SHORT DURATION Mutual Fund Forward View - Simple Regression
| APISX Fund | USD 10.53 0.01 0.1% |
The Simple Regression forecast shown here for SHORT DURATION is reference data produced from its historical price series. The projected value and error measures below serve as reference information.
The Simple Regression forecasted value of Short Duration Inflation on the next trading day is expected to be 10.58 with a mean absolute deviation of 0.01 and the sum of the absolute errors of 0.79.In general, regression methods applied to historical equity returns or prices series is an area of active research. In recent decades, new methods have been developed for robust regression of price series such as Short Duration Inflation historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data. This Simple Regression reference page for SHORT DURATION presents model-generated projections from historical price data for informational purposes. Simple Regression Price Forecast For the 27th of March
Given 90 days horizon, the Simple Regression forecasted value of Short Duration Inflation on the next trading day is expected to be 10.58 with a mean absolute deviation of 0.01 , mean absolute percentage error of 0.0003 , and the sum of the absolute errors of 0.79 .Please note that although there have been many attempts to predict SHORT 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 SHORT DURATION's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Mutual Fund Forecast Pattern
| Backtest SHORT DURATION | SHORT DURATION Price Prediction | Research Analysis |
Forecasted Value
This next-day forecast for Short Duration Inflation uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. The current forecast range spans downside near 10.47 and upside near 10.69.
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 SHORT DURATION mutual fund data series using in forecasting. Note that when a statistical model is used to represent SHORT DURATION 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 | 111.9531 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.0128 |
| MAPE | Mean absolute percentage error | 0.0012 |
| SAE | Sum of the absolute errors | 0.7911 |
Other Forecasting Options for SHORT DURATION
The distribution of SHORT DURATION's daily returns is typically non-normal, with fatter tails than a Gaussian model predicts. This can reveal hidden support and resistance zones in SHORT DURATION's chart that simple price charts miss.SHORT DURATION Related Equities
SHORT DURATION's market space within the Short-Term Inflation-Protected Bond space is best grasped by looking at the firms listed below. Revenue and margin checks across this group help investors set expectations for SHORT DURATION's results. Identifying peers that steadily beat or lag SHORT DURATION across many periods highlights durable competitive gaps.
| Risk & Return | Correlation |
SHORT DURATION Market Strength Events
Market strength indicators for SHORT DURATION give insight into the mutual fund's responsiveness to broader forces. These indicators are useful for traders seeking optimal timing for positions in Short Duration Inflation.
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 10.53 | |||
| Day Typical Price | 10.53 | |||
| Price Action Indicator | 0.005 | |||
| Period Momentum Indicator | 0.01 | |||
| Relative Strength Index | 61.74 |
SHORT DURATION Risk Indicators
A thorough review of SHORT DURATION's risk indicators is an important first step in forecasting its price. Quantifying the risk involved in SHORT DURATION's allows investors to make better decisions about entry, sizing, and hedging.
| Mean Deviation | 0.085 | |||
| Semi Deviation | 0.0059 | |||
| Standard Deviation | 0.1062 | |||
| Variance | 0.0113 | |||
| Downside Variance | 0.0171 | |||
| Expected Short fall | -0.11 |
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 SHORT DURATION
Story coverage around Short Duration Inflation often expands when market conditions, narrative momentum, or risk-adjusted performance make the security more visible to investors. A disciplined read of coverage separates durable relevance from temporary noise.
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.