Fulcrum Diversified Mutual Fund Forward View - Double Exponential Smoothing
| FARYX Fund | USD 10.54 -0.10 -0.94% |
This reference page presents Double Exponential Smoothing forecast data for Fulcrum Diversified Absolute. The projected values and error metrics are presented below as reference information.
The Double Exponential Smoothing forecasted value of Fulcrum Diversified Absolute on the next trading day is expected to be 10.54 with a mean absolute deviation of 0.05 and the sum of the absolute errors of 2.94.When Fulcrum Diversified Absolute 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 Fulcrum Diversified Absolute 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 Fulcrum Diversified observations are given relatively more weight in forecasting than the older observations. This Double Exponential Smoothing forecast data for Fulcrum Diversified Absolute is sourced from the most recent available trading data and is intended solely as reference information. Double Exponential Smoothing Price Forecast For the 25th of March
Given 90 days horizon, the Double Exponential Smoothing forecasted value of Fulcrum Diversified Absolute on the next trading day is expected to be 10.54 with a mean absolute deviation of 0.05 , mean absolute percentage error of 0.0038 , and the sum of the absolute errors of 2.94 .Please note that although there have been many attempts to predict Fulcrum 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 Fulcrum Diversified'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 Fulcrum Diversified Absolute 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 Double Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Fulcrum Diversified mutual fund data series using in forecasting. Note that when a statistical model is used to represent Fulcrum Diversified 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 | 0.0115 |
| MAD | Mean absolute deviation | 0.0489 |
| MAPE | Mean absolute percentage error | 0.0047 |
| SAE | Sum of the absolute errors | 2.936 |
Other Forecasting Options for Fulcrum Diversified
Fulcrum Diversified's daily price returns can be decomposed into trend, seasonal, and residual components. Divergence between short-term and long-term averages in Fulcrum often signals an upcoming reversal or acceleration.Fulcrum Diversified Related Equities
These related stocks within the Macro Trading space give benchmarks for judging Fulcrum Diversified's results, margins, and growth trend. Revenue and margin checks across this group help investors set expectations for Fulcrum Diversified's results.
| Risk & Return | Correlation |
Fulcrum Diversified Market Strength Events
Market strength indicators help investors evaluate how Fulcrum Diversified mutual fund reacts to evolving market conditions. These indicators help determine optimal entry and exit points for trading Fulcrum Diversified Absolute.
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 10.54 | |||
| Day Typical Price | 10.54 | |||
| Price Action Indicator | -0.05 | |||
| Period Momentum Indicator | -0.10 | |||
| Relative Strength Index | 54.38 |
Fulcrum Diversified Risk Indicators
The analysis of Fulcrum Diversified's basic risk indicators is one of the essential steps in accurately forecasting its future price. Understanding the risk involved in holding Fulcrum Diversified's allows investors to make informed decisions about their exposure.
| Mean Deviation | 0.4768 | |||
| Semi Deviation | 0.2941 | |||
| Standard Deviation | 0.5763 | |||
| Variance | 0.3321 | |||
| Downside Variance | 0.3577 | |||
| Semi Variance | 0.0865 | |||
| Expected Short fall | -0.56 |
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 Fulcrum Diversified
The amount of media and story coverage tied to Fulcrum Diversified Absolute can signal where market attention is concentrating at the moment. This is most useful when investors want to understand why a security is suddenly drawing more public discussion.
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.