SHISEIDO ADR Stock Forward View - Simple Regression
| SHDA Stock | EUR 15.80 -0.50 -3.07% |
The Simple Regression forecast reference data for SHISEIDO ADR is based on the equity's recent trading history. This page summarizes the model output and key accuracy metrics for reference.
The Simple Regression forecasted value of SHISEIDO ADR on the next trading day is expected to be 17.41 with a mean absolute deviation of 0.69 and the sum of the absolute errors of 42.71.In general, regression methods applied to historical equity returns or prices series is an area of active research. In recent decades, new methods have been developed for robust regression of price series such as SHISEIDO ADR historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data. All Simple Regression forecast figures shown for SHISEIDO ADR are reference data reflecting model output based on available historical prices. Simple Regression Price Forecast For the 22nd of March
Given 90 days horizon, the Simple Regression forecasted value of SHISEIDO ADR on the next trading day is expected to be 17.41 with a mean absolute deviation of 0.69 , mean absolute percentage error of 0.79 , and the sum of the absolute errors of 42.71 .Please note that although there have been many attempts to predict SHISEIDO 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 SHISEIDO ADR's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
| Backtest SHISEIDO ADR | SHISEIDO ADR Price Prediction | Research Analysis |
Forecasted Value
This next-day forecast for SHISEIDO ADR uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. At the moment, the model places downside around 14.31 and upside around 20.52 for the forecasting period.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of SHISEIDO ADR stock data series using in forecasting. Note that when a statistical model is used to represent SHISEIDO ADR 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 | 119.7169 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.6888 |
| MAPE | Mean absolute percentage error | 0.0447 |
| SAE | Sum of the absolute errors | 42.7079 |
Other Forecasting Options for SHISEIDO ADR
Whether a novice or experienced investor, anyone considering SHISEIDO needs to understand the dynamics of SHISEIDO ADR's price movement. Price charts for SHISEIDO Stock contain a significant amount of noise that can distort investment decisions.SHISEIDO ADR Related Equities
The following equities are related to SHISEIDO ADR within the Consumer Staples space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing SHISEIDO ADR against peers on metrics such as P/E, margins, and return on equity helps contextualize its positioning and identify relative strengths or weaknesses.
| Risk & Return | Correlation |
SHISEIDO ADR Market Strength Events
Analyzing market strength indicators for SHISEIDO ADR enables investors to understand how the stock performs relative to overall market momentum. These indicators are valuable tools for identifying when to enter or exit positions in SHISEIDO ADR.
| Rate Of Daily Change | 0.97 | |||
| Day Median Price | 15.8 | |||
| Day Typical Price | 15.8 | |||
| Price Action Indicator | -0.25 | |||
| Period Momentum Indicator | -0.50 |
SHISEIDO ADR Risk Indicators
Identifying and analyzing SHISEIDO ADR's key risk indicators is a foundational step in projecting how its price may evolve. This process quantifies the risk associated with SHISEIDO ADR's and decide how to manage it.
| Mean Deviation | 2.0 | |||
| Semi Deviation | 2.39 | |||
| Standard Deviation | 3.0 | |||
| Variance | 8.98 | |||
| Downside Variance | 9.85 | |||
| Semi Variance | 5.71 | |||
| Expected Short fall | -2.49 |
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 SHISEIDO ADR
A coverage review of SHISEIDO ADR shows when the security is attracting above-average attention from contributors and market observers. Used properly, this context can help investors judge whether visibility is reinforcing the thesis or attracting more speculative pressure.
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Other Information on Investing in SHISEIDO Stock
The ratio set for SHISEIDO ADR connects key financial figures across reports. These metrics link profitability, liquidity, and valuation signals. The layout supports consistent interpretation across periods. All figures are sourced from the latest available reporting inputs and presented as reference data.