PRUDENTIAL JENNISON Mutual Fund Forward View - Triple Exponential Smoothing

JSCRX Fund  USD 18.74  -0.34  -1.78%   
The Triple Exponential Smoothing reference data for PRUDENTIAL JENNISON is derived from the equity's published trading history. The resulting forecast and deviation statistics are presented as reference data for informational context. Forecast values and accuracy statistics are presented for informational purposes. All values shown are derived from publicly available market data.
The Triple Exponential Smoothing forecasted value of Prudential Jennison Small on the next trading day is expected to be 18.67 with a mean absolute deviation of 0.16 and the sum of the absolute errors of 9.16.As with simple exponential smoothing, in triple exponential smoothing models past PRUDENTIAL JENNISON 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 Prudential Jennison Small observations. The forecast reference data presented here for Prudential Jennison Small reflects Triple Exponential Smoothing model output and is intended as reference material for analytical use.
Triple exponential smoothing for PRUDENTIAL JENNISON - 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 PRUDENTIAL JENNISON 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 PRUDENTIAL JENNISON price movement. However, neither of these exponential smoothing models address any seasonality of Prudential Jennison Small.

Triple Exponential Smoothing Price Forecast For the 23rd of March

Given 90 days horizon, the Triple Exponential Smoothing forecasted value of Prudential Jennison Small on the next trading day is expected to be 18.67 with a mean absolute deviation of 0.16 , mean absolute percentage error of 0.04 , and the sum of the absolute errors of 9.16 .
Please note that although there have been many attempts to predict PRUDENTIAL 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 PRUDENTIAL JENNISON's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Mutual Fund Forecast Pattern

Backtest PRUDENTIAL JENNISON  PRUDENTIAL JENNISON Price Prediction  Research Analysis  

Forecasted Value

For the next trading day, Macroaxis evaluates PRUDENTIAL JENNISON's predictive range by looking for statistically meaningful downside and upside boundaries. The projected forecast band currently runs from roughly 17.65 on the downside to about 19.69 on the upside.
Market Value
18.74
18.67
Expected Value
19.69
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 PRUDENTIAL JENNISON mutual fund data series using in forecasting. Note that when a statistical model is used to represent PRUDENTIAL JENNISON 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 0.0289
MADMean absolute deviation0.1553
MAPEMean absolute percentage error0.0078
SAESum of the absolute errors9.161
As with simple exponential smoothing, in triple exponential smoothing models past PRUDENTIAL JENNISON 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 Prudential Jennison Small observations.

Other Forecasting Options for PRUDENTIAL JENNISON

Fibonacci retracement levels applied to PRUDENTIAL Mutual Fund price swings identify potential support and resistance zones. Extreme price moves in PRUDENTIAL occur more frequently than standard risk models assume. Support and resistance levels derived from PRUDENTIAL JENNISON's historical data identify zones where buying or selling pressure has stalled moves. A volume spike without a corresponding price move can signal accumulation or distribution ahead of a directional breakout.

PRUDENTIAL JENNISON Related Equities

Checking PRUDENTIAL JENNISON against related firms within the Small Growth space helps investors see where the stock stands among peers. Growth rate gaps between PRUDENTIAL JENNISON and its peers often explain pricing differences in the market.
 Risk & Return  Correlation

PRUDENTIAL JENNISON Market Strength Events

Tracking market strength indicators for PRUDENTIAL JENNISON provides context for understanding mutual fund momentum dynamics. Tracking these indicators helps identify periods where trading PRUDENTIAL JENNISON is likely to be most rewarding. These tools are essential for timing trades in Prudential Jennison Small with a quantitative framework. Market strength indicators for Prudential Jennison Small are most useful when viewed as part of a broader analytical framework.

PRUDENTIAL JENNISON Risk Indicators

Properly assessing PRUDENTIAL JENNISON's risk indicators is a prerequisite for building reliable price forecasts. This analysis provides context for determining the appropriate level of risk to accept when holding PRUDENTIAL JENNISON's. Analyzing PRUDENTIAL JENNISON's risk indicators provides a critical input for investment risk management. By quantifying the risk in PRUDENTIAL JENNISON's investment, investors can make more informed decisions about hedging strategies.
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 PRUDENTIAL JENNISON

The amount of media and story coverage tied to Prudential Jennison Small can signal where market attention is concentrating at the moment. The practical risk is that faster visibility can increase both interest and skepticism at the same time.

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.