BROWN ADVISORY Mutual Fund Forward View - Simple Moving Average
| BAFSX Fund | USD 38.39 0.49 1.29% |
This page provides reference data for BROWN ADVISORY using Simple Moving Average forecasting. The projected value and error metrics are calculated from available daily price observations.
The Simple Moving Average forecasted value of Brown Advisory Small Cap on the next trading day is expected to be 38.39 with a mean absolute deviation of 0.38 and the sum of the absolute errors of 22.65.The simple moving average model is conceptually a linear regression of the current value of Brown Advisory Small Cap price series against current and previous (unobserved) value of BROWN ADVISORY. 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 BROWN ADVISORY presents model-generated projections from historical price data for informational purposes. Simple Moving Average Price Forecast For the 19th of March
Given 90 days horizon, the Simple Moving Average forecasted value of Brown Advisory Small Cap on the next trading day is expected to be 38.39 with a mean absolute deviation of 0.38 , mean absolute percentage error of 0.22 , and the sum of the absolute errors of 22.65 .Please note that although there have been many attempts to predict BROWN 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 BROWN ADVISORY's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Mutual Fund Forecast Pattern
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Forecasted Value
Forecasting Brown Advisory Small Cap 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 BROWN ADVISORY mutual fund data series using in forecasting. Note that when a statistical model is used to represent BROWN ADVISORY 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 | 114.7676 |
| Bias | Arithmetic mean of the errors | 0.0033 |
| MAD | Mean absolute deviation | 0.3775 |
| MAPE | Mean absolute percentage error | 0.0094 |
| SAE | Sum of the absolute errors | 22.65 |
Other Forecasting Options for BROWN ADVISORY
For investors considering BROWN, BROWN ADVISORY's price movement is the most direct driver of investment returns. Noise in BROWN Mutual Fund price charts can make identifying meaningful trends difficult without dedicated analytical tools.BROWN ADVISORY Related Equities
The following equities are related to BROWN ADVISORY within the Small Growth space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing BROWN ADVISORY 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 |
BROWN ADVISORY Market Strength Events
Market strength indicators for BROWN ADVISORY provide investors with a view of how the mutual fund performs across different market environments. By analyzing these indicators, traders can determine the best moments to enter or exit positions in Brown Advisory Small Cap.
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 38.39 | |||
| Day Typical Price | 38.39 | |||
| Price Action Indicator | 0.25 | |||
| Period Momentum Indicator | 0.49 | |||
| Relative Strength Index | 42.76 |
BROWN ADVISORY Risk Indicators
A structured analysis of BROWN ADVISORY's risk indicators is one of the most reliable ways to improve the accuracy of price forecasts. Understanding the risk embedded in BROWN ADVISORY's allows investors to decide whether to accept, reduce, or hedge their exposure.
| Mean Deviation | 1.21 | |||
| Semi Deviation | 0.7505 | |||
| Standard Deviation | 3.08 | |||
| Variance | 9.46 | |||
| Downside Variance | 1.21 | |||
| Semi Variance | 0.5633 | |||
| Expected Short fall | -1.48 |
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 BROWN ADVISORY
A coverage review of Brown Advisory Small Cap helps investors see when the security is attracting above-average attention from contributors and market observers. Used properly, this context can help investors judge whether visibility is reinforcing the thesis or attracting more speculative pressure.
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