British Amer Stock Forecast - Simple Regression

BTI
 Stock
  

USD 40.77  0.35  0.87%   

British Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast British Amer historical stock prices and determine the direction of British American Tobacco'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 British Amer historical fundamentals such as revenue growth or operating cash flow patterns. Although British Amer naive historical forecasting may sometimes provide an important future outlook for the firm we recommend to always cross-verify it against solid analysis of British American Tobacco systematic risk associated with finding meaningful patterns of British Amer fundamentals over time.
Continue to Historical Fundamental Analysis of British Amer to cross-verify your projections.
  
British Amer Inventory Turnover is most likely to slightly decrease in the upcoming years. The last year's value of Inventory Turnover was reported at 0.78. The current Asset Turnover is estimated to increase to 0.20, while PPandE Turnover is projected to decrease to 4.71. . The current Weighted Average Shares is estimated to increase to about 2.7 B, while Weighted Average Shares Diluted is projected to decrease to roughly 2.1 B.
Most investors in British Amer 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 British Amer's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets British Amer's price structures and extracts relationships that further increase the generated results' accuracy.
Simple Regression model is a single variable regression model that attempts to put a straight line through British Amer 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.

British Amer Simple Regression Price Forecast For the 16th of August 2022

Given 90 days horizon, the Simple Regression forecasted value of British American Tobacco on the next trading day is expected to be 39.72 with a mean absolute deviation of 0.79, mean absolute percentage error of 0.83, and the sum of the absolute errors of 48.48.
Please note that although there have been many attempts to predict British 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 British Amer's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

British Amer Stock Forecast Pattern

Backtest British AmerBritish Amer Price PredictionBuy or Sell Advice 

British Amer Forecasted Value

In the context of forecasting British Amer'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. British Amer's downside and upside margins for the forecasting period are 38.04 and 41.40, respectively. We have considered British Amer'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 40.77
39.72
Expected Value
41.40
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 British Amer stock data series using in forecasting. Note that when a statistical model is used to represent British Amer 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 Criteria117.9189
BiasArithmetic mean of the errors None
MADMean absolute deviation0.7948
MAPEMean absolute percentage error0.0191
SAESum of the absolute errors48.4818
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 British American Tobacco 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 British Amer

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as British American Tobacco. 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 British Amer'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 British Amer in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
39.0340.7142.39
Details
Intrinsic
Valuation
LowReal ValueHigh
36.6945.9047.58
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
38.6240.5542.48
Details
4 Analysts
Consensus
LowTarget PriceHigh
50.0050.5651.12
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as British Amer. Your research has to be compared to or analyzed against British Amer's peers to derive any actionable benefits. When done correctly, British Amer'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 British American Tobacco.

Other Forecasting Options for British Amer

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

British Amer 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 British Amer stock to make a market-neutral strategy. Peer analysis of British Amer could also be used in its relative valuation, which is a method of valuing British Amer by comparing valuation metrics with similar companies.
British American TobaccoApple IncATT IncCaterpillarCoca-ColaChevron CorpVerizon CommunicationsExxon Mobil CorpAmerican ExpressCisco SystemsAmerican AirlinesAlcoa CorpApple IncBest BuyCitigroup
 Risk & Return  Correlation

British American Tobacco 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 British Amer'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 British Amer's current price.

British Amer Risk Indicators

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

British Amer Investors Sentiment

The influence of British Amer's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in British. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards British Amer in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, British Amer's short interest history, or implied volatility extrapolated from British Amer options trading.

Pair Trading with British Amer

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 British Amer 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 British Amer will appreciate offsetting losses from the drop in the long position's value.

Moving together with British Amer

0.7ALCOAlico Inc Fiscal Year End 6th of December 2022 PairCorr

Moving against British Amer

0.67BJBjs Wholesale Club Earnings Call  This WeekPairCorr
0.66COSTCostco Wholesale Fiscal Year End 22nd of September 2022 PairCorr
0.66EDUNew Oriental Education Fiscal Year End 23rd of September 2022 PairCorr
0.6BYNDBeyond Meat Normal TradingPairCorr
The ability to find closely correlated positions to British Amer could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace British Amer 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 British Amer - 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 British American Tobacco to buy it.
The correlation of British Amer 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 British Amer moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if British American Tobacco 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 British Amer 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 British Amer to cross-verify your projections. Note that the British American Tobacco information on this page should be used as a complementary analysis to other British Amer'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 Watchlist Optimization module to optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm.

Complementary Tools for British Stock analysis

When running British American Tobacco price analysis, check to measure British Amer'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 British Amer is operating at the current time. Most of British Amer's value examination focuses on studying past and present price action to predict the probability of British Amer's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move British Amer's price. Additionally, you may evaluate how the addition of British Amer to your portfolios can decrease your overall portfolio volatility.
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Is British Amer'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 British Amer. If investors know British 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 British Amer 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
-0.43
Market Capitalization
91.2 B
Quarterly Revenue Growth YOY
0.057
Return On Assets
0.0472
Return On Equity
0.0814
The market value of British American Tobacco is measured differently than its book value, which is the value of British that is recorded on the company's balance sheet. Investors also form their own opinion of British Amer's value that differs from its market value or its book value, called intrinsic value, which is British Amer'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 British Amer's market value can be influenced by many factors that don't directly affect British Amer'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 British Amer's value and its price as these two are different measures arrived at by different means. Investors typically determine British Amer value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, British Amer'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.