ASTOR LONG/SHORT Mutual Fund Forward View - Simple Moving Average
| ASTIX Fund | USD 12.83 0.08 0.63% |
The Simple Moving Average forecast shown here for ASTOR LONG/SHORT is reference data produced from its historical price series. The projected value and error measures below serve as reference information. This data is provided for reference and analytical review. The Simple Moving Average output serves as one input among many for analytical review.
The Simple Moving Average forecasted value of Astor Longshort Fund on the next trading day is expected to be 12.83 with a mean absolute deviation of 0.05 and the sum of the absolute errors of 2.75.The simple moving average model is conceptually a linear regression of the current value of Astor Longshort Fund price series against current and previous (unobserved) value of ASTOR LONG/SHORT. 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 This Simple Moving Average reference page for ASTOR LONG/SHORT presents model-generated projections from historical price data for informational purposes. Simple Moving Average Price Forecast For the 28th of March
Given 90 days horizon, the Simple Moving Average forecasted value of Astor Longshort Fund on the next trading day is expected to be 12.83 with a mean absolute deviation of 0.05 , mean absolute percentage error of 0.0038 , and the sum of the absolute errors of 2.75 .Please note that although there have been many attempts to predict ASTOR 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 ASTOR LONG/SHORT's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Mutual Fund Forecast Pattern
| Backtest ASTOR LONG/SHORT | ASTOR LONG/SHORT Price Prediction | Research Analysis |
Forecasted Value
This next-day forecast for Astor Longshort Fund uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. The current forecast range spans downside near 12.37 and upside near 13.29.
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 ASTOR LONG/SHORT mutual fund data series using in forecasting. Note that when a statistical model is used to represent ASTOR LONG/SHORT 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 | 108.875 |
| Bias | Arithmetic mean of the errors | 0.0053 |
| MAD | Mean absolute deviation | 0.0467 |
| MAPE | Mean absolute percentage error | 0.0036 |
| SAE | Sum of the absolute errors | 2.755 |
Other Forecasting Options for ASTOR LONG/SHORT
The distribution of ASTOR LONG/SHORT's daily returns is typically non-normal, with fatter tails than a Gaussian model predicts. This can reveal hidden support and resistance zones in ASTOR LONG/SHORT's chart that simple price charts miss. The slope of ASTOR LONG/SHORT's linear regression channel quantifies trend direction and strength over a chosen lookback period. Divergences between OBV and price can foreshadow trend changes in ASTOR.ASTOR LONG/SHORT Related Equities
These related stocks within the Tactical Allocation space give benchmarks for judging ASTOR LONG/SHORT's results, margins, and growth trend. Return on equity across these peers shows how well each firm turns capital into profit.
| Risk & Return | Correlation |
ASTOR LONG/SHORT Market Strength Events
Market strength indicators for ASTOR LONG/SHORT give insight into the mutual fund's responsiveness to broader forces. These indicators are useful for traders seeking optimal timing for positions in Astor Longshort Fund. Market strength analysis for Astor Longshort Fund works best when combined with volume and volatility data. For ASTOR LONG/SHORT, strength indicators are a practical complement to price and fundamental analysis.
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 12.83 | |||
| Day Typical Price | 12.83 | |||
| Price Action Indicator | 0.04 | |||
| Period Momentum Indicator | 0.08 | |||
| Relative Strength Index | 40.99 |
ASTOR LONG/SHORT Risk Indicators
A thorough review of ASTOR LONG/SHORT's risk indicators is an important first step in forecasting its price. Quantifying the risk involved in ASTOR LONG/SHORT's allows investors to make better decisions about entry, sizing, and hedging. The assessment of ASTOR LONG/SHORT's risk indicators plays a key role in managing investment exposure. Identifying the magnitude of risk in ASTOR LONG/SHORT's provides context to choose between accepting or hedging exposure.
| Mean Deviation | 0.3294 | |||
| Standard Deviation | 0.4469 | |||
| Variance | 0.1997 |
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 ASTOR LONG/SHORT
Coverage intensity for Astor Longshort Fund matters because narrative visibility can influence sentiment, participation, and volatility around the name. The practical risk is that faster visibility can increase both interest and skepticism at the same time.
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