Ashmore Emerging Mutual Fund Forward View - Triple Exponential Smoothing

EMXIX Fund   13.59  -0.25  -1.81%   
The Triple Exponential Smoothing forecast shown here for Ashmore Emerging is reference data produced from the equity's historical price series. Accuracy metrics including mean absolute deviation are provided alongside the projection.
The Triple Exponential Smoothing forecasted value of Ashmore Emerging Markets on the next trading day is expected to be 13.56 with a mean absolute deviation of 0.16 and the sum of the absolute errors of 9.21.As with simple exponential smoothing, in triple exponential smoothing models past Ashmore 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 Ashmore Emerging Markets observations. This Triple Exponential Smoothing reference page for Ashmore Emerging presents model-generated projections from historical price data for informational purposes.
Triple exponential smoothing for Ashmore 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 Ashmore 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 Ashmore Emerging price movement. However, neither of these exponential smoothing models address any seasonality of Ashmore Emerging Markets.

Triple Exponential Smoothing Price Forecast For the 23rd of March

Given 90 days horizon, the Triple Exponential Smoothing forecasted value of Ashmore Emerging Markets on the next trading day is expected to be 13.56 with a mean absolute deviation of 0.16 , mean absolute percentage error of 0.04 , and the sum of the absolute errors of 9.21 .
Please note that although there have been many attempts to predict Ashmore 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 Ashmore Emerging'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

The next-day forecast for Ashmore Emerging Markets focuses on identifying predictive downside and upside bands that can frame a realistic trading range. The current forecast range spans downside near 12.12 and upside near 15.00.
Market Value
13.59
13.56
Expected Value
15.00
Upside

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 Ashmore Emerging mutual fund data series using in forecasting. Note that when a statistical model is used to represent Ashmore 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.
AICAkaike Information CriteriaHuge
BiasArithmetic mean of the errors 0.0305
MADMean absolute deviation0.156
MAPEMean absolute percentage error0.0112
SAESum of the absolute errors9.2061
As with simple exponential smoothing, in triple exponential smoothing models past Ashmore 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 Ashmore Emerging Markets observations.

Other Forecasting Options for Ashmore Emerging

Regardless of investment experience, understanding Ashmore Emerging's price movement is essential for anyone considering a position in Ashmore. Price charts for Ashmore Mutual Fund are often filled with noise that can lead to poor investment choices if not properly filtered.

Ashmore Emerging Related Equities

The following equities are related to Ashmore Emerging within the Diversified Emerging Mkts space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing Ashmore Emerging 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

Ashmore Emerging Market Strength Events

Market strength indicators for Ashmore Emerging give investors insight into the mutual fund's responsiveness to broader market forces. Tracking these indicators provides context to make informed timing decisions and identify periods where trading Ashmore Emerging is likely to be most rewarding.

Ashmore Emerging Risk Indicators

A thorough review of Ashmore Emerging's risk indicators is an important first step in forecasting its price and managing investment exposure. This analysis provides context for determining the appropriate level of risk to accept when holding Ashmore Emerging's.
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 Ashmore Emerging

Story coverage around Ashmore Emerging Markets often expands when market conditions, narrative momentum, or risk-adjusted performance make the security more visible to investors. This is most useful when investors want to understand why a security is suddenly drawing more public discussion.

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