PureTech Health Stock Forward View - Triple Exponential Smoothing

PRTC Stock   115.00  0.80  0.70%   
The Triple Exponential Smoothing forecast shown here for PureTech Health is reference data produced from its historical price series. The projected value and error measures below serve as reference information.
The Triple Exponential Smoothing forecasted value of PureTech Health plc on the next trading day is expected to be 114.21 with a mean absolute deviation of 1.69 and the sum of the absolute errors of 99.63.As with simple exponential smoothing, in triple exponential smoothing models past PureTech Health 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 PureTech Health plc observations. This Triple Exponential Smoothing reference page for PureTech Health presents model-generated projections from historical price data for informational purposes.
Triple exponential smoothing for PureTech Health - 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 PureTech Health 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 PureTech Health price movement. However, neither of these exponential smoothing models address any seasonality of PureTech Health plc.

Triple Exponential Smoothing Price Forecast For the 26th of March

Given 90 days horizon, the Triple Exponential Smoothing forecasted value of PureTech Health plc on the next trading day is expected to be 114.21 with a mean absolute deviation of 1.69 , mean absolute percentage error of 4.21 , and the sum of the absolute errors of 99.63 .
Please note that although there have been many attempts to predict PureTech 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 PureTech Health's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Stock Forecast Pattern

Backtest PureTech Health  PureTech Health Price Prediction  Research Analysis  

Forecasted Value

This next-day forecast for PureTech Health plc uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. Used properly, these levels provide context around forecast dispersion rather than certainty about the next closing print.
Market Value
115.00
112.76
Downside
114.21
Expected Value
115.66
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 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 CriteriaHuge
BiasArithmetic mean of the errors -0.1776
MADMean absolute deviation1.6887
MAPEMean absolute percentage error0.0132
SAESum of the absolute errors99.635
As with simple exponential smoothing, in triple exponential smoothing models past PureTech Health 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 PureTech Health plc observations.

Other Forecasting Options for PureTech Health

The distribution of PureTech Health's daily returns is typically non-normal, with fatter tails than a Gaussian model predicts. This can reveal hidden support and resistance zones in PureTech Health's chart that simple price charts miss.

PureTech Health Related Equities

The peer firms below within the Health Care space can help frame PureTech Health's pricing and running costs in context. Growth rate gaps between PureTech Health and its peers often explain pricing differences in the market. Sector-wide trends across this peer group can help split company-level factors from broader forces. Tracking PureTech Health's results against these peers over time helps spot rising trends early.
 Risk & Return  Correlation

PureTech Health Market Strength Events

Market strength indicators for PureTech Health give insight into the stock's responsiveness to broader forces. These indicators are useful for traders seeking optimal timing for positions in PureTech Health plc.

PureTech Health Risk Indicators

A thorough review of PureTech Health's risk indicators is an important first step in forecasting its price. Quantifying the risk involved in PureTech Health's allows investors to make better decisions about entry, sizing, and hedging.
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

Coverage intensity for PureTech Health plc matters because narrative visibility can influence sentiment, participation, and volatility around the name. Used properly, this context can help investors judge whether visibility is reinforcing the thesis or attracting more speculative pressure.

Other Macroaxis Stories

Macroaxis story coverage is designed for a broad investing audience that ranges from self-directed traders to advisers, researchers, and institutional market participants. The content is intended to support people who want a more structured path from headline information to portfolio action.

PureTech Health Short Properties

Reviewing short-oriented indicators for PureTech Health plc is useful because long and short participants often create very different signals for timing and volatility. A disciplined short-interest review can make timing decisions more informed under rising skepticism.
Common Stock Shares Outstanding269.7 M
Cash And Short Term Investments367.3 M

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