Willis Lease Stock Forecast - Simple Regression
| WLFC Stock | USD 189.39 7.89 4.35% |
The Simple Regression forecasted value of Willis Lease Finance on the next trading day is expected to be 163.12 with a mean absolute deviation of 9.14 and the sum of the absolute errors of 557.84. Willis Stock Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Willis Lease stock prices and determine the direction of Willis Lease Finance's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Willis Lease's historical fundamentals, such as revenue growth or operating cash flow patterns.
At the present time the relative strength index (rsi) of Willis Lease's share price is below 20 . This entails that the stock is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards. Momentum 0
Sell Peaked
Oversold | Overbought |
Quarterly Earnings Growth (0.04) | EPS Estimate Next Quarter 3.23 | EPS Estimate Current Year 12.82 | EPS Estimate Next Year 14.71 | Wall Street Target Price 160 |
Using Willis Lease hype-based prediction, you can estimate the value of Willis Lease Finance from the perspective of Willis Lease response to recently generated media hype and the effects of current headlines on its competitors.
Willis Lease Finance Hype to Price Pattern
Investor biases related to Willis Lease's public news can be used to forecast risks associated with an investment in Willis. The trend in average sentiment can be used to explain how an investor holding Willis can time the market purely based on public headlines and social activities around Willis Lease Finance. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.
The Simple Regression forecasted value of Willis Lease Finance on the next trading day is expected to be 163.12 with a mean absolute deviation of 9.14 and the sum of the absolute errors of 557.84.
Willis Lease after-hype prediction price | USD 191.36 |
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 Willis Lease to cross-verify your projections. Willis Lease Additional Predictive Modules
Most predictive techniques to examine Willis price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Willis using various technical indicators. When you analyze Willis 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.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Willis Lease Simple Regression Price Forecast For the 24th of January
Given 90 days horizon, the Simple Regression forecasted value of Willis Lease Finance on the next trading day is expected to be 163.12 with a mean absolute deviation of 9.14, mean absolute percentage error of 124.32, and the sum of the absolute errors of 557.84.Please note that although there have been many attempts to predict Willis 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 Willis Lease's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Willis Lease Stock Forecast Pattern
| Backtest Willis Lease | Willis Lease Price Prediction | Buy or Sell Advice |
Willis Lease Forecasted Value
In the context of forecasting Willis 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. Willis Lease's downside and upside margins for the forecasting period are 160.20 and 166.03, respectively. We have considered Willis 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 Simple Regression forecasting method's relative quality and the estimations of the prediction error of Willis Lease stock data series using in forecasting. Note that when a statistical model is used to represent Willis 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 | 122.9333 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 9.1449 |
| MAPE | Mean absolute percentage error | 0.065 |
| SAE | Sum of the absolute errors | 557.84 |
Predictive Modules for Willis 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 Willis Lease Finance. 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.Willis Lease After-Hype Price Prediction Density Analysis
As far as predicting the price of Willis Lease 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 Willis Lease 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 Willis Lease, with the unreliable approximations that try to describe financial returns.
Next price density |
| Expected price to next headline |
Willis Lease Estimiated After-Hype Price Volatility
In the context of predicting Willis Lease's stock value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Willis Lease's historical news coverage. Willis Lease's after-hype downside and upside margins for the prediction period are 188.45 and 194.27, respectively. We have considered Willis Lease's 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
Willis Lease is very steady at this time. Analysis and calculation of next after-hype price of Willis Lease Finance is based on 3 months time horizon.
Willis Lease Stock Price Prediction Analysis
Have you ever been surprised when a price of a Company such as Willis Lease is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Willis Lease 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 Willis Lease, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.67 | 2.91 | 1.97 | 0.11 | 12 Events / Month | 7 Events / Month | In about 12 days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | ||
189.39 | 191.36 | 1.04 |
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Willis Lease Hype Timeline
Willis Lease Finance is at this time traded for 189.39. The entity has historical hype elasticity of 1.97, and average elasticity to hype of competition of -0.11. Willis is forecasted to increase in value after the next headline, with the price projected to jump to 191.36 or above. The average volatility of media hype impact on the company the price is about 98.98%. The price growth on the next news is projected to be 1.04%, whereas the daily expected return is at this time at 0.67%. The volatility of related hype on Willis Lease is about 1807.45%, with the expected price after the next announcement by competition of 189.28. The company reported the previous year's revenue of 569.22 M. Net Income was 108.61 M with profit before overhead, payroll, taxes, and interest of 592.52 M. Given the investment horizon of 90 days the next forecasted press release will be in about 12 days. Check out Historical Fundamental Analysis of Willis Lease to cross-verify your projections.Willis Lease Related Hype Analysis
Having access to credible news sources related to Willis Lease's direct competition is more important than ever and may enhance your ability to predict Willis Lease's future price movements. Getting to know how Willis Lease's 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 Willis Lease may potentially react to the hype associated with one of its peers.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| HTZ | Hertz Global Holdings | (0.15) | 8 per month | 3.36 | 0.03 | 7.63 | (5.46) | 43.57 | |
| ALTG | Alta Equipment Group | (0.17) | 8 per month | 3.47 | (0) | 6.44 | (4.75) | 15.40 | |
| UP | Wheels Up Experience | 0.04 | 11 per month | 0.00 | (0.07) | 11.94 | (13.58) | 61.04 | |
| PRG | PROG Holdings | (0.58) | 11 per month | 1.82 | (0.01) | 3.84 | (2.64) | 8.53 | |
| GLDD | Great Lakes Dredge | (0.10) | 9 per month | 1.34 | 0.18 | 4.74 | (3.02) | 15.87 | |
| ULCC | Frontier Group Holdings | (0.18) | 12 per month | 3.39 | 0.08 | 7.54 | (5.87) | 19.12 | |
| GSL | Global Ship Lease | (0.18) | 12 per month | 1.00 | 0.15 | 2.89 | (2.24) | 12.98 | |
| AEBI | Aebi Schmidt Holding | 0.25 | 4 per month | 2.06 | 0.06 | 4.24 | (2.86) | 9.69 | |
| VSTS | Vestis | (0.35) | 10 per month | 3.21 | 0.13 | 6.21 | (6.30) | 18.68 | |
| ERII | Energy Recovery | (0.19) | 10 per month | 0.00 | (0.1) | 3.26 | (2.98) | 21.23 |
Other Forecasting Options for Willis Lease
For every potential investor in Willis, whether a beginner or expert, Willis Lease's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Willis Stock price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Willis. Basic forecasting techniques help filter out the noise by identifying Willis Lease's price trends.Willis 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 Willis Lease stock to make a market-neutral strategy. Peer analysis of Willis Lease could also be used in its relative valuation, which is a method of valuing Willis Lease by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
Willis Lease Market Strength Events
Market strength indicators help investors to evaluate how Willis 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 Willis Lease shares will generate the highest return on investment. By undertsting and applying Willis Lease stock market strength indicators, traders can identify Willis Lease Finance entry and exit signals to maximize returns.
Willis Lease Risk Indicators
The analysis of Willis 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 Willis Lease's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting willis 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 | 2.25 | |||
| Semi Deviation | 2.22 | |||
| Standard Deviation | 2.82 | |||
| Variance | 7.95 | |||
| Downside Variance | 6.65 | |||
| Semi Variance | 4.94 | |||
| Expected Short fall | (2.56) |
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 Willis Lease
The number of cover stories for Willis Lease depends on current market conditions and Willis Lease's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Willis Lease 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 Willis Lease's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.
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Willis Lease Short Properties
Willis Lease's future price predictability will typically decrease when Willis Lease's long traders begin to feel the short-sellers pressure to drive the price lower. The predictive aspect of Willis Lease Finance often depends not only on the future outlook of the potential Willis Lease's 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. Willis Lease's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 6.8 M | |
| Cash And Short Term Investments | 9.1 M |
Check out Historical Fundamental Analysis of Willis Lease to cross-verify your projections. You can also try the CEOs Directory module to screen CEOs from public companies around the world.
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 Willis Lease. If investors know Willis 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 Willis 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 (0.04) | Dividend Share 1 | Earnings Share 16.67 | Revenue Per Share | Quarterly Revenue Growth 0.261 |
The market value of Willis Lease Finance is measured differently than its book value, which is the value of Willis that is recorded on the company's balance sheet. Investors also form their own opinion of Willis Lease's value that differs from its market value or its book value, called intrinsic value, which is Willis 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 Willis Lease's market value can be influenced by many factors that don't directly affect Willis 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 Willis Lease's value and its price as these two are different measures arrived at by different means. Investors typically determine if Willis Lease is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Willis 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.