CALVERT US Mutual Fund Forward View - Simple Exponential Smoothing
| CSXCX Fund | USD 49.38 0.19 0.39% |
The Simple Exponential Smoothing forecast reference data for Calvert Large Cap is based on the equity's recent trading history. This page summarizes the model output and key accuracy metrics for reference.
The Simple Exponential Smoothing forecasted value of Calvert Large Cap on the next trading day is expected to be 49.37 with a mean absolute deviation of 0.30 and the sum of the absolute errors of 18.59.This simple exponential smoothing model begins by setting Calvert Large Cap forecast for the second period equal to the observation of the first period. In other words, recent CALVERT US observations are given relatively more weight in forecasting than the older observations. All Simple Exponential Smoothing forecast figures shown for Calvert Large Cap are reference data reflecting model output based on available historical prices. Simple Exponential Smoothing Price Forecast For the 19th of March
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Calvert Large Cap on the next trading day is expected to be 49.37 with a mean absolute deviation of 0.30 , mean absolute percentage error of 0.15 , and the sum of the absolute errors of 18.59 .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
For the next trading day, Macroaxis evaluates CALVERT US's predictive range by looking for statistically meaningful downside and upside boundaries. At the moment, the model places downside around 48.59 and upside around 50.15 for the forecasting period.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Exponential Smoothing 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 | 116.2107 |
| Bias | Arithmetic mean of the errors | 0.0082 |
| MAD | Mean absolute deviation | 0.3047 |
| MAPE | Mean absolute percentage error | 0.006 |
| SAE | Sum of the absolute errors | 18.586 |
Other Forecasting Options for CALVERT US
Whether a novice or experienced investor, anyone considering CALVERT needs to understand the dynamics of CALVERT US's price movement. Price charts for CALVERT Mutual Fund contain a significant amount of noise that can distort investment decisions.CALVERT US Related Equities
The following equities are related to CALVERT US within the Large Blend space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing CALVERT US 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 US Market Strength Events
Analyzing market strength indicators for CALVERT US enables investors to understand how the mutual fund performs relative to overall market momentum. These indicators are valuable tools for identifying when to enter or exit positions in Calvert Large Cap.
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 49.38 | |||
| Day Typical Price | 49.38 | |||
| Price Action Indicator | 0.095 | |||
| Period Momentum Indicator | 0.19 | |||
| Relative Strength Index | 44.06 |
CALVERT US Risk Indicators
Identifying and analyzing CALVERT US's key risk indicators is a foundational step in projecting how its price may evolve. This process helps investors quantify the risk associated with CALVERT US's and decide how to manage it.
| Mean Deviation | 0.6881 | |||
| Semi Deviation | 0.7966 | |||
| Standard Deviation | 1.03 | |||
| Variance | 1.06 | |||
| Downside Variance | 0.6835 | |||
| Semi Variance | 0.6345 | |||
| Expected Short fall | -0.79 |
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
Story coverage around Calvert Large 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.
Other Macroaxis Stories
Macroaxis publishes story content for a diverse readership that includes finance students, independent investors, money managers, and market-focused operating teams. What connects that audience is a focus on building stronger portfolios through better research, risk awareness, and comparative analysis.