DUNHAM SMALL Mutual Fund Forward View - Simple Regression
| DASVX Fund | USD 15.13 -0.30 -1.94% |
This reference page covers Simple Regression forecast output for Dunham Small Cap, including the projected price and deviation metrics. The model is fitted to available historical daily prices.
The Simple Regression forecasted value of Dunham Small Cap on the next trading day is expected to be 16.37 with a mean absolute deviation of 0.51 and the sum of the absolute errors of 30.90.In general, regression methods applied to historical equity returns or prices series is an area of active research. In recent decades, new methods have been developed for robust regression of price series such as Dunham Small Cap historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data. All forecast values on this page for Dunham Small Cap are Simple Regression reference data derived from historical price series. Simple Regression Price Forecast For the 23rd of March
Given 90 days horizon, the Simple Regression forecasted value of Dunham Small Cap on the next trading day is expected to be 16.37 with a mean absolute deviation of 0.51 , mean absolute percentage error of 0.36 , and the sum of the absolute errors of 30.90 .Please note that although there have been many attempts to predict DUNHAM 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 DUNHAM SMALL'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
Forecasting Dunham Small Cap for the next session involves measuring the model's historical ability to define credible downside and upside scenarios. 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 Simple Regression forecasting method's relative quality and the estimations of the prediction error of DUNHAM SMALL mutual fund data series using in forecasting. Note that when a statistical model is used to represent DUNHAM 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 | 117.0896 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.5065 |
| MAPE | Mean absolute percentage error | 0.032 |
| SAE | Sum of the absolute errors | 30.898 |
Other Forecasting Options for DUNHAM SMALL
Price movement is the most critical factor for any investor assessing the potential of DUNHAM as an investment. The noise inherent in DUNHAM Mutual Fund price charts can obscure the underlying direction and make investment decisions more challenging.DUNHAM SMALL Related Equities
The following equities are related to DUNHAM SMALL within the Small Value space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing DUNHAM 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 |
DUNHAM SMALL Market Strength Events
For investors in Dunham Small Cap, market strength indicators provide essential context about how the mutual fund responds to prevailing market trends. These tools support more informed decisions about when to trade DUNHAM SMALL for maximum effect.
| Rate Of Daily Change | 0.98 | |||
| Day Median Price | 15.13 | |||
| Day Typical Price | 15.13 | |||
| Price Action Indicator | -0.15 | |||
| Period Momentum Indicator | -0.30 | |||
| Relative Strength Index | 41.33 |
DUNHAM SMALL Risk Indicators
Identifying and analyzing DUNHAM SMALL's risk indicators provides investors with important context for price forecasting and investment decision-making. By understanding how much risk is embedded in DUNHAM SMALL's investment, investors can make better choices about position sizing,.
| Mean Deviation | 0.8719 | |||
| Semi Deviation | 1.06 | |||
| Standard Deviation | 1.26 | |||
| Variance | 1.58 | |||
| Downside Variance | 1.37 | |||
| Semi Variance | 1.12 | |||
| Expected Short fall | -0.90 |
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 DUNHAM SMALL
Story coverage around Dunham Small Cap often expands when market conditions, narrative momentum, or risk-adjusted performance make the security more visible to investors. The stronger process compares story flow with performance, theme classification, and the level of short-term market interest.
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