Elbit Systems Stock Forecast - Naive Prediction

ESLT Stock  ILA 221,200  3,070  1.37%   
The Naive Prediction forecasted value of Elbit Systems on the next trading day is expected to be 214,111 with a mean absolute deviation of 2,879 and the sum of the absolute errors of 175,591. Elbit Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Elbit Systems stock prices and determine the direction of Elbit Systems's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Elbit Systems' historical fundamentals, such as revenue growth or operating cash flow patterns.
At this time the value of rsi of Elbit Systems' share price is below 20 suggesting that the stock is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards.

Momentum 0

 Sell Peaked

 
Oversold
 
Overbought
The successful prediction of Elbit Systems' future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Elbit Systems, which may create opportunities for some arbitrage if properly timed.
Using Elbit Systems hype-based prediction, you can estimate the value of Elbit Systems from the perspective of Elbit Systems response to recently generated media hype and the effects of current headlines on its competitors.
The Naive Prediction forecasted value of Elbit Systems on the next trading day is expected to be 214,111 with a mean absolute deviation of 2,879 and the sum of the absolute errors of 175,591.

Elbit Systems after-hype prediction price

    
  ILA 221200.0  
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 Elbit Systems to cross-verify your projections.
For information on how to trade Elbit Stock refer to our How to Trade Elbit Stock guide.

Elbit Systems Additional Predictive Modules

Most predictive techniques to examine Elbit price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Elbit using various technical indicators. When you analyze Elbit 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 Elbit Systems is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of Elbit Systems 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.

Elbit Systems Naive Prediction Price Forecast For the 24th of January

Given 90 days horizon, the Naive Prediction forecasted value of Elbit Systems on the next trading day is expected to be 214,111 with a mean absolute deviation of 2,879, mean absolute percentage error of 15,740,554, and the sum of the absolute errors of 175,591.
Please note that although there have been many attempts to predict Elbit 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 Elbit Systems' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Elbit Systems Stock Forecast Pattern

Backtest Elbit SystemsElbit Systems Price PredictionBuy or Sell Advice 

Elbit Systems Forecasted Value

In the context of forecasting Elbit Systems' 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. Elbit Systems' downside and upside margins for the forecasting period are 214,109 and 214,114, respectively. We have considered Elbit Systems' 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
221,200
214,109
Downside
214,111
Expected Value
214,114
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 Elbit Systems stock data series using in forecasting. Note that when a statistical model is used to represent Elbit Systems 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 Criteria134.6823
BiasArithmetic mean of the errors None
MADMean absolute deviation2878.5334
MAPEMean absolute percentage error0.0165
SAESum of the absolute errors175590.5347
This model is not at all useful as a medium-long range forecasting tool of Elbit Systems. 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 Elbit Systems. 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 Elbit Systems

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Elbit Systems. 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
221,197221,200221,203
Details
Intrinsic
Valuation
LowRealHigh
199,080242,012242,015
Details
Bollinger
Band Projection (param)
LowMiddleHigh
134,609188,848243,088
Details

Elbit Systems After-Hype Price Prediction Density Analysis

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

Elbit Systems Estimiated After-Hype Price Volatility

In the context of predicting Elbit Systems' stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Elbit Systems' historical news coverage. Elbit Systems' after-hype downside and upside margins for the prediction period are 221,197 and 221,203, respectively. We have considered Elbit Systems' 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
221,200
221,197
Downside
221,200
After-hype Price
221,203
Upside
Elbit Systems is very steady at this time. Analysis and calculation of next after-hype price of Elbit Systems is based on 3 months time horizon.

Elbit Systems Stock Price Prediction Analysis

Have you ever been surprised when a price of a Company such as Elbit Systems is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Elbit Systems 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 Elbit Systems, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.66 
2.55
 0.00  
 0.00  
0 Events / Month
0 Events / Month
In a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
221,200
221,200
0.00 
0.00  
Notes

Elbit Systems Hype Timeline

Elbit Systems is currently traded for 221,200on Tel Aviv Stock Exchange of Israel. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. Elbit is forecasted not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is insignificant. The immediate return on the next news is forecasted to be very small, whereas the daily expected return is currently at 0.66%. %. The volatility of related hype on Elbit Systems is about 0.0%, with the expected price after the next announcement by competition of 221,200. About 49.0% of the company shares are held by company insiders. The book value of Elbit Systems was currently reported as 58.67. The company recorded earning per share (EPS) of 15.52. Elbit Systems last dividend was issued on the 27th of December 2022. Assuming the 90 days trading horizon the next forecasted press release will be in a few days.
Check out Historical Fundamental Analysis of Elbit Systems to cross-verify your projections.
For information on how to trade Elbit Stock refer to our How to Trade Elbit Stock guide.

Elbit Systems Related Hype Analysis

Having access to credible news sources related to Elbit Systems' direct competition is more important than ever and may enhance your ability to predict Elbit Systems' future price movements. Getting to know how Elbit Systems' 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 Elbit Systems 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
BSENBet Shemesh Engines 0.00 0 per month 1.78  0.12  5.84 (3.26) 13.12 
ISHIIsrael Shipyards 0.00 0 per month 1.13  0.33  5.83 (2.44) 10.34 
TATTTAT Technologies 0.00 0 per month 2.35  0.12  5.33 (4.85) 14.00 
ORBIOrbit Technologies 0.00 0 per month 1.15  0.08  4.15 (2.45) 14.73 
ARYTAryt Industries 0.00 0 per month 4.42  0.17  10.12 (3.68) 26.97 
ASHOAshot Ashkelon Industries 0.00 0 per month 0.91  0.47  6.31 (2.25) 12.79 
FBRTFMS Enterprises Migun 0.00 0 per month 0.71  0.37  3.98 (2.39) 7.63 
ISIImagesat International ISI 0.00 0 per month 1.39  0.24  11.12 (3.60) 14.69 
GKLGlobal Knafaim Leasing 0.00 0 per month 0.00 (0.07) 1.40 (1.92) 14.24 
SPENShapir Engineering Industry 0.00 0 per month 1.90  0  3.78 (3.30) 13.15 

Other Forecasting Options for Elbit Systems

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

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

Elbit Systems Market Strength Events

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

Elbit Systems Risk Indicators

The analysis of Elbit Systems' 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 Elbit Systems' investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting elbit 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 Elbit Systems

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

Other Macroaxis Stories

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Additional Information and Resources on Investing in Elbit Stock

When determining whether Elbit Systems is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Elbit Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Elbit Systems Stock. Highlighted below are key reports to facilitate an investment decision about Elbit Systems Stock:
Check out Historical Fundamental Analysis of Elbit Systems to cross-verify your projections.
For information on how to trade Elbit Stock refer to our How to Trade Elbit Stock guide.
You can also try the Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Please note, there is a significant difference between Elbit Systems' value and its price as these two are different measures arrived at by different means. Investors typically determine if Elbit Systems is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Elbit Systems' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.