PERKINS SMALL Mutual Fund Forward View - Double Exponential Smoothing

JISCX Fund  USD 23.55  0.08  0.34%   
The Double Exponential Smoothing forecast reference data for Perkins Small Cap is based on the equity's recent trading history. This page summarizes the model output and key accuracy metrics for reference.
The Double Exponential Smoothing forecasted value of Perkins Small Cap on the next trading day is expected to be 23.44 with a mean absolute deviation of 0.19 and the sum of the absolute errors of 11.16.When Perkins Small Cap 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 Perkins Small Cap 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 PERKINS SMALL observations are given relatively more weight in forecasting than the older observations. All Double Exponential Smoothing forecast figures shown for Perkins Small Cap are reference data reflecting model output based on available historical prices.
Double exponential smoothing - also known as Holt exponential smoothing is a refinement of the popular simple exponential smoothing model with an additional trending component. Double exponential smoothing model for PERKINS SMALL works best with periods where there are trends or seasonality.

Double Exponential Smoothing Price Forecast For the 22nd of March

Given 90 days horizon, the Double Exponential Smoothing forecasted value of Perkins Small Cap on the next trading day is expected to be 23.44 with a mean absolute deviation of 0.19 , mean absolute percentage error of 0.06 , and the sum of the absolute errors of 11.16 .
Please note that although there have been many attempts to predict PERKINS 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 PERKINS SMALL'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

For the next trading day, Macroaxis evaluates PERKINS SMALL's predictive range by looking for statistically meaningful downside and upside boundaries. Investors should still remember that no empirical framework consistently proves that one family of forecasting models will outperform all other approaches in live markets.
Market Value
23.55
23.44
Expected Value
24.41
Upside

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 PERKINS SMALL mutual fund data series using in forecasting. Note that when a statistical model is used to represent PERKINS 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.
AICAkaike Information CriteriaHuge
BiasArithmetic mean of the errors -0.005
MADMean absolute deviation0.1891
MAPEMean absolute percentage error0.0077
SAESum of the absolute errors11.1597
When Perkins Small Cap 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 Perkins Small Cap 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 PERKINS SMALL observations are given relatively more weight in forecasting than the older observations.

Other Forecasting Options for PERKINS SMALL

Whether a novice or experienced investor, anyone considering PERKINS needs to understand the dynamics of PERKINS SMALL's price movement. Price charts for PERKINS Mutual Fund contain a significant amount of noise that can distort investment decisions.

PERKINS SMALL Related Equities

The following equities are related to PERKINS SMALL within the Small Value space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing PERKINS SMALL 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

PERKINS SMALL Market Strength Events

Analyzing market strength indicators for PERKINS SMALL enables investors to understand how the mutual fund performs relative to overall market momentum. These indicators are valuable tools for identifying when to enter or exit positions in Perkins Small Cap.

PERKINS SMALL Risk Indicators

Identifying and analyzing PERKINS SMALL's key risk indicators is a foundational step in projecting how its price may evolve. This process quantifies the risk associated with PERKINS SMALL's and decide how to manage it.
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 PERKINS SMALL

Coverage intensity for Perkins Small Cap matters because narrative visibility can influence sentiment, participation, and volatility around the name. This is most useful when investors want to understand why a security is suddenly drawing more public discussion.

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