LEBENTHAL LISANTI Mutual Fund Forward View - Simple Moving Average
| ASCGX Fund | USD 22.98 0.23 1.01% |
LEBENTHAL LISANTI's Simple Moving Average reference data is generated by applying the model to available daily closing prices. Accuracy metrics including mean absolute deviation are provided alongside the projection.
The Simple Moving Average forecasted value of Lebenthal Lisanti Small on the next trading day is expected to be 22.98 with a mean absolute deviation of 0.30 and the sum of the absolute errors of 18.22.The simple moving average model is conceptually a linear regression of the current value of Lebenthal Lisanti Small price series against current and previous (unobserved) value of LEBENTHAL LISANTI. 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 LEBENTHAL LISANTI's Simple Moving Average reference data is provided for informational and analytical purposes and does not constitute a trading recommendation. Simple Moving Average Price Forecast For the 26th of March
Given 90 days horizon, the Simple Moving Average forecasted value of Lebenthal Lisanti Small on the next trading day is expected to be 22.98 with a mean absolute deviation of 0.30 , mean absolute percentage error of 0.15 , and the sum of the absolute errors of 18.22 .Please note that although there have been many attempts to predict LEBENTHAL 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 LEBENTHAL LISANTI's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Mutual Fund Forecast Pattern
| Backtest LEBENTHAL LISANTI | LEBENTHAL LISANTI Price Prediction | Research Analysis |
Forecasted Value
Forecasting Lebenthal Lisanti Small 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.
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 LEBENTHAL LISANTI mutual fund data series using in forecasting. Note that when a statistical model is used to represent LEBENTHAL LISANTI 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 | 114.3952 |
| Bias | Arithmetic mean of the errors | 0.0158 |
| MAD | Mean absolute deviation | 0.3037 |
| MAPE | Mean absolute percentage error | 0.013 |
| SAE | Sum of the absolute errors | 18.225 |
Other Forecasting Options for LEBENTHAL LISANTI
Analyzing LEBENTHAL LISANTI's price movement through moving averages at different time horizons reveals whether short-term momentum aligns with the longer-term trend. Touches of the upper or lower band in LEBENTHAL LISANTI's chart can signal overbought or oversold conditions.LEBENTHAL LISANTI Related Equities
Sizing up LEBENTHAL LISANTI against these stocks within the Small Growth space shows how it compares on key financial measures. Profit comparisons show whether LEBENTHAL LISANTI earns above or below average returns next to its peers.
| Risk & Return | Correlation |
LEBENTHAL LISANTI Market Strength Events
Market strength indicators for LEBENTHAL LISANTI mutual fund provide a framework for assessing security responsiveness. These metrics are widely used to refine market timing and identify favorable moments to trade LEBENTHAL LISANTI.
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 22.98 | |||
| Day Typical Price | 22.98 | |||
| Price Action Indicator | 0.12 | |||
| Period Momentum Indicator | 0.23 | |||
| Relative Strength Index | 48.09 |
LEBENTHAL LISANTI Risk Indicators
Assessing LEBENTHAL LISANTI's risk indicators is a critical component of any rigorous approach to forecasting its future price. Forecasting LEBENTHAL LISANTI's future price accurately requires understanding and quantifying the risks present in the investment.
| Mean Deviation | 1.19 | |||
| Semi Deviation | 1.74 | |||
| Standard Deviation | 1.59 | |||
| Variance | 2.52 | |||
| Downside Variance | 3.19 | |||
| Semi Variance | 3.04 | |||
| Expected Short fall | -1.13 |
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 LEBENTHAL LISANTI
A coverage review of Lebenthal Lisanti Small shows when the security is attracting above-average attention from contributors and market observers. 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.