Merchants Bancorp Stock Forecast - Double Exponential Smoothing

MBIN
 Stock
  

USD 28.42  0.45  1.61%   

Merchants Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Merchants Bancorp historical stock prices and determine the direction of Merchants Bancorp'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 Merchants Bancorp historical fundamentals such as revenue growth or operating cash flow patterns. Although Merchants Bancorp naive historical forecasting may sometimes provide an important future outlook for the firm we recommend to always cross-verify it against solid analysis of Merchants Bancorp systematic risk associated with finding meaningful patterns of Merchants Bancorp fundamentals over time.
Additionally, see Historical Fundamental Analysis of Merchants Bancorp to cross-verify your projections.
  
Merchants Bancorp PPandE Turnover is quite stable at the moment as compared to the past year. The company's current value of PPandE Turnover is estimated at 18.74. Asset Turnover is expected to rise to 0.0423 this year, although the value of Accrued Expenses Turnover will most likely fall to 49.82. . Weighted Average Shares is expected to rise to about 45 M this year. Weighted Average Shares Diluted is expected to rise to about 45.1 M this year.
Most investors in Merchants Bancorp 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 Merchants Bancorp's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Merchants Bancorp's price structures and extracts relationships that further increase the generated results' accuracy.
Double exponential smoothing - also known as Holt exponential smoothing is a refinement of the popular simple exponential smoothing model with an additional trending component. Double exponential smoothing model for Merchants Bancorp works best with periods where there are trends or seasonality.

Merchants Bancorp Double Exponential Smoothing Price Forecast For the 13th of August 2022

Given 90 days horizon, the Double Exponential Smoothing forecasted value of Merchants Bancorp on the next trading day is expected to be 28.53 with a mean absolute deviation of 0.36, mean absolute percentage error of 0.21, and the sum of the absolute errors of 21.06.
Please note that although there have been many attempts to predict Merchants 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 Merchants Bancorp's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Merchants Bancorp Stock Forecast Pattern

Backtest Merchants BancorpMerchants Bancorp Price PredictionBuy or Sell Advice 

Merchants Bancorp Forecasted Value

In the context of forecasting Merchants Bancorp'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. Merchants Bancorp's downside and upside margins for the forecasting period are 26.71 and 30.35, respectively. We have considered Merchants Bancorp'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 28.42
28.53
Expected Value
30.35
Upside

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 Merchants Bancorp stock data series using in forecasting. Note that when a statistical model is used to represent Merchants Bancorp 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 CriteriaHuge
BiasArithmetic mean of the errors -0.0395
MADMean absolute deviation0.3569
MAPEMean absolute percentage error0.0147
SAESum of the absolute errors21.0571
When Merchants Bancorp 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 Merchants Bancorp 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 Merchants Bancorp observations are given relatively more weight in forecasting than the older observations.

Predictive Modules for Merchants Bancorp

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Merchants Bancorp. 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 Merchants Bancorp'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 Merchants Bancorp in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
26.4928.3130.13
Details
Intrinsic
Valuation
LowReal ValueHigh
25.5835.1837.00
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
20.2424.5728.89
Details
3 Analysts
Consensus
LowTarget PriceHigh
47.0052.3355.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Merchants Bancorp. Your research has to be compared to or analyzed against Merchants Bancorp's peers to derive any actionable benefits. When done correctly, Merchants Bancorp'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 Merchants Bancorp.

Other Forecasting Options for Merchants Bancorp

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

Merchants Bancorp 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 Merchants Bancorp stock to make a market-neutral strategy. Peer analysis of Merchants Bancorp could also be used in its relative valuation, which is a method of valuing Merchants Bancorp by comparing valuation metrics with similar companies.
Icici BankAlphabet Cl AAmn Healthcare ServicesTwist Bioscience CorpFreedom Holding CorpKEURIG DR PEPPERGX Nasdaq-100 CoveredFranklin Mutual EuropeanGARDNER DENVER INCUSA Value FactorBetapro Canadian GoldAramark Holdings CorpLong-Term Govt BondLIFE STORAGE INCMaiden Holdings North
 Risk & Return  Correlation

Merchants Bancorp 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 Merchants Bancorp'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 Merchants Bancorp's current price.

Merchants Bancorp Risk Indicators

The analysis of Merchants Bancorp'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 Merchants Bancorp's investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting Merchants Bancorp 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 Merchants Bancorp 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.

Did you try this?

Run Options Analysis Now

   

Options Analysis

Analyze and evaluate options and option chains as a potential hedge for your portfolios
All  Next Launch Module

Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as Merchants Bancorp using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.

Build Optimal Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, see Historical Fundamental Analysis of Merchants Bancorp to cross-verify your projections. Note that the Merchants Bancorp information on this page should be used as a complementary analysis to other Merchants Bancorp'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 Stock Tickers module to use high-impact, comprehensive, and customizable stock tickers that can be easily integrated to any websites.

Complementary Tools for Merchants Stock analysis

When running Merchants Bancorp price analysis, check to measure Merchants Bancorp'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 Merchants Bancorp is operating at the current time. Most of Merchants Bancorp's value examination focuses on studying past and present price action to predict the probability of Merchants Bancorp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Merchants Bancorp's price. Additionally, you may evaluate how the addition of Merchants Bancorp to your portfolios can decrease your overall portfolio volatility.
Balance Of Power
Check stock momentum by analyzing Balance Of Power indicator and other technical ratios
Go
Price Ceiling Movement
Calculate and plot Price Ceiling Movement for different equity instruments
Go
Equity Search
Search for actively traded equities including funds and ETFs from over 30 global markets
Go
Portfolio Center
All portfolio management and optimization tools to improve performance of your portfolios
Go
Bond Directory
Find actively traded corporate debentures issued by US companies
Go
Premium Stories
Follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope
Go
Pattern Recognition
Use different Pattern Recognition models to time the market across multiple global exchanges
Go
Portfolio Backtesting
Avoid under-diversification and over-optimization by backtesting your portfolios
Go
Alpha Finder
Use alpha and beta coefficients to find investment opportunities after accounting for the risk
Go
Watchlist Optimization
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm
Go
Portfolio Rebalancing
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets
Go
Fund Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Go
Bond Analysis
Evaluate and analyze corporate bonds as a potential investment for your portfolios.
Go
Is Merchants Bancorp'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 Merchants Bancorp. If investors know Merchants 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 Merchants Bancorp 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
0.054
Market Capitalization
1.2 B
Quarterly Revenue Growth YOY
0.076
Return On Assets
0.0208
Return On Equity
0.19
The market value of Merchants Bancorp is measured differently than its book value, which is the value of Merchants that is recorded on the company's balance sheet. Investors also form their own opinion of Merchants Bancorp's value that differs from its market value or its book value, called intrinsic value, which is Merchants Bancorp'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 Merchants Bancorp's market value can be influenced by many factors that don't directly affect Merchants Bancorp'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 Merchants Bancorp's value and its price as these two are different measures arrived at by different means. Investors typically determine Merchants Bancorp value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Merchants Bancorp'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.