CALVERT SMALL Mutual Fund Forward View - Polynomial Regression
| CSVIX Fund | USD 29.83 0.54 1.84% |
The Polynomial Regression forecast shown here for CALVERT SMALL 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 Polynomial Regression output serves as one input among many for analytical review.
The Polynomial Regression forecasted value of Calvert Small Cap on the next trading day is expected to be 28.35 with a mean absolute deviation of 0.38 and the sum of the absolute errors of 23.32.A single variable polynomial regression model attempts to put a curve through the CALVERT SMALL historical price points. Mathematically, assuming the independent variable is X and the dependent variable is Y, this line can be indicated as: Y = a0 + a1*X + a2*X2 + a3*X3 + ... + am*Xm This Polynomial Regression reference page for CALVERT SMALL presents model-generated projections from historical price data for informational purposes. Polynomial Regression Price Forecast For the 24th of March
Given 90 days horizon, the Polynomial Regression forecasted value of Calvert Small Cap on the next trading day is expected to be 28.35 with a mean absolute deviation of 0.38 , mean absolute percentage error of 0.21 , and the sum of the absolute errors of 23.32 .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
The next-day forecast for Calvert Small Cap focuses on identifying predictive downside and upside bands that can frame a realistic trading range. No forecasting approach has been shown to beat all others over time. Investors should treat any model output as a guide, not a guarantee.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Polynomial Regression 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 | 116.5333 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.3823 |
| MAPE | Mean absolute percentage error | 0.012 |
| SAE | Sum of the absolute errors | 23.3186 |
Other Forecasting Options for CALVERT SMALL
The distribution of CALVERT SMALL's daily returns is typically non-normal, with fatter tails than a Gaussian model predicts. This can reveal hidden support and resistance zones in CALVERT SMALL's chart that simple price charts miss. The slope of CALVERT SMALL's linear regression channel quantifies trend direction and strength over a chosen lookback period. Divergences between OBV and price can foreshadow trend changes in CALVERT.CALVERT SMALL Related Equities
These stocks within the Small Blend space are often compared to CALVERT SMALL by analysts and fund managers in the sector. Return on equity across these peers shows how well each firm turns capital into profit. Falling behind peers on key ratios may signal headwinds or execution issues worth looking into.
| Risk & Return | Correlation |
CALVERT SMALL Market Strength Events
Market strength indicators for CALVERT SMALL give insight into the mutual fund's responsiveness to broader forces. These indicators are useful for traders seeking optimal timing for positions in Calvert Small Cap. Market strength analysis for Calvert Small Cap works best when combined with volume and volatility data. For CALVERT SMALL, strength indicators are a practical complement to price and fundamental analysis.
| Rate Of Daily Change | 1.02 | |||
| Day Median Price | 29.83 | |||
| Day Typical Price | 29.83 | |||
| Price Action Indicator | 0.27 | |||
| Period Momentum Indicator | 0.54 | |||
| Relative Strength Index | 37.24 |
CALVERT SMALL Risk Indicators
A thorough review of CALVERT SMALL's risk indicators is an important first step in forecasting its price. Quantifying the risk involved in CALVERT SMALL's allows investors to make better decisions about entry, sizing, and hedging. The assessment of CALVERT SMALL's risk indicators plays a key role in managing investment exposure. Identifying the magnitude of risk in CALVERT SMALL's provides context to choose between accepting or hedging exposure.
| Mean Deviation | 0.7158 | |||
| Standard Deviation | 0.9576 | |||
| Variance | 0.9171 |
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
Coverage intensity for Calvert Small Cap matters because narrative visibility can influence sentiment, participation, and volatility around the name. 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.