CALVERT SMALL Mutual Fund Forward View - Double Exponential Smoothing
| CSVIX Fund | USD 30.16 0.12 0.40% |
The Double Exponential Smoothing forecast shown here for CALVERT SMALL is reference data produced from the equity's historical price series. Accuracy metrics including mean absolute deviation are provided alongside the projection.
The Double Exponential Smoothing forecasted value of Calvert Small Cap on the next trading day is expected to be 30.06 with a mean absolute deviation of 0.25 and the sum of the absolute errors of 14.77.When Calvert Small Cap 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 Calvert Small Cap trend in the prices. So in double exponential smoothing past observations are given exponentially smaller weights as the observations get older. In other words, recent CALVERT SMALL observations are given relatively more weight in forecasting than the older observations. This Double Exponential Smoothing reference page for CALVERT SMALL presents model-generated projections from historical price data for informational purposes. Double Exponential Smoothing Price Forecast For the 19th of March
Given 90 days horizon, the Double Exponential Smoothing forecasted value of Calvert Small Cap on the next trading day is expected to be 30.06 with a mean absolute deviation of 0.25 , mean absolute percentage error of 0.1 , and the sum of the absolute errors of 14.77 .Please note that although there have been many attempts to predict CALVERT 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 CALVERT SMALL's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Mutual Fund Forecast Pattern
| Backtest CALVERT SMALL | CALVERT SMALL Price Prediction | Research Analysis |
Forecasted Value
For the next trading day, Macroaxis evaluates CALVERT SMALL's predictive range by looking for statistically meaningful downside and upside boundaries. Investors should still remember that no empirical framework consistently proves that one family of forecasting models will outperform all other approaches in live markets.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Double Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of CALVERT SMALL mutual fund data series using in forecasting. Note that when a statistical model is used to represent CALVERT SMALL 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 | Huge |
| Bias | Arithmetic mean of the errors | 0.0489 |
| MAD | Mean absolute deviation | 0.2461 |
| MAPE | Mean absolute percentage error | 0.0077 |
| SAE | Sum of the absolute errors | 14.7685 |
Other Forecasting Options for CALVERT SMALL
Regardless of investment experience, understanding CALVERT SMALL's price movement is essential for anyone considering a position in CALVERT. Price charts for CALVERT Mutual Fund are often filled with noise that can lead to poor investment choices if not properly filtered.CALVERT SMALL Related Equities
The following equities are related to CALVERT SMALL within the Small Blend space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing CALVERT SMALL 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 |
CALVERT SMALL Market Strength Events
Market strength indicators for CALVERT SMALL give investors insight into the mutual fund's responsiveness to broader market forces. Tracking these indicators helps investors make informed timing decisions and identify periods where trading CALVERT SMALL is likely to be most rewarding.
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 30.16 | |||
| Day Typical Price | 30.16 | |||
| Price Action Indicator | 0.06 | |||
| Period Momentum Indicator | 0.12 | |||
| Relative Strength Index | 35.45 |
CALVERT SMALL Risk Indicators
A thorough review of CALVERT SMALL's risk indicators is an important first step in forecasting its price and managing investment exposure. This analysis helps investors determine the appropriate level of risk to accept when holding CALVERT SMALL's.
| Mean Deviation | 0.9435 | |||
| Semi Deviation | 0.7966 | |||
| Standard Deviation | 2.1 | |||
| Variance | 4.4 | |||
| Downside Variance | 0.9316 | |||
| Semi Variance | 0.6345 | |||
| Expected Short fall | -1.22 |
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 CALVERT SMALL
Story coverage around Calvert Small Cap often expands when market conditions, narrative momentum, or risk-adjusted performance make the security more visible to investors. Used properly, this context can help investors judge whether visibility is reinforcing the thesis or attracting more speculative pressure.
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