ABSOLUTE CAPITAL Mutual Fund Forward View - Double Exponential Smoothing

AAMCX Fund  USD 11.17  -0.14  -1.24%   
Absolute Capital Asset's Double Exponential Smoothing reference page covers the model's projected value and error measures from recent price data. The forecast output and associated deviation metrics are shown for informational use. The model is fitted to available historical daily prices for ABSOLUTE CAPITAL. This page is updated as new daily closing prices become available for ABSOLUTE CAPITAL.
The Double Exponential Smoothing forecasted value of Absolute Capital Asset on the next trading day is expected to be 11.19 with a mean absolute deviation of 0.06 and the sum of the absolute errors of 3.61.When Absolute Capital Asset 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 Absolute Capital Asset 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 ABSOLUTE CAPITAL observations are given relatively more weight in forecasting than the older observations. All Double Exponential Smoothing forecast figures shown for Absolute Capital Asset are reference data reflecting model output based on available historical prices.
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 ABSOLUTE CAPITAL works best with periods where there are trends or seasonality.

Double Exponential Smoothing Price Forecast For the 27th of March

Given 90 days horizon, the Double Exponential Smoothing forecasted value of Absolute Capital Asset on the next trading day is expected to be 11.19 with a mean absolute deviation of 0.06 , mean absolute percentage error of 0.01 , and the sum of the absolute errors of 3.61 .
Please note that although there have been many attempts to predict ABSOLUTE Mutual Fund prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that ABSOLUTE CAPITAL's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Mutual Fund Forecast Pattern

Backtest ABSOLUTE CAPITAL  ABSOLUTE CAPITAL Price Prediction  Research Analysis  

Forecasted Value

Forecasting Absolute Capital Asset for the next session involves measuring the model's historical ability to define credible downside and upside scenarios. Used properly, these levels provide context around forecast dispersion rather than certainty about the next closing print.
Market Value
11.17
11.19
Expected Value
11.85
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 ABSOLUTE CAPITAL mutual fund data series using in forecasting. Note that when a statistical model is used to represent ABSOLUTE CAPITAL mutual fund, 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 -0.0033
MADMean absolute deviation0.0612
MAPEMean absolute percentage error0.0053
SAESum of the absolute errors3.6097
When Absolute Capital Asset 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 Absolute Capital Asset 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 ABSOLUTE CAPITAL observations are given relatively more weight in forecasting than the older observations.

Other Forecasting Options for ABSOLUTE CAPITAL

Bollinger Bands applied to ABSOLUTE Mutual Fund price data measure how far ABSOLUTE has deviated from its recent average relative to its own volatility. This distinction drives the choice of forecasting model applied to ABSOLUTE CAPITAL's price data. On-balance volume for ABSOLUTE Mutual Fund creates a running indicator of buying versus selling pressure in ABSOLUTE. Price departures from the channel boundary often mean-revert, offering tactical signals for ABSOLUTE CAPITAL's.

ABSOLUTE CAPITAL Related Equities

These firms work in a similar space as ABSOLUTE CAPITAL within the Tactical Allocation space and serve as useful points for comparison. Key comparison metrics include price-to-earnings, profit margin, and revenue growth across ABSOLUTE CAPITAL's peer group.
 Risk & Return  Correlation

ABSOLUTE CAPITAL Market Strength Events

For investors tracking Absolute Capital Asset, market strength indicators offer quantitative evaluation of mutual fund behavior. These indicators add context to timing decisions around Absolute Capital Asset positions. These indicators capture shifts in momentum that may precede significant price moves in ABSOLUTE CAPITAL. These metrics provide actionable context for both entry and risk management decisions around Absolute Capital Asset.

ABSOLUTE CAPITAL Risk Indicators

Analyzing ABSOLUTE CAPITAL's basic risk indicators provides investors with a structured view of the risk-return trade-off for absolute mutual fund. By identifying the level of risk embedded in ABSOLUTE CAPITAL's investment, investors can make informed decisions about position sizing. Analyzing ABSOLUTE CAPITAL's risk indicators gives investors important context for price forecasting. Understanding the risk in ABSOLUTE CAPITAL's investment allows investors to make informed choices about mitigating exposure.
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 ABSOLUTE CAPITAL

The amount of media and story coverage tied to Absolute Capital Asset can signal where market attention is concentrating at the moment. This is most useful when investors want to understand why a security is suddenly drawing more public discussion.

Other Macroaxis Stories

Macroaxis story coverage is designed for a broad investing audience that ranges from self-directed traders to advisers, researchers, and institutional market participants. The content is intended to support people who want a more structured path from headline information to portfolio action.