STRATEGIC ADVISERS Mutual Fund Forward View - Double Exponential Smoothing
| FARMX Fund | USD 20.99 -0.43 -2.01% |
This page provides Double Exponential Smoothing reference data for Strategic Advisers Small Mid, calculated from historical daily prices. The model output shown here is derived from STRATEGIC ADVISERS's historical price series and is provided for informational purposes.
The Double Exponential Smoothing forecasted value of Strategic Advisers Small Mid on the next trading day is expected to be 20.92 with a mean absolute deviation of 0.21 and the sum of the absolute errors of 12.11.When Strategic Advisers Small Mid 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 Strategic Advisers Small Mid trend in the prices. So in double exponential smoothing past observations are given exponentially smaller weights as the observations get older. In other words, recent STRATEGIC ADVISERS observations are given relatively more weight in forecasting than the older observations. The Double Exponential Smoothing reference information for STRATEGIC ADVISERS is based on available price data and is intended for informational purposes. Double Exponential Smoothing Price Forecast For the 24th of March
Given 90 days horizon, the Double Exponential Smoothing forecasted value of Strategic Advisers Small Mid on the next trading day is expected to be 20.92 with a mean absolute deviation of 0.21 , mean absolute percentage error of 0.06 , and the sum of the absolute errors of 12.11 .Please note that although there have been many attempts to predict STRATEGIC 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 STRATEGIC ADVISERS'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 Strategic Advisers Small Mid for the next session involves measuring the model's historical ability to define credible downside and upside scenarios. At the moment, the model places downside around 19.69 and upside around 22.14 for the forecasting period.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Double Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of STRATEGIC ADVISERS mutual fund data series using in forecasting. Note that when a statistical model is used to represent STRATEGIC ADVISERS 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 | Huge |
| Bias | Arithmetic mean of the errors | 0.0202 |
| MAD | Mean absolute deviation | 0.2052 |
| MAPE | Mean absolute percentage error | 0.0098 |
| SAE | Sum of the absolute errors | 12.1076 |
Other Forecasting Options for STRATEGIC ADVISERS
The autocorrelation structure of STRATEGIC ADVISERS's daily returns reveals whether STRATEGIC exhibits momentum, mean-reversion, or random-walk behavior. Separating these elements helps distinguish persistent directional moves from temporary noise in STRATEGIC Mutual Fund price data.STRATEGIC ADVISERS Related Equities
Sizing up STRATEGIC ADVISERS against these stocks within the Natural Resources space shows how it compares on key financial measures. Revenue and margin checks across this group help investors set expectations for STRATEGIC ADVISERS's results. Sector-wide trends across this peer group can help split company-level factors from broader forces. Tracking STRATEGIC ADVISERS's results against these peers over time helps spot rising trends early.
| Risk & Return | Correlation |
STRATEGIC ADVISERS Market Strength Events
Market strength indicators applied to STRATEGIC ADVISERS mutual fund help assess momentum and resilience across environments. Investors can use these indicators to make informed decisions about market timing when trading STRATEGIC ADVISERS.
| Rate Of Daily Change | 0.98 | |||
| Day Median Price | 20.99 | |||
| Day Typical Price | 20.99 | |||
| Price Action Indicator | -0.22 | |||
| Period Momentum Indicator | -0.43 | |||
| Relative Strength Index | 50.49 |
STRATEGIC ADVISERS Risk Indicators
Risk indicator analysis for STRATEGIC ADVISERS is essential for accurately projecting its future price trajectory. The process involves identifying the amount of risk involved in STRATEGIC ADVISERS's investment and either accepting or mitigating it.
| Mean Deviation | 0.9588 | |||
| Semi Deviation | 0.8047 | |||
| Standard Deviation | 1.2 | |||
| Variance | 1.43 | |||
| Downside Variance | 0.9747 | |||
| Semi Variance | 0.6476 | |||
| Expected Short fall | -1.16 |
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 STRATEGIC ADVISERS
The amount of media and story coverage tied to Strategic Advisers Small Mid can signal where market attention is concentrating at the moment. A disciplined read of coverage separates durable relevance from temporary noise.
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.