Penske Automotive Stock Forecast - Simple Exponential Smoothing
| PAG Stock | USD 159.41 0.99 0.62% |
Penske Stock outlook is based on your current time horizon. We recommend always using this module together with an analysis of Penske Automotive's historical fundamentals, such as revenue growth or operating cash flow patterns.
As of 28th of January 2026, the value of RSI of Penske Automotive's share price is approaching 45 indicating that the stock is in nutural position, most likellhy at or near its support level. The main point of RSI analysis is to track how fast people are buying or selling Penske Automotive, making its price go up or down. Momentum 45
Impartial
Oversold | Overbought |
Using Penske Automotive hype-based prediction, you can estimate the value of Penske Automotive Group from the perspective of Penske Automotive response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Exponential Smoothing forecasted value of Penske Automotive Group on the next trading day is expected to be 159.62 with a mean absolute deviation of 1.48 and the sum of the absolute errors of 88.54. Penske Automotive after-hype prediction price | USD 159.41 |
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 Historical Fundamental Analysis of Penske Automotive to cross-verify your projections. Penske Automotive Additional Predictive Modules
Most predictive techniques to examine Penske price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Penske using various technical indicators. When you analyze Penske 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 | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Penske Automotive Simple Exponential Smoothing Price Forecast For the 29th of January
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Penske Automotive Group on the next trading day is expected to be 159.62 with a mean absolute deviation of 1.48, mean absolute percentage error of 4.06, and the sum of the absolute errors of 88.54.Please note that although there have been many attempts to predict Penske 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 Penske Automotive's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Penske Automotive Stock Forecast Pattern
| Backtest Penske Automotive | Penske Automotive Price Prediction | Buy or Sell Advice |
Penske Automotive Forecasted Value
In the context of forecasting Penske Automotive's Stock value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Penske Automotive's downside and upside margins for the forecasting period are 158.33 and 160.90, respectively. We have considered Penske Automotive's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
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 Penske Automotive stock data series using in forecasting. Note that when a statistical model is used to represent Penske Automotive 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 | 117.6745 |
| Bias | Arithmetic mean of the errors | 7.0E-4 |
| MAD | Mean absolute deviation | 1.4756 |
| MAPE | Mean absolute percentage error | 0.0091 |
| SAE | Sum of the absolute errors | 88.5378 |
Predictive Modules for Penske Automotive
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Penske Automotive. 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.Penske Automotive After-Hype Price Density Analysis
As far as predicting the price of Penske Automotive 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 Penske Automotive 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 Penske Automotive, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Penske Automotive Estimiated After-Hype Price Volatility
In the context of predicting Penske Automotive's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Penske Automotive's historical news coverage. Penske Automotive's after-hype downside and upside margins for the prediction period are 158.13 and 160.69, respectively. We have considered Penske Automotive's 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
Penske Automotive is very steady at this time. Analysis and calculation of next after-hype price of Penske Automotive is based on 3 months time horizon.
Penske Automotive Stock Price Outlook Analysis
Have you ever been surprised when a price of a Company such as Penske Automotive is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Penske Automotive 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 Penske Automotive, 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 |
0.01 | 1.28 | 0.00 | 0.00 | 0 Events / Month | 0 Events / Month | Within a week |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
159.41 | 159.41 | 0.00 |
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Penske Automotive Hype Timeline
On the 28th of January Penske Automotive is traded for 159.41. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. Penske 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 0.01%. %. The volatility of related hype on Penske Automotive is about 0.0%, with the expected price after the next announcement by competition of 159.41. About 21.0% of the company outstanding shares are owned by corporate insiders. The company has price-to-book ratio of 1.85. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. Penske Automotive has Price/Earnings To Growth (PEG) ratio of 2.01. The entity recorded earning per share (EPS) of 14.2. The firm last dividend was issued on the 14th of November 2025. Penske Automotive had 2:1 split on the 2nd of June 2006. Considering the 90-day investment horizon the next forecasted press release will be within a week. Check out Historical Fundamental Analysis of Penske Automotive to cross-verify your projections.Penske Automotive Related Hype Analysis
Having access to credible news sources related to Penske Automotive's direct competition is more important than ever and may enhance your ability to predict Penske Automotive's future price movements. Getting to know how Penske Automotive's 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 Penske Automotive may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| AN | AutoNation | 0.00 | 0 per month | 1.30 | 0.06 | 3.06 | (2.06) | 8.76 | |
| LAD | Lithia Motors | 0.00 | 0 per month | 1.54 | 0.01 | 3.28 | (2.97) | 9.83 | |
| ALV | Autoliv | 0.00 | 0 per month | 1.33 | 0.06 | 2.85 | (2.47) | 6.91 | |
| NCLH | Norwegian Cruise Line | 0.00 | 0 per month | 0.00 | (0.04) | 5.34 | (4.16) | 16.18 | |
| CCK | Crown Holdings | 0.00 | 0 per month | 1.54 | 0.05 | 2.35 | (2.36) | 6.71 | |
| MBLY | Mobileye Global Class | 0.00 | 0 per month | 0.00 | (0.17) | 3.57 | (5.65) | 15.74 | |
| TXRH | Texas Roadhouse | 0.00 | 0 per month | 1.42 | 0.06 | 2.78 | (2.37) | 8.07 | |
| LKQ | LKQ Corporation | 0.00 | 0 per month | 1.66 | 0.02 | 3.33 | (2.42) | 9.62 | |
| KMX | CarMax Inc | 0.00 | 0 per month | 5.18 | 0.05 | 5.33 | (3.22) | 24.48 | |
| GPI | Group 1 Automotive | 0.00 | 0 per month | 1.23 | (0.05) | 2.25 | (2.22) | 6.18 |
Other Forecasting Options for Penske Automotive
For every potential investor in Penske, whether a beginner or expert, Penske Automotive's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Penske Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Penske. Basic forecasting techniques help filter out the noise by identifying Penske Automotive's price trends.Penske Automotive 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 Penske Automotive stock to make a market-neutral strategy. Peer analysis of Penske Automotive could also be used in its relative valuation, which is a method of valuing Penske Automotive by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Penske Automotive Market Strength Events
Market strength indicators help investors to evaluate how Penske Automotive stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Penske Automotive shares will generate the highest return on investment. By undertsting and applying Penske Automotive stock market strength indicators, traders can identify Penske Automotive Group entry and exit signals to maximize returns.
| Accumulation Distribution | 2730.81 | |||
| Daily Balance Of Power | (0.47) | |||
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 160.0 | |||
| Day Typical Price | 159.8 | |||
| Price Action Indicator | (1.08) | |||
| Period Momentum Indicator | (0.99) | |||
| Relative Strength Index | 45.31 |
Penske Automotive Risk Indicators
The analysis of Penske Automotive's 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 Penske Automotive's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting penske 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.
| Mean Deviation | 0.9342 | |||
| Semi Deviation | 1.15 | |||
| Standard Deviation | 1.28 | |||
| Variance | 1.65 | |||
| Downside Variance | 1.37 | |||
| Semi Variance | 1.32 | |||
| Expected Short fall | (1.02) |
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 Penske Automotive
The number of cover stories for Penske Automotive depends on current market conditions and Penske Automotive's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Penske Automotive 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 Penske Automotive's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Penske Automotive Short Properties
Penske Automotive's future price predictability will typically decrease when Penske Automotive's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Penske Automotive Group often depends not only on the future outlook of the potential Penske Automotive's 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. Penske Automotive's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 66.9 M | |
| Cash And Short Term Investments | 72.4 M |
Check out Historical Fundamental Analysis of Penske Automotive to cross-verify your projections. You can also try the Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.
Can Stock industry sustain growth momentum? Does Penske have expansion opportunities? Factors like these will boost the valuation of Penske Automotive. Anticipated expansion of Penske directly elevates investor willingness to pay premium valuations. Determining accurate worth demands scrutiny of both present operating results and projected expansion capacity. Evaluating Penske Automotive demands reviewing these metrics collectively while recognizing certain factors exert disproportionate influence.
The market value of Penske Automotive is measured differently than its book value, which is the value of Penske that is recorded on the company's balance sheet. Investors also form their own opinion of Penske Automotive's value that differs from its market value or its book value, called intrinsic value, which is Penske Automotive's true underlying value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Because Penske Automotive's market value can be influenced by many factors that don't directly affect Penske Automotive's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between Penske Automotive's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Penske Automotive should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, Penske Automotive's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.