PENN Entertainment Stock Forward View - Simple Exponential Smoothing
| P2EN34 Stock | 7.97 -0.16 -1.97% |
Momentum
Sell Peaked
Oversold | Overbought |
Hype-based context for PENN Entertainment connects recent headlines with price response and peer activity.
The Simple Exponential Smoothing forecasted value of PENN Entertainment on the next trading day is expected to be 7.97 with a mean absolute deviation of 0.11 and the sum of the absolute errors of 6.82.PENN Entertainment after-hype prediction price | R$ 7.97 |
This sentiment layer is designed to be read with forecasting, technical, analyst, earnings, and momentum context.
PENN |
PENN Entertainment Additional Predictive Modules
Most predictive techniques to examine PENN price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for PENN using various technical indicators. When you analyze PENN 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.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
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| Volatility Indicators | ||
| Volume Indicators |
Simple Exponential Smoothing Price Forecast For the 15th of March 2026
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of PENN Entertainment on the next trading day is expected to be 7.97 with a mean absolute deviation of 0.11 , mean absolute percentage error of 0.10 , and the sum of the absolute errors of 6.82 .Please note that although there have been many attempts to predict PENN 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 PENN Entertainment's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
Forecasted Value
This next-day forecast for PENN Entertainment 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.
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 PENN Entertainment stock data series using in forecasting. Note that when a statistical model is used to represent PENN Entertainment 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 | 115.8373 |
| Bias | Arithmetic mean of the errors | -0.0085 |
| MAD | Mean absolute deviation | 0.1118 |
| MAPE | Mean absolute percentage error | 0.0147 |
| SAE | Sum of the absolute errors | 6.82 |
Mean reversion in PENN Entertainment's price occurs when temporary dislocations - caused by sentiment extremes, news events, or liquidity shocks - correct back toward the stock's historical fair value.
A rigorous investment case for PENN Entertainment requires more than studying its own financials. Benchmarking PENN Entertainment's performance, valuation, and risk profile against competitors is essential to validate any investment thesis. Estimiated After-Hype Price Volatility
Understanding PENN Entertainment's probability distribution helps investors calibrate position size to their risk tolerance. The tails of the PENN Entertainment distribution capture low-probability but high-impact outcomes that naive point estimates ignore.
Next price density |
| Expected price to next headline |
Price Outlook Analysis
Have you ever been surprised when a price of a Company such as PENN Entertainment is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading PENN Entertainment 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 PENN Entertainment, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.23 | 4.70 | 0.00 | 0.00 | 0 Events | 0 Events | Within a week |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
7.97 | 7.97 | 0.00 |
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Hype Timeline
PENN Entertainment is at this time traded for 7.97on Sao Paulo Exchange of Brazil. The company stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. PENN is forecasted not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is insignificant. The immediate return on the next news is forecasted to be very small, whereas the daily expected return is at this time at 0.23%. %. The volatility of related hype on PENN Entertainment is about 0.0%, with the expected price after the next announcement by competition of 7.97. Assuming the 90-day trading horizon the next forecasted press release will be within a week. Use Your Equity Center to better understand diversified portfolio construction. Clearer exposure analysis supports long-term portfolio balance. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in nation.Related Hype Analysis
Understanding how PENN Entertainment's direct competitors react to news events helps investors anticipate contagion effects and sector-wide sentiment shifts that may affect PENN Entertainment's performance.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| A1LK34 | Alaska Air Group | 0.00 | 0 per month | 0.00 | -0.02 | 1.42 | -3.59 | 33.32 | |
| J1BH34 | JB Hunt Transport | 0.00 | 0 per month | 0.00 | 0.18 | 0.16 | 0.00 | 13.38 | |
| TSNF34 | Tyson Foods | 0.00 | 0 per month | 0.05 | 0.12 | 0.59 | -1.48 | 15.09 | |
| D1XC34 | DXC Technology | 0.00 | 0 per month | 0.00 | 0.02 | 1.35 | -0.58 | 33.43 | |
| CLOV34 | Clover Health Investments | 0.00 | 0 per month | 0.00 | -0.08 | 4.03 | -5.28 | 25.01 | |
| S1PO34 | Spotify Technology SA | 0.00 | 0 per month | 0.00 | -0.01 | 4.70 | -6.64 | 24.61 | |
| U1RI34 | United Rentals | 0.00 | 0 per month | 0.00 | -0.03 | 4.69 | -3.66 | 20.92 | |
| DEAI34 | Delta Air Lines | 0.00 | 0 per month | 0.00 | -0.05 | 3.36 | -5.04 | 21.45 |
Other Forecasting Options for PENN Entertainment
The price movement of PENN is a central concern for all potential investors, regardless of their level of expertise. PENN Stock price charts can be difficult to interpret due to the noise present in the data.PENN Entertainment Related Equities
The following equities are related to PENN Entertainment and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing PENN Entertainment 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 |
PENN Entertainment Market Strength Events
Market strength indicators applied to PENN Entertainment stock help investors assess the relative momentum and resilience of the security in different market environments. By using these indicators, traders can make more informed decisions about when to buy or sell PENN Entertainment.
| Rate Of Daily Change | 0.98 | |||
| Day Median Price | 7.97 | |||
| Day Typical Price | 7.97 | |||
| Price Action Indicator | -0.08 | |||
| Period Momentum Indicator | -0.16 |
PENN Entertainment Risk Indicators
Risk indicator analysis for PENN Entertainment is essential for accurately projecting its future price trajectory. By identifying the level of risk embedded in PENN Entertainment's investment, investors can make informed decisions about position sizing and risk mitigation.
| Mean Deviation | 1.62 | |||
| Semi Deviation | 2.74 | |||
| Standard Deviation | 4.74 | |||
| Variance | 22.43 | |||
| Downside Variance | 56.72 | |||
| Semi Variance | 7.53 | |||
| Expected Short fall | -10.69 |
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 PENN Entertainment
Coverage intensity for PENN Entertainment matters because narrative visibility can influence sentiment, participation, and volatility around the name. The stronger process compares story flow with performance, theme classification, and the level of short-term market interest.
Other Macroaxis Stories
Story coverage on Macroaxis is built for readers who approach markets from different levels of experience but share the same need for disciplined investment context. Used well, these stories become part of a broader workflow built around idea generation, validation, and risk-adjusted portfolio design.