Maybank Forecast

Demand Forecasting & Predictive Analytics Dashboard

Bursa: 1155.KL Data as of

Latest price

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12-month forecast

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Probability of decline (12m)

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Monte Carlo simulation, 10,000 paths

95% 1-year Value at Risk

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Champion model accuracy

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M6 ElasticNet, 24-month test window

Share price: history & 12-month forecast

Monthly adjusted close, with 12-month moving average and the M3 ETS forecast fan (80% / 95% intervals)

10 models, one honest answer

Test-window accuracy (MASE, lower is better). Hover a bar for the full metric breakdown.

Champion by accuracy: M6 ElasticNet. None statistically beat a naive random walk one month ahead (Diebold-Mariano p = 0.30), a genuine finding, not a modelling gap. XGBoost's bar is capped at the chart edge, its true MASE (shown inside the bar) is 40.58, far off this scale, it overfit and is not recommended.

12-month price distribution

10,000 simulated paths, block bootstrap, seed 42

What moves Maybank's price

Correlation of monthly returns with sector & macro drivers

Volatility over 26 years

12-month rolling volatility of monthly returns

Two models, two jobs. ElasticNet explains today's drivers. ETS forecasts safely 12 months out.
No model beats naive. Treat every number here as a risk-managed range, not a guarantee.
Refreshed monthly. Reproducible pipeline, rerun as new data arrives.

Recommendations to Management