Palantir Technologies Stock Forward View - Double Exponential Smoothing

PLTR Stock  USD 150.68  -5.00  -3.21%   
The Double Exponential Smoothing forecast reference data for Palantir Technologies is based on the equity's recent trading history. Forecast values and accuracy indicators are summarized on this page for reference. This reference information is provided for analytical context.
The Double Exponential Smoothing forecasted value of Palantir Technologies on the next trading day is expected to be 150.72 with a mean absolute deviation of 3.78 and the sum of the absolute errors of 223.03.When Palantir Technologies 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 Palantir Technologies trend in the prices. So in double exponential smoothing past observations are given exponentially smaller weights as the observations get older. In other words, recent Palantir Technologies observations are given relatively more weight in forecasting than the older observations. The Double Exponential Smoothing projections for Palantir Technologies are reference data based on historical daily prices and are provided as informational context.
Double exponential smoothing - also known as Holt exponential smoothing is a refinement of the popular simple exponential smoothing model with an additional trending component. Double exponential smoothing model for Palantir Technologies works best with periods where there are trends or seasonality.

Double Exponential Smoothing Price Forecast For the 23rd of March

Given 90 days horizon, the Double Exponential Smoothing forecasted value of Palantir Technologies on the next trading day is expected to be 150.72 with a mean absolute deviation of 3.78 , mean absolute percentage error of 24.49 , and the sum of the absolute errors of 223.03 .
Please note that although there have been many attempts to predict Palantir 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 Palantir Technologies' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Stock Forecast Pattern

Backtest Palantir Technologies  Palantir Technologies Price Prediction  Research Analysis  

Forecasted Value

Forecasting Palantir Technologies for the next session involves measuring the model's historical ability to define credible downside and upside scenarios. The current forecast range spans downside near 147.57 and upside near 153.87.
Market Value
150.68
147.57
Downside
150.72
Expected Value
153.87
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Double Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Palantir Technologies stock data series using in forecasting. Note that when a statistical model is used to represent Palantir Technologies 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 0.7771
MADMean absolute deviation3.7802
MAPEMean absolute percentage error0.0249
SAESum of the absolute errors223.03
When Palantir Technologies 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 Palantir Technologies trend in the prices. So in double exponential smoothing past observations are given exponentially smaller weights as the observations get older. In other words, recent Palantir Technologies observations are given relatively more weight in forecasting than the older observations.

Other Forecasting Options for Palantir Technologies

Volatility clustering is a well-documented feature of Palantir Stock price data where periods of large moves tend to follow other large moves. When Palantir Technologies' RSI reaches extreme levels, it often precedes a short-term price correction or consolidation. Seasonal patterns in Palantir Technologies' returns can persist when driven by structural factors like earnings calendars or index rebalancing.

Palantir Technologies Related Equities

The stocks listed below are peers of Palantir Technologies within the Information Technology space and offer context for ranking and strength. Return on equity across these peers shows how well each firm turns capital into profit. Falling behind peers on key ratios may signal headwinds or execution issues worth looking into.
 Risk & Return  Correlation

Palantir Technologies Market Strength Events

Analyzing market strength indicators for Palantir Technologies enables investors to understand relative stock momentum. Investors use these tools to determine the best times to initiate or close positions in Palantir Technologies. Market strength indicators support more precise timing of Palantir Technologies positions across market cycles.

Palantir Technologies Risk Indicators

Identifying and analyzing Palantir Technologies' key risk indicators is a foundational step in projecting how its price may evolve. This process involves measuring the level of investment risk in Palantir Technologies' and determining how best to manage it. Studying Palantir Technologies' risk indicators helps investors understand the risk level of palantir stock.
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 Palantir Technologies

The amount of media and story coverage tied to Palantir Technologies can signal where market attention is concentrating at the moment. A disciplined read of coverage separates durable relevance from temporary noise.

Palantir Technologies Short Properties

Short-interest signals around Palantir Technologies can help investors judge whether skeptical positioning is starting to pressure price predictability and market tone. The practical goal is to identify when the balance between long and short participation may be changing the quality of the setup.
Common Stock Shares Outstanding2.6 B
Cash And Short Term Investments7.2 B

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