Alibaba Group Stock Forecast - 4 Period Moving Average

BABA
 Stock
  

USD 116.00  2.32  2.04%   

Alibaba Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Alibaba Group historical stock prices and determine the direction of Alibaba Group Holding's future trends based on various well-known forecasting models. However, solely looking at the historical price movement is usually misleading. Macroaxis recommends to always use this module together with analysis of Alibaba Group historical fundamentals such as revenue growth or operating cash flow patterns. Although Alibaba Group naive historical forecasting may sometimes provide an important future outlook for the firm we recommend to always cross-verify it against solid analysis of Alibaba Group Holding systematic risk associated with finding meaningful patterns of Alibaba Group fundamentals over time.
Continue to Historical Fundamental Analysis of Alibaba Group to cross-verify your projections.
  
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As of July 3, 2022, Asset Turnover is expected to decline to 0.45. The current year Weighted Average Shares is expected to grow to about 22.9 B. The current year Weighted Average Shares Diluted is expected to grow to about 23.4 B.

Open Interest Agains t 2022-07-08 Alibaba Option Contracts

Although open interest is a measure utilized in the options markets, it could be used to forecast Alibaba Group's spot prices because the number of available contracts in the market changes daily, and new contracts can be created or liquidated at will. Since open interest Alibaba Group's options reflect these daily shifts, investors could use the patterns of these changes to develop long and short trading strategies Alibaba Group stock based on available contracts left at the end of a trading day.
Please note, to derive more accurate forecasting about market movement from the current Alibaba Group's open interest, investors have to compare it to Alibaba Group's spot prices. As Ford's stock price increases, high open interest indicates that money is entering the market, and the market is strongly bullish. Conversely, if the price of Alibaba Group is decreasing and there is high open interest, that is a sign that the bearish trend will continue, and investors may react by taking short positions in Alibaba. So, decreasing or low open interest during a bull market indicates that investors are becoming uncertain of the depth of the bullish trend, and a reversal in sentiment will likely follow.
Most investors in Alibaba Group cannot accurately predict what will happen the next trading day because, historically, stock markets tend to be unpredictable and even illogical. Modeling turbulent structures requires applying different statistical methods, techniques, and algorithms to find hidden data structures or patterns within the Alibaba Group's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Alibaba Group's price structures and extracts relationships that further increase the generated results' accuracy.
A four-period moving average forecast model for Alibaba Group Holding is based on an artificially constructed daily price series in which the value for a given day is replaced by the mean of that value and the values for four preceding and succeeding time periods. This model is best suited to forecast equities with high volatility.

Alibaba Group Holding Current Investor Sentiment

Investor biases related to Alibaba Group's public news can be used to forecast risks associated with investment in Alibaba. The trend in average sentiment can be used to explain how an investor holding Alibaba can time the market purely based on public headlines and social activities around Alibaba Group Holding. Please note that most equiteis that are difficult to arbitrage are affected by market sentiment the most.
Alibaba Group's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Alibaba Group's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Alibaba Group's news discussions. The higher the estimate score, the more favorable is the investor's outlook on Alibaba Group.

Alibaba Group 4 Period Moving Average Price Forecast For the 4th of July

Given 90 days horizon, the 4 Period Moving Average forecasted value of Alibaba Group Holding on the next trading day is expected to be 115.43 with a mean absolute deviation of 5.12, mean absolute percentage error of 40.81, and the sum of the absolute errors of 291.82. Please note that although there have been many attempts to predict Alibaba 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 Alibaba Group's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Alibaba Group Stock Forecast Pattern

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Alibaba Group Forecasted Value

In the context of forecasting Alibaba Group's 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. Alibaba Group's downside and upside margins for the forecasting period are 110.63 and 120.22, respectively. We have considered Alibaba Group's 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 116.00
110.63
Downside
115.43
Expected Value
120.22
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the 4 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of Alibaba Group stock data series using in forecasting. Note that when a statistical model is used to represent Alibaba Group 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 Criteria114.4679
BiasArithmetic mean of the errors -0.5368
MADMean absolute deviation5.1196
MAPEMean absolute percentage error0.0528
SAESum of the absolute errors291.82
The four period moving average method has an advantage over other forecasting models in that it does smooth out peaks and troughs in a set of daily price observations of Alibaba Group. However, it also has several disadvantages. In particular this model does not produce an actual prediction equation for Alibaba Group Holding and therefore, it cannot be a useful forecasting tool for medium or long range price predictions

Predictive Modules for Alibaba Group

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Alibaba Group Holding. Regardless of method or technology, however, to accurately forecast the stock or bond 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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Alibaba Group's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Alibaba Group in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
111.14115.93120.72
Details
Intrinsic
Valuation
LowReal ValueHigh
104.40140.58145.37
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
113.60115.69117.79
Details
17 Analysts
Consensus
LowTarget PriceHigh
140.00229.39407.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Alibaba Group. Your research has to be compared to or analyzed against Alibaba Group's peers to derive any actionable benefits. When done correctly, Alibaba Group's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Alibaba Group Holding.

Other Forecasting Options for Alibaba Group

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

View Currently 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 Alibaba Group stock to make a market-neutral strategy. Peer analysis of Alibaba Group could also be used in its relative valuation, which is a method of valuing Alibaba Group by comparing valuation metrics with similar companies.

Alibaba Group Holding Technical and Predictive Analytics

The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Alibaba Group's price movements, , a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of Alibaba Group's current price.

Alibaba Group Market Strength Events

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

Alibaba Group Risk Indicators

The analysis of Alibaba Group's basic risk indicators is one of the essential steps in helping accuretelly forecast its future price. The process involves identifying the amount of risk involved in Alibaba Group's investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting Alibaba Group stock price, 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 stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Be your own money manager

Our tools can tell you how much better you can do entering a position in Alibaba Group without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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Pair Trading with Alibaba Group

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Alibaba Group position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Alibaba Group will appreciate offsetting losses from the drop in the long position's value.

Alibaba Group Pair Correlation

Correlation Analysis For Direct Indexing and Tax-loss Harvesting

The ability to find closely correlated positions to Alibaba Group could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Alibaba Group when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Alibaba Group - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Alibaba Group Holding to buy it.
The correlation of Alibaba Group is a statistical measure of how it moves in relation to other equities. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Alibaba Group moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Alibaba Group Holding moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Alibaba Group can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
Continue to Historical Fundamental Analysis of Alibaba Group to cross-verify your projections. Note that the Alibaba Group Holding information on this page should be used as a complementary analysis to other Alibaba Group's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Insider Screener module to find insiders across different sectors to evaluate their impact on performance.

Complementary Tools for Alibaba Stock analysis

When running Alibaba Group Holding price analysis, check to measure Alibaba Group's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Alibaba Group is operating at the current time. Most of Alibaba Group's value examination focuses on studying past and present price action to predict the probability of Alibaba Group's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Alibaba Group's price. Additionally, you may evaluate how the addition of Alibaba Group to your portfolios can decrease your overall portfolio volatility.
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Is Alibaba Group's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Alibaba Group. If investors know Alibaba will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Alibaba Group listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
-0.74
Market Capitalization
311.4 B
Quarterly Revenue Growth YOY
0.089
Return On Assets
0.035
Return On Equity
0.0439
The market value of Alibaba Group Holding is measured differently than its book value, which is the value of Alibaba that is recorded on the company's balance sheet. Investors also form their own opinion of Alibaba Group's value that differs from its market value or its book value, called intrinsic value, which is Alibaba Group's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Alibaba Group's market value can be influenced by many factors that don't directly affect Alibaba Group's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Alibaba Group's value and its price as these two are different measures arrived at by different means. Investors typically determine Alibaba Group value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Alibaba Group's 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.