PureTech Health Stock Forecast - Naive Prediction

PRTC Stock   135.00  1.20  0.90%   
The Naive Prediction forecasted value of PureTech Health plc on the next trading day is expected to be 134.78 with a mean absolute deviation of 1.50 and the sum of the absolute errors of 92.80. PureTech Stock Forecast is based on your current time horizon.
At the present time, The relative strength index (RSI) of PureTech Health's share price is at 57 indicating that the stock is in nutural position, most likellhy at or near its resistance level. The main idea of RSI analysis is to track how fast people are buying or selling PureTech Health, making its price go up or down.

Momentum 57

 Buy Extended

 
Oversold
 
Overbought
The successful prediction of PureTech Health's future price could yield a significant profit. Please, note that this module is not intended to be used solely to calculate an intrinsic value of PureTech Health and does not consider all of the tangible or intangible factors available from PureTech Health's fundamental data. We analyze noise-free headlines and recent hype associated with PureTech Health plc, which may create opportunities for some arbitrage if properly timed. Below are the key fundamental drivers impacting PureTech Health's stock price prediction:
Quarterly Earnings Growth
0.615
EPS Estimate Current Year
(0.60)
EPS Estimate Next Year
(0.65)
Wall Street Target Price
504.2307
Quarterly Revenue Growth
5.427
Using PureTech Health hype-based prediction, you can estimate the value of PureTech Health plc from the perspective of PureTech Health response to recently generated media hype and the effects of current headlines on its competitors.
The Naive Prediction forecasted value of PureTech Health plc on the next trading day is expected to be 134.78 with a mean absolute deviation of 1.50 and the sum of the absolute errors of 92.80.

PureTech Health after-hype prediction price

    
  GBX 135.0  
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 PureTech Health to cross-verify your projections.

PureTech Health Additional Predictive Modules

Most predictive techniques to examine PureTech price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for PureTech using various technical indicators. When you analyze PureTech 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.
A naive forecasting model for PureTech Health is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of PureTech Health plc value for a given trading day is simply the observed value for the previous period. Due to the simplistic nature of the naive forecasting model, it can only be used to forecast up to one period.

PureTech Health Naive Prediction Price Forecast For the 24th of January

Given 90 days horizon, the Naive Prediction forecasted value of PureTech Health plc on the next trading day is expected to be 134.78 with a mean absolute deviation of 1.50, mean absolute percentage error of 3.26, and the sum of the absolute errors of 92.80.
Please note that although there have been many attempts to predict PureTech 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 PureTech Health's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

PureTech Health Stock Forecast Pattern

Backtest PureTech HealthPureTech Health Price PredictionBuy or Sell Advice 

PureTech Health Forecasted Value

In the context of forecasting PureTech Health'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. PureTech Health's downside and upside margins for the forecasting period are 133.36 and 136.20, respectively. We have considered PureTech Health'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.
Market Value
135.00
133.36
Downside
134.78
Expected Value
136.20
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of PureTech Health stock data series using in forecasting. Note that when a statistical model is used to represent PureTech Health 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 Criteria121.1294
BiasArithmetic mean of the errors None
MADMean absolute deviation1.4968
MAPEMean absolute percentage error0.0118
SAESum of the absolute errors92.8022
This model is not at all useful as a medium-long range forecasting tool of PureTech Health plc. This model is simplistic and is included partly for completeness and partly because of its simplicity. It is unlikely that you'll want to use this model directly to predict PureTech Health. Instead, consider using either the moving average model or the more general weighted moving average model with a higher (i.e., greater than 1) number of periods, and possibly a different set of weights.

Predictive Modules for PureTech Health

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as PureTech Health plc. 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.
Hype
Prediction
LowEstimatedHigh
133.59135.00136.41
Details
Intrinsic
Valuation
LowRealHigh
114.69116.10148.50
Details
Bollinger
Band Projection (param)
LowMiddleHigh
120.75129.07137.38
Details
Earnings
Estimates (0)
LowProjected EPSHigh
-0.08-0.08-0.07
Details

PureTech Health After-Hype Price Prediction Density Analysis

As far as predicting the price of PureTech Health 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 PureTech Health 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 PureTech Health, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

PureTech Health Estimiated After-Hype Price Volatility

In the context of predicting PureTech Health's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on PureTech Health's historical news coverage. PureTech Health's after-hype downside and upside margins for the prediction period are 133.59 and 136.41, respectively. We have considered PureTech Health'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
135.00
133.59
Downside
135.00
After-hype Price
136.41
Upside
PureTech Health is very steady at this time. Analysis and calculation of next after-hype price of PureTech Health plc is based on 3 months time horizon.

PureTech Health Stock Price Prediction Analysis

Have you ever been surprised when a price of a Company such as PureTech Health is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading PureTech Health 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 PureTech Health, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.01 
1.42
 0.00  
  0.26 
5 Events / Month
1 Events / Month
In about 5 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
135.00
135.00
0.00 
710.00  
Notes

PureTech Health Hype Timeline

PureTech Health plc is at this time traded for 135.00on London Exchange of UK. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.26. PureTech is projected not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is over 100%. The immediate return on the next news is projected to be very small, whereas the daily expected return is at this time at 0.01%. %. The volatility of related hype on PureTech Health is about 5.41%, with the expected price after the next announcement by competition of 135.26. About 14.0% of the company outstanding shares are owned by corporate insiders. The company has price-to-book ratio of 1.16. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. PureTech Health plc had not issued any dividends in recent years. Assuming the 90 days trading horizon the next projected press release will be in about 5 days.
Check out Historical Fundamental Analysis of PureTech Health to cross-verify your projections.

PureTech Health Related Hype Analysis

Having access to credible news sources related to PureTech Health's direct competition is more important than ever and may enhance your ability to predict PureTech Health's future price movements. Getting to know how PureTech Health'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 PureTech Health 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
0N7ICairo Communication SpA 0.02 4 per month 1.47 (0.05) 2.49 (2.10) 8.25 
0YTRWyndham Hotels Resorts 0.93 9 per month 1.77 (0.03) 3.41 (2.47) 8.87 
0FSORetail Estates NV 0.00 3 per month 0.00 (0.01) 0.00  0.00  26.64 
0QP2Zurich Insurance Group(3.90)4 per month 1.12 (0.09) 1.10 (2.04) 4.83 
0RD7Scandic Hotels Group(1.10)6 per month 2.44  0  3.38 (2.88) 15.88 
PPHPPHE Hotel Group 188.00 8 per month 1.19  0.15  3.13 (2.12) 21.35 
0MKOMelia Hotels(0.16)1 per month 1.27 (0.02) 1.82 (2.58) 5.20 

Other Forecasting Options for PureTech Health

For every potential investor in PureTech, whether a beginner or expert, PureTech Health's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. PureTech Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in PureTech. Basic forecasting techniques help filter out the noise by identifying PureTech Health's price trends.

PureTech Health 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 PureTech Health stock to make a market-neutral strategy. Peer analysis of PureTech Health could also be used in its relative valuation, which is a method of valuing PureTech Health by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

PureTech Health Market Strength Events

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

PureTech Health Risk Indicators

The analysis of PureTech Health'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 PureTech Health's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting puretech 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 PureTech Health

The number of cover stories for PureTech Health depends on current market conditions and PureTech Health's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that PureTech Health 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 PureTech Health's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.

Other Macroaxis Stories

Our audience includes start-ups and big corporations as well as marketing, public relation firms, and advertising agencies, including technology and finance journalists. Our platform and its news and story outlet are popular among finance students, amateur traders, self-guided investors, entrepreneurs, retirees and baby boomers, academic researchers, financial advisers, as well as professional money managers - a very diverse and influential demographic landscape united by one goal - build optimal investment portfolios

PureTech Health Short Properties

PureTech Health's future price predictability will typically decrease when PureTech Health's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of PureTech Health plc often depends not only on the future outlook of the potential PureTech Health'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. PureTech Health's indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding269.7 M
Cash And Short Term Investments367.3 M

Additional Tools for PureTech Stock Analysis

When running PureTech Health's price analysis, check to measure PureTech Health's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy PureTech Health is operating at the current time. Most of PureTech Health's value examination focuses on studying past and present price action to predict the probability of PureTech Health's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PureTech Health's price. Additionally, you may evaluate how the addition of PureTech Health to your portfolios can decrease your overall portfolio volatility.