Orchid Island Stock Forward View - Triple Exponential Smoothing

ORC Stock  USD 6.82  -0.32  -4.48%   
The reference data on this page reflects Triple Exponential Smoothing output applied to Orchid Island Capital's historical daily closing prices. Forecast values and accuracy statistics are presented for informational purposes.
The Triple Exponential Smoothing forecasted value of Orchid Island Capital on the next trading day is expected to be 6.77 with a mean absolute deviation of 0.08 and the sum of the absolute errors of 4.55.As with simple exponential smoothing, in triple exponential smoothing models past Orchid Island 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 Orchid Island Capital observations. The forecast reference data presented here for Orchid Island Capital reflects Triple Exponential Smoothing model output and is intended as reference material for analytical use.
Triple exponential smoothing for Orchid Island - 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 Orchid Island 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 Orchid Island price movement. However, neither of these exponential smoothing models address any seasonality of Orchid Island Capital.

Triple Exponential Smoothing Price Forecast For the 23rd of March

Given 90 days horizon, the Triple Exponential Smoothing forecasted value of Orchid Island Capital on the next trading day is expected to be 6.77 with a mean absolute deviation of 0.08 , mean absolute percentage error of 0.01 , and the sum of the absolute errors of 4.55 .
Please note that although there have been many attempts to predict Orchid 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 Orchid Island's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Stock Forecast Pattern

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Forecasted Value

This next-day forecast for Orchid Island Capital uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. Investors should still remember that no empirical framework consistently proves that one family of forecasting models will outperform all other approaches in live markets.
Market Value
6.82
6.77
Expected Value
8.17
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 Orchid Island stock data series using in forecasting. Note that when a statistical model is used to represent Orchid Island 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 0.0187
MADMean absolute deviation0.077
MAPEMean absolute percentage error0.0103
SAESum of the absolute errors4.5459
As with simple exponential smoothing, in triple exponential smoothing models past Orchid Island 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 Orchid Island Capital observations.

Other Forecasting Options for Orchid Island

Understanding Orchid Island's price movement is a prerequisite for any investor considering Orchid as a position. Orchid Stock price charts are frequently cluttered with noise that can interfere with accurate interpretation.

Orchid Island Related Equities

The following equities are related to Orchid Island within the Financials space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing Orchid Island 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

Orchid Island Market Strength Events

For traders and investors in Orchid Island Capital, market strength indicators offer a quantitative framework for evaluating the stock's responsiveness to market conditions. These tools help identify when trading Orchid Island shares is most likely to generate favorable returns.

Orchid Island Risk Indicators

Analyzing Orchid Island's risk indicators provides a critical input for price forecasting and investment risk management. By quantifying the risk in Orchid Island's investment, investors can make more informed decisions about their exposure and hedging strategies.
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 Orchid Island

A coverage review of Orchid Island Capital shows when the security is attracting above-average attention from contributors and market observers. This is most useful when investors want to understand why a security is suddenly drawing more public discussion.

Orchid Island Short Properties

A short-interest review of Orchid Island Capital provides context for understanding whether skepticism in the market is becoming more influential. The stronger read compares short sentiment with trend behavior, volume, and the broader market narrative.
Common Stock Shares Outstanding128.3 M
Cash And Short Term Investments724.6 M

More Resources for Orchid Stock Analysis

The foundation for reviewing Orchid Island Capital is its financial reporting and trend data. Financial ratios help explain how results are produced and sustained. The dataset reflects Orchid Island's financial reporting across available periods.