SGS SA Stock Forward View - Simple Moving Average
| SGSN Stock | CHF 84.88 -0.22 -0.26% |
This page provides Simple Moving Average reference data for SGS SA, calculated from historical daily prices. The model output shown here is derived from SGS SA's historical price series and is provided for informational purposes. Projected values and accuracy measures are included for reference.
The Simple Moving Average forecasted value of SGS SA on the next trading day is expected to be 84.88 with a mean absolute deviation of 0.97 and the sum of the absolute errors of 58.46.The simple moving average model is conceptually a linear regression of the current value of SGS SA price series against current and previous (unobserved) value of SGS SA. In time series analysis, the simple moving-average model is a very common approach for modeling univariate price series models including forecasting prices into the future The Simple Moving Average reference information for SGS SA is based on available price data and is intended for informational purposes. Simple Moving Average Price Forecast For the 25th of March
Given 90 days horizon, the Simple Moving Average forecasted value of SGS SA on the next trading day is expected to be 84.88 with a mean absolute deviation of 0.97 , mean absolute percentage error of 1.68 , and the sum of the absolute errors of 58.46 .Please note that although there have been many attempts to predict SGS 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 SGS SA's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
| Backtest SGS SA | SGS SA Price Prediction | Research Analysis |
Forecasted Value
The next-day forecast for SGS SA focuses on identifying predictive downside and upside bands that can frame a realistic trading range. No forecasting approach has been shown to beat all others over time. Investors should treat any model output as a guide, not a guarantee.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Moving Average forecasting method's relative quality and the estimations of the prediction error of SGS SA stock data series using in forecasting. Note that when a statistical model is used to represent SGS SA 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 | 116.7906 |
| Bias | Arithmetic mean of the errors | 0.145 |
| MAD | Mean absolute deviation | 0.9743 |
| MAPE | Mean absolute percentage error | 0.0105 |
| SAE | Sum of the absolute errors | 58.46 |
Other Forecasting Options for SGS SA
The autocorrelation structure of SGS SA's daily returns reveals whether SGS exhibits momentum, mean-reversion, or random-walk behavior. Separating these elements helps distinguish persistent directional moves from temporary noise in SGS Stock price data. Stochastic oscillator analysis compares SGS SA's closing price to its range over a given period.SGS SA Related Equities
Checking SGS SA against related firms within the Industrials space helps investors see where the stock stands among peers. Key comparison metrics include price-to-earnings, profit margin, and revenue growth across SGS SA's peer group. A stock that beats its peers on many metrics often deserves a closer look from value-focused investors.
| Risk & Return | Correlation |
SGS SA Market Strength Events
Market strength indicators applied to SGS SA stock help assess momentum and resilience across environments. These indicators support informed market timing decisions when analyzing SGS SA. For SGS SA, market strength indicators complement fundamental analysis with timing context.
SGS SA Risk Indicators
Risk indicator analysis for SGS SA is essential for accurately projecting its future price trajectory. The process involves identifying the amount of risk involved in SGS SA's investment and either accepting or mitigating it. Understanding the risk profile of SGS SA's allows investors to make more informed decisions about position sizing.
| Mean Deviation | 0.9333 | |||
| Standard Deviation | 1.26 | |||
| Variance | 1.58 |
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 SGS SA
Story coverage around SGS SA often expands when market conditions, narrative momentum, or risk-adjusted performance make the security more visible to investors. 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.
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SGS SA Short Properties
A short-interest review of SGS SA provides context for understanding whether skepticism in the market is becoming more influential. A disciplined short-interest review can make timing decisions more informed under rising skepticism.
| Common Stock Shares Outstanding | 193 M | |
| Cash And Short Term Investments | 2.3 B |
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