CALVERT US Mutual Fund Forward View - Polynomial Regression
| CSXCX Fund | USD 48.58 0.28 0.58% |
Calvert Large Cap's Polynomial Regression reference page covers the model's projected value and error measures from recent price data. The forecast output and associated deviation metrics are shown for informational use. The model is fitted to available historical daily prices for CALVERT US. This page is updated as new daily closing prices become available for CALVERT US.
The Polynomial Regression forecasted value of Calvert Large Cap on the next trading day is expected to be 47.75 with a mean absolute deviation of 0.30 and the sum of the absolute errors of 18.37.A single variable polynomial regression model attempts to put a curve through the CALVERT US 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 All Polynomial Regression forecast figures shown for Calvert Large Cap are reference data reflecting model output based on available historical prices. Polynomial Regression Price Forecast For the 27th of March
Given 90 days horizon, the Polynomial Regression forecasted value of Calvert Large Cap on the next trading day is expected to be 47.75 with a mean absolute deviation of 0.30 , mean absolute percentage error of 0.14 , and the sum of the absolute errors of 18.37 .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 US'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
This next-day forecast for Calvert Large Cap uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. 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 Polynomial Regression forecasting method's relative quality and the estimations of the prediction error of CALVERT US mutual fund data series using in forecasting. Note that when a statistical model is used to represent CALVERT US 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 | 117.9699 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.2964 |
| MAPE | Mean absolute percentage error | 0.0059 |
| SAE | Sum of the absolute errors | 18.3748 |
Other Forecasting Options for CALVERT US
Bollinger Bands applied to CALVERT Mutual Fund price data measure how far CALVERT has deviated from its recent average relative to its own volatility. This distinction drives the choice of forecasting model applied to CALVERT US's price data. On-balance volume for CALVERT Mutual Fund creates a running indicator of buying versus selling pressure in CALVERT. Price departures from the channel boundary often mean-revert, offering tactical signals for CALVERT US's.CALVERT US Related Equities
The stocks listed below are peers of CALVERT US within the Large Blend space and offer context for ranking and strength. Checking cash flow across this peer set helps gauge CALVERT US's relative financial strength. When CALVERT US breaks from its peer group on a key metric, it often signals a firm-level change worth exploring.
| Risk & Return | Correlation |
CALVERT US Market Strength Events
For investors tracking Calvert Large Cap, market strength indicators offer quantitative evaluation of mutual fund behavior. These indicators add context to timing decisions around Calvert Large Cap positions. These indicators capture shifts in momentum that may precede significant price moves in CALVERT US. These metrics provide actionable context for both entry and risk management decisions around Calvert Large Cap.
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 48.58 | |||
| Day Typical Price | 48.58 | |||
| Price Action Indicator | 0.14 | |||
| Period Momentum Indicator | 0.28 | |||
| Relative Strength Index | 39.58 |
CALVERT US Risk Indicators
Analyzing CALVERT US's basic risk indicators provides investors with a structured view of the risk-return trade-off for calvert mutual fund. By identifying the level of risk embedded in CALVERT US's investment, investors can make informed decisions about position sizing. Analyzing CALVERT US's risk indicators gives investors important context for price forecasting. Understanding the risk in CALVERT US's investment allows investors to make informed choices about mitigating exposure.
| Mean Deviation | 0.622 | |||
| Standard Deviation | 0.8011 | |||
| Variance | 0.6418 |
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 US
Coverage intensity for Calvert Large 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
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