of Mersana Therapeutics. Expected growth trajectory for Mersana significantly influences the price investors are willing to assign. Accurate valuation requires analyzing both current fundamentals and future growth trajectories. Every Mersana Therapeutics data point contributes insight, yet successful analysis hinges on identifying the most consequential variables.
Earnings Share
(13.95)
Revenue Per Share
6.669
Quarterly Revenue Growth
(0.13)
Return On Assets
(0.36)
Return On Equity
(5.05)
Investors evaluate Mersana Therapeutics using market value (trading price) and book value (balance sheet equity), each telling a different story. Calculating Mersana Therapeutics' intrinsic value—the estimated true worth—helps identify when the stock trades at a discount or premium to fair value. Seasoned market participants apply comprehensive analytical frameworks to derive fundamental worth and identify mispriced opportunities. External factors like market trends, sector rotation, and investor psychology can cause Mersana Therapeutics' market price to deviate significantly from intrinsic value.
Understanding that Mersana Therapeutics' value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Mersana Therapeutics represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Conversely, Mersana Therapeutics' market price signifies the transaction level at which participants voluntarily complete trades.