Philippine Savings Stock Forecast - Simple Regression

PSB Stock   57.90  0.85  1.49%   
Philippine Stock outlook is based on your current time horizon. Investors can use this forecasting interface to forecast Philippine Savings stock prices and determine the direction of Philippine Savings Bank's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Philippine Savings' historical fundamentals, such as revenue growth or operating cash flow patterns.
At the present time, The value of RSI of Philippine Savings' share price is at 54 indicating that the stock is in nutural position, most likellhy at or near its resistance level. The main idea of RSI analysis is to track how fast people are buying or selling Philippine Savings, making its price go up or down.

Momentum 54

 Impartial

 
Oversold
 
Overbought
The successful prediction of Philippine Savings' future price could yield a significant profit. Please, note that this module is not intended to be used solely to calculate an intrinsic value of Philippine Savings and does not consider all of the tangible or intangible factors available from Philippine Savings' fundamental data. We analyze noise-free headlines and recent hype associated with Philippine Savings Bank, which may create opportunities for some arbitrage if properly timed.
Using Philippine Savings hype-based prediction, you can estimate the value of Philippine Savings Bank from the perspective of Philippine Savings response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Regression forecasted value of Philippine Savings Bank on the next trading day is expected to be 56.71 with a mean absolute deviation of 0.89 and the sum of the absolute errors of 54.27.

Philippine Savings after-hype prediction price

    
  PHP 57.9  
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 Philippine Savings to cross-verify your projections.

Philippine Savings Additional Predictive Modules

Most predictive techniques to examine Philippine price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Philippine using various technical indicators. When you analyze Philippine 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.
Simple Regression model is a single variable regression model that attempts to put a straight line through Philippine Savings price points. This line is defined by its gradient or slope, and the point at which it intercepts the x-axis. Mathematically, assuming the independent variable is X and the dependent variable is Y, then this line can be represented as: Y = intercept + slope * X.

Philippine Savings Simple Regression Price Forecast For the 28th of January

Given 90 days horizon, the Simple Regression forecasted value of Philippine Savings Bank on the next trading day is expected to be 56.71 with a mean absolute deviation of 0.89, mean absolute percentage error of 1.11, and the sum of the absolute errors of 54.27.
Please note that although there have been many attempts to predict Philippine 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 Philippine Savings' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Philippine Savings Stock Forecast Pattern

Backtest Philippine Savings  Philippine Savings Price Prediction  Buy or Sell Advice  

Philippine Savings Forecasted Value

In the context of forecasting Philippine Savings' 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. Philippine Savings' downside and upside margins for the forecasting period are 54.58 and 58.84, respectively. We have considered Philippine Savings' 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
57.90
56.71
Expected Value
58.84
Upside

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 Philippine Savings stock data series using in forecasting. Note that when a statistical model is used to represent Philippine Savings 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 Criteria118.214
BiasArithmetic mean of the errors None
MADMean absolute deviation0.8896
MAPEMean absolute percentage error0.016
SAESum of the absolute errors54.266
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 Philippine Savings Bank historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data.

Predictive Modules for Philippine Savings

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Philippine Savings Bank. 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
55.7757.9060.03
Details
Intrinsic
Valuation
LowRealHigh
45.4047.5363.69
Details
Bollinger
Band Projection (param)
LowMiddleHigh
54.2856.5158.74
Details

Philippine Savings After-Hype Price Density Analysis

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

Philippine Savings Estimiated After-Hype Price Volatility

In the context of predicting Philippine Savings' stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Philippine Savings' historical news coverage. Philippine Savings' after-hype downside and upside margins for the prediction period are 55.77 and 60.03, respectively. We have considered Philippine Savings' 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
57.90
57.90
After-hype Price
60.03
Upside
Philippine Savings is very steady at this time. Analysis and calculation of next after-hype price of Philippine Savings Bank is based on 3 months time horizon.

Philippine Savings Stock Price Outlook Analysis

Have you ever been surprised when a price of a Company such as Philippine Savings is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Philippine Savings 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 Philippine Savings, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.07 
2.13
 0.00  
 0.00  
0 Events / Month
0 Events / Month
Within a week
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
57.90
57.90
0.00 
0.00  
Notes

Philippine Savings Hype Timeline

Philippine Savings Bank is at this time traded for 57.90on Philippine Stock Exchange of Philippines. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. Philippine 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 at this time at 0.07%. %. The volatility of related hype on Philippine Savings is about 0.0%, with the expected price after the next announcement by competition of 57.90. The company recorded earning per share (EPS) of 7.05. Philippine Savings Bank had not issued any dividends in recent years. Assuming the 90 days trading horizon the next forecasted press release will be within a week.
Check out Historical Fundamental Analysis of Philippine Savings to cross-verify your projections.

Philippine Savings Related Hype Analysis

Having access to credible news sources related to Philippine Savings' direct competition is more important than ever and may enhance your ability to predict Philippine Savings' future price movements. Getting to know how Philippine Savings' 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 Philippine Savings may potentially react to the hype associated with one of its peers.

Other Forecasting Options for Philippine Savings

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

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

Philippine Savings Market Strength Events

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

Philippine Savings Risk Indicators

The analysis of Philippine Savings' 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 Philippine Savings' investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting philippine 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 Philippine Savings

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

Other Macroaxis Stories

Our audience includes start-ups and big corporations as well as marketing, public relation firms, and advertising agencies, including technology and finance journalists. Our platform and its news and story outlet are popular among finance students, amateur traders, self-guided investors, entrepreneurs, retirees and baby boomers, academic researchers, financial advisers, as well as professional money managers - a very diverse and influential demographic landscape united by one goal - build optimal investment portfolios

Philippine Savings Short Properties

Philippine Savings' future price predictability will typically decrease when Philippine Savings' long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Philippine Savings Bank often depends not only on the future outlook of the potential Philippine Savings' investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Philippine Savings' indicators that are reflective of the short sentiment are summarized in the table below.
Common Stock Shares Outstanding426.9 M
Dividends Paid1.3 B

Other Information on Investing in Philippine Stock

Philippine Savings financial ratios help investors to determine whether Philippine Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Philippine with respect to the benefits of owning Philippine Savings security.