Walker Dunlop Stock Forward View - Double Exponential Smoothing
| WD Stock | USD 44.63 -0.23 -0.51% |
The Double Exponential Smoothing forecast reference data for Walker Dunlop is based on the equity's recent trading history. This page summarizes the model output and key accuracy metrics for reference.
The Double Exponential Smoothing forecasted value of Walker Dunlop on the next trading day is expected to be 44.12 with a mean absolute deviation of 1.40 and the sum of the absolute errors of 82.71.When Walker Dunlop 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 Walker Dunlop 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 Walker Dunlop observations are given relatively more weight in forecasting than the older observations. All Double Exponential Smoothing forecast figures shown for Walker Dunlop are reference data reflecting model output based on available historical prices. Double Exponential Smoothing Price Forecast For the 20th of March
Given 90 days horizon, the Double Exponential Smoothing forecasted value of Walker Dunlop on the next trading day is expected to be 44.12 with a mean absolute deviation of 1.40 , mean absolute percentage error of 4.35 , and the sum of the absolute errors of 82.71 .Please note that although there have been many attempts to predict Walker 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 Walker Dunlop's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Stock Forecast Pattern
| Backtest Walker Dunlop | Walker Dunlop Price Prediction | Research Analysis |
Forecasted Value
This next-day forecast for Walker Dunlop uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. The current forecast range spans downside near 40.67 and upside near 47.56.
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 Walker Dunlop stock data series using in forecasting. Note that when a statistical model is used to represent Walker Dunlop 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 | Huge |
| Bias | Arithmetic mean of the errors | 0.372 |
| MAD | Mean absolute deviation | 1.4019 |
| MAPE | Mean absolute percentage error | 0.0252 |
| SAE | Sum of the absolute errors | 82.7109 |
Other Forecasting Options for Walker Dunlop
Whether a novice or experienced investor, anyone considering Walker needs to understand the dynamics of Walker Dunlop's price movement. Price charts for Walker Stock contain a significant amount of noise that can distort investment decisions.Walker Dunlop Related Equities
The following equities are related to Walker Dunlop within the Financials space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing Walker Dunlop 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 |
Walker Dunlop Market Strength Events
Analyzing market strength indicators for Walker Dunlop 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 Walker Dunlop.
| Accumulation Distribution | 11584.04 | |||
| Daily Balance Of Power | -0.17 | |||
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 44.52 | |||
| Day Typical Price | 44.55 | |||
| Period Momentum Indicator | -0.23 | |||
| Relative Strength Index | 35.12 |
Walker Dunlop Risk Indicators
Identifying and analyzing Walker Dunlop's key risk indicators is a foundational step in projecting how its price may evolve. This process quantifies the risk associated with Walker Dunlop's and decide how to manage it.
| Mean Deviation | 2.2 | |||
| Standard Deviation | 3.44 | |||
| Variance | 11.85 |
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 Walker Dunlop
A coverage review of Walker Dunlop shows when the security is attracting above-average attention from contributors and market observers. The stronger process compares story flow with performance, theme classification, and the level of short-term market interest.
Contributor Headline
Latest Perspective From Macroaxis
Walker Dunlop Short Properties
A short-interest review of Walker Dunlop provides context for understanding whether skepticism in the market is becoming more influential. Used correctly, these measures can help investors decide when hedging or timing discipline may matter more than conviction alone.
| Common Stock Shares Outstanding | 33.4 M | |
| Cash And Short Term Investments | 299.3 M |