US SMALL Mutual Fund Forward View - Simple Exponential Smoothing
| DFSVX Fund | USD 55.32 0.45 0.82% |
This reference view applies Simple Exponential Smoothing to Us Small Cap's historical closing prices. Us Small Cap's Simple Exponential Smoothing reference page summarizes the forecasted price and model accuracy metrics from daily trading data.
The Simple Exponential Smoothing forecasted value of Us Small Cap on the next trading day is expected to be 55.31 with a mean absolute deviation of 0.50 and the sum of the absolute errors of 30.25.This simple exponential smoothing model begins by setting Us Small Cap forecast for the second period equal to the observation of the first period. In other words, recent US SMALL observations are given relatively more weight in forecasting than the older observations. All forecast values on this page for Us Small Cap are Simple Exponential Smoothing reference data derived from historical price series. Simple Exponential Smoothing Price Forecast For the 27th of March
Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Us Small Cap on the next trading day is expected to be 55.31 with a mean absolute deviation of 0.50 , mean absolute percentage error of 0.39 , and the sum of the absolute errors of 30.25 .Please note that although there have been many attempts to predict DFSVX 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 US 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 US SMALL | US SMALL Price Prediction | Research Analysis |
Forecasted Value
The next-day forecast for Us Small Cap focuses on identifying predictive downside and upside bands that can frame a realistic trading range. At the moment, the model places downside around 54.16 and upside around 56.46 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 US SMALL mutual fund data series using in forecasting. Note that when a statistical model is used to represent US 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 | 117.1771 |
| Bias | Arithmetic mean of the errors | -0.054 |
| MAD | Mean absolute deviation | 0.4959 |
| MAPE | Mean absolute percentage error | 0.009 |
| SAE | Sum of the absolute errors | 30.2526 |
Other Forecasting Options for US SMALL
Volume-weighted price analysis for DFSVX Mutual Fund gives heavier weight to price levels where trading activity was highest. Crossovers in the MACD line and signal line can identify shifts in DFSVX momentum before they appear in raw price.US SMALL Related Equities
US SMALL's market space within the Small Value space is best grasped by looking at the firms listed below. Revenue and margin checks across this group help investors set expectations for US SMALL's results.
| Risk & Return | Correlation |
US SMALL Market Strength Events
Evaluating the market strength of US SMALL mutual fund allows investors to gauge shifts in market momentum. Monitoring these indicators highlights periods where Us Small Cap trading conditions shift meaningfully.
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 55.32 | |||
| Day Typical Price | 55.32 | |||
| Price Action Indicator | 0.23 | |||
| Period Momentum Indicator | 0.45 | |||
| Relative Strength Index | 35.78 |
US SMALL Risk Indicators
Understanding US SMALL's risk indicators is essential for any investor seeking to forecast its future price accurately. By identifying how much risk is embedded in US SMALL's investment, investors can decide how to position their exposure.
| Mean Deviation | 0.8517 | |||
| Semi Deviation | 0.9664 | |||
| Standard Deviation | 1.11 | |||
| Variance | 1.23 | |||
| Downside Variance | 1.13 | |||
| Semi Variance | 0.9339 | |||
| Expected Short fall | -0.91 |
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 US SMALL
Story coverage around Us 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.
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.