SMALL CAP Mutual Fund Forward View - Simple Moving Average
| ACSCX Fund | USD 8.64 -0.11 -1.26% |
The Simple Moving Average forecast reference data for Small Cap Value is based on the equity's recent trading history. This page summarizes the model output and key accuracy metrics for reference.
The Simple Moving Average forecasted value of Small Cap Value on the next trading day is expected to be 8.64 with a mean absolute deviation of 0.09 and the sum of the absolute errors of 5.25.The simple moving average model is conceptually a linear regression of the current value of Small Cap Value price series against current and previous (unobserved) value of SMALL CAP. In time series analysis, the simple moving-average model is a very common approach for modeling univariate price series models including forecasting prices into the future All Simple Moving Average forecast figures shown for Small Cap Value are reference data reflecting model output based on available historical prices. Simple Moving Average Price Forecast For the 23rd of March
Given 90 days horizon, the Simple Moving Average forecasted value of Small Cap Value on the next trading day is expected to be 8.64 with a mean absolute deviation of 0.09 , mean absolute percentage error of 0.01 , and the sum of the absolute errors of 5.25 .Please note that although there have been many attempts to predict SMALL 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 SMALL CAP's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Mutual Fund Forecast Pattern
| Backtest SMALL CAP | SMALL CAP Price Prediction | Research Analysis |
Forecasted Value
This next-day forecast for Small Cap Value uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. At the moment, the model places downside around 7.49 and upside around 9.79 for the forecasting period.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Moving Average forecasting method's relative quality and the estimations of the prediction error of SMALL CAP mutual fund data series using in forecasting. Note that when a statistical model is used to represent SMALL CAP 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.| AIC | Akaike Information Criteria | 110.0315 |
| Bias | Arithmetic mean of the errors | 0.004 |
| MAD | Mean absolute deviation | 0.0889 |
| MAPE | Mean absolute percentage error | 0.0097 |
| SAE | Sum of the absolute errors | 5.245 |
Other Forecasting Options for SMALL CAP
Whether a novice or experienced investor, anyone considering SMALL needs to understand the dynamics of SMALL CAP's price movement. Price charts for SMALL Mutual Fund contain a significant amount of noise that can distort investment decisions.SMALL CAP Related Equities
The following equities are related to SMALL CAP within the Small Value space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing SMALL CAP against peers on metrics such as P/E, margins, and return on equity helps contextualize its positioning and identify relative strengths or weaknesses.
| Risk & Return | Correlation |
SMALL CAP Market Strength Events
Analyzing market strength indicators for SMALL CAP enables investors to understand how the mutual fund performs relative to overall market momentum. These indicators are valuable tools for identifying when to enter or exit positions in Small Cap Value.
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 8.64 | |||
| Day Typical Price | 8.64 | |||
| Price Action Indicator | -0.06 | |||
| Period Momentum Indicator | -0.11 | |||
| Relative Strength Index | 38.47 |
SMALL CAP Risk Indicators
Identifying and analyzing SMALL CAP's key risk indicators is a foundational step in projecting how its price may evolve. This process quantifies the risk associated with SMALL CAP's and decide how to manage it.
| Mean Deviation | 1.04 | |||
| Semi Deviation | 0.9304 | |||
| Standard Deviation | 1.99 | |||
| Variance | 3.98 | |||
| Downside Variance | 1.29 | |||
| Semi Variance | 0.8656 | |||
| Expected Short fall | -1.25 |
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 SMALL CAP
Story coverage around Small Cap Value often expands when market conditions, narrative momentum, or risk-adjusted performance make the security more visible to investors. The practical risk is that faster visibility can increase both interest and skepticism at the same time.
Other Macroaxis Stories
Macroaxis publishes story content for a diverse readership that includes finance students, independent investors, money managers, and market-focused operating teams. What connects that audience is a focus on building stronger portfolios through better research, risk awareness, and comparative analysis.