Compass Capital Mutual Fund Forward View - Triple Exponential Smoothing

CLDBX Fund  USD 9.10  -0.02  -0.22%   
Compass Capital's Triple Exponential Smoothing reference data is generated by applying the model to available daily closing prices. The projected values and error metrics are presented below as reference information.
The Triple Exponential Smoothing forecasted value of Compass Capital Low on the next trading day is expected to be 9.10 with a mean absolute deviation of 0.01 and the sum of the absolute errors of 0.40.As with simple exponential smoothing, in triple exponential smoothing models past Compass Capital observations are given exponentially smaller weights as the observations get older. In other words, recent observations are given relatively more weight in forecasting than the older Compass Capital Low observations. The Triple Exponential Smoothing reference values for Compass Capital are derived from publicly available price data and should be used for informational purposes only.
Triple exponential smoothing for Compass Capital - also known as the Winters method - is a refinement of the popular double exponential smoothing model with the addition of periodicity (seasonality) component. Simple exponential smoothing technique works best with data where there are no trend or seasonality components to the data. When Compass Capital prices exhibit either an increasing or decreasing trend over time, simple exponential smoothing forecasts tend to lag behind observations. Double exponential smoothing is designed to address this type of data series by taking into account any trend in Compass Capital price movement. However, neither of these exponential smoothing models address any seasonality of Compass Capital Low.

Triple Exponential Smoothing Price Forecast For the 20th of March

Given 90 days horizon, the Triple Exponential Smoothing forecasted value of Compass Capital Low on the next trading day is expected to be 9.10 with a mean absolute deviation of 0.01 , mean absolute percentage error of 0.0001 , and the sum of the absolute errors of 0.40 .
Please note that although there have been many attempts to predict Compass 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 Compass Capital'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

The next-day forecast for Compass Capital Low focuses on identifying predictive downside and upside bands that can frame a realistic trading range. Used properly, these levels provide context around forecast dispersion rather than certainty about the next closing print.
Market Value
9.10
9.10
Expected Value
9.23
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Triple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Compass Capital mutual fund data series using in forecasting. Note that when a statistical model is used to represent Compass Capital 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.
AICAkaike Information CriteriaHuge
BiasArithmetic mean of the errors -2.0E-4
MADMean absolute deviation0.0067
MAPEMean absolute percentage error7.0E-4
SAESum of the absolute errors0.4034
As with simple exponential smoothing, in triple exponential smoothing models past Compass Capital observations are given exponentially smaller weights as the observations get older. In other words, recent observations are given relatively more weight in forecasting than the older Compass Capital Low observations.

Other Forecasting Options for Compass Capital

For investors of all experience levels considering Compass, understanding Compass Capital's price movement is fundamental to making sound investment decisions. Compass Mutual Fund price charts contain significant noise that can obscure meaningful trends.

Compass Capital Related Equities

The following equities are related to Compass Capital within the Short-Term Bond space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing Compass Capital 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

Compass Capital Market Strength Events

Market strength indicators for Compass Capital mutual fund provide investors with a framework for assessing how the security responds to changing market conditions. These indicators help determine optimal entry and exit points for trading Compass Capital.

Compass Capital Risk Indicators

Assessing Compass Capital's risk indicators is a critical component of any rigorous approach to forecasting its future price. Understanding the risk involved in holding Compass Capital's allows investors to make an informed decision about whether to accept or mitigate that exposure.
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 Compass Capital

The amount of media and story coverage tied to Compass Capital Low can signal where market attention is concentrating at the moment. The practical risk is that faster visibility can increase both interest and skepticism at the same time.

Other Macroaxis Stories

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