Air Lease Stock Forecast - Naive Prediction
| AL Stock | USD 49.45 3.10 6.69% |
The Naive Prediction forecasted value of Air Lease on the next trading day is expected to be 51.06 with a mean absolute deviation of 0.56 and the sum of the absolute errors of 34.09. Air Stock Forecast is based on your current time horizon. Although Air Lease's naive historical forecasting may sometimes provide an important future outlook for the firm, we recommend always cross-verifying it against solid analysis of Air Lease's systematic risk associated with finding meaningful patterns of Air Lease fundamentals over time.
Air |
Open Interest Against 2025-05-16 Air Option Contracts
Although open interest is a measure utilized in the options markets, it could be used to forecast Air Lease'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 in Air Lease's options reflects these daily shifts, investors could use the patterns of these changes to develop long and short-term trading strategies for Air Lease stock based on available contracts left at the end of a trading day.
Please note that to derive more accurate forecasting about market movement from the current Air Lease's open interest, investors have to compare it to Air Lease'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 Air Lease 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 Air. 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.
Air Lease Cash Forecast
To forecast cash or other financial indicators, analysts must employ diverse statistical methods, techniques, and algorithms. This approach allows them to detect underlying patterns in the Air Lease's financial statements, predicting their influence on future market prices.
Cash | First Reported 2010-12-31 | Previous Quarter 460.8 M | Current Value 472.6 M | Quarterly Volatility 420.3 M |
Air Lease Naive Prediction Price Forecast For the 18th of February 2025
Given 90 days horizon, the Naive Prediction forecasted value of Air Lease on the next trading day is expected to be 51.06 with a mean absolute deviation of 0.56, mean absolute percentage error of 0.57, and the sum of the absolute errors of 34.09.Please note that although there have been many attempts to predict Air 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 Air Lease's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Air Lease Stock Forecast Pattern
| Backtest Air Lease | Air Lease Price Prediction | Buy or Sell Advice |
Air Lease Forecasted Value
In the context of forecasting Air Lease'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. Air Lease's downside and upside margins for the forecasting period are 49.33 and 52.79, respectively. We have considered Air Lease'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.
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 Air Lease stock data series using in forecasting. Note that when a statistical model is used to represent Air Lease 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.| AIC | Akaike Information Criteria | 117.5514 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.5589 |
| MAPE | Mean absolute percentage error | 0.0117 |
| SAE | Sum of the absolute errors | 34.0909 |
Predictive Modules for Air Lease
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Air Lease. 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.Other Forecasting Options for Air Lease
For every potential investor in Air, whether a beginner or expert, Air Lease's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Air Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Air. Basic forecasting techniques help filter out the noise by identifying Air Lease's price trends.Air Lease 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 Air Lease stock to make a market-neutral strategy. Peer analysis of Air Lease could also be used in its relative valuation, which is a method of valuing Air Lease by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Air Lease 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 Air Lease'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 Air Lease's current price.| Cycle Indicators | ||
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Air Lease Market Strength Events
Market strength indicators help investors to evaluate how Air Lease stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Air Lease shares will generate the highest return on investment. By undertsting and applying Air Lease stock market strength indicators, traders can identify Air Lease entry and exit signals to maximize returns.
Air Lease Risk Indicators
The analysis of Air Lease's 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 Air Lease's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting air 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.
| Mean Deviation | 1.24 | |||
| Semi Deviation | 1.39 | |||
| Standard Deviation | 1.72 | |||
| Variance | 2.97 | |||
| Downside Variance | 2.16 | |||
| Semi Variance | 1.94 | |||
| Expected Short fall | (1.51) |
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.
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Try AI Portfolio ArchitectCheck out Historical Fundamental Analysis of Air Lease to cross-verify your projections. For more information on how to buy Air Stock please use our How to buy in Air Stock guide.You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Is Trading Companies & Distributors space 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 Air Lease. If investors know Air 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 Air Lease 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 (0.56) | Dividend Share 0.85 | Earnings Share 3.33 | Revenue Per Share | Quarterly Revenue Growth (0.01) |
The market value of Air Lease is measured differently than its book value, which is the value of Air that is recorded on the company's balance sheet. Investors also form their own opinion of Air Lease's value that differs from its market value or its book value, called intrinsic value, which is Air Lease'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 Air Lease's market value can be influenced by many factors that don't directly affect Air Lease'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 Air Lease's value and its price as these two are different measures arrived at by different means. Investors typically determine if Air Lease is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Air Lease'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.