Dunham Emerging Mutual Fund Forecast - Triple Exponential Smoothing

Dunham Emerging Additional Predictive Modules

Most predictive techniques to examine Dunham price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Dunham using various technical indicators. When you analyze Dunham charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur. Triple exponential smoothing for Dunham Emerging - also known as the Winters method - is a refinement of the popular double exponential smoothing model with the addition of periodicity (seasonality) component. Simple exponential smoothing technique works best with data where there are no trend or seasonality components to the data. When Dunham Emerging prices exhibit either an increasing or decreasing trend over time, simple exponential smoothing forecasts tend to lag behind observations. Double exponential smoothing is designed to address this type of data series by taking into account any trend in Dunham Emerging price movement. However, neither of these exponential smoothing models address any seasonality of Dunham Emerging Markets.

Dunham Emerging Triple Exponential Smoothing Price Forecast For the 30th of January

Given 90 days horizon, the Triple Exponential Smoothing forecasted value of Dunham Emerging Markets on the next trading day is expected to be 19.84 with a mean absolute deviation of 0.13, mean absolute percentage error of 0.03, and the sum of the absolute errors of 7.77.

Dunham Emerging Mutual Fund Forecast Pattern

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Dunham Emerging Forecasted Value

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Triple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Dunham Emerging mutual fund data series using in forecasting. Note that when a statistical model is used to represent Dunham Emerging 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. As with simple exponential smoothing, in triple exponential smoothing models past Dunham Emerging observations are given exponentially smaller weights as the observations get older. In other words, recent observations are given relatively more weight in forecasting than the older Dunham Emerging Markets observations.

Predictive Modules for Dunham Emerging

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Dunham Emerging Markets. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.

Hype Prediction Low Estimated High 18.77 19.72 20.67 Details

Intrinsic Valuation Low Real High 17.75 21.01 21.96 Details

Bollinger Band Projection (param) Low Middle High 17.09 18.34 19.60 Details

Dunham Emerging After-Hype Price Density Analysis

Dunham Emerging Estimiated After-Hype Price Volatility

Dunham Emerging Mutual Fund Price Outlook Analysis

Notes

Dunham Emerging Hype Timeline

Dunham Emerging Markets is currently traded for 19.72. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 3.34. Dunham is expected not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is insignificant. The immediate return on the next news is expected to be very small, whereas the daily expected return is currently at 0.21%. %. The volatility of related hype on Dunham Emerging is about 6.03%, with the expected price after the next announcement by competition of 23.06. The company has price-to-book (P/B) ratio of 1.24. Some equities with similar Price to Book (P/B) outperform the market in the long run. Dunham Emerging Markets last dividend was issued on the 27th of December 2019. Assuming the 90 days horizon the next expected press release will be in a few days. Check out Historical Fundamental Analysis of Dunham Emerging to cross-verify your projections.

Dunham Emerging Related Hype Analysis

Other Forecasting Options for Dunham Emerging

For every potential investor in Dunham, whether a beginner or expert, Dunham Emerging's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Dunham Mutual Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Dunham. Basic forecasting techniques help filter out the noise by identifying Dunham Emerging's price trends.

Dunham Emerging Related Equities

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