QS US Mutual Fund Forward View - Simple Regression
| LMUSX Fund | USD 27.24 0.14 0.52% |
This page provides reference data for QS US using Simple Regression forecasting. The projected value and error metrics are calculated from available daily price observations.
The Simple Regression forecasted value of Qs Large Cap on the next trading day is expected to be 27.55 with a mean absolute deviation of 0.21 and the sum of the absolute errors of 13.09.In general, regression methods applied to historical equity returns or prices series is an area of active research. In recent decades, new methods have been developed for robust regression of price series such as Qs Large Cap historical returns. These new methods are regression involving correlated responses such as growth curves and different regression methods accommodating various types of missing data. This Simple Regression reference page for QS US presents model-generated projections from historical price data for informational purposes. Simple Regression Price Forecast For the 18th of March 2026
Given 90 days horizon, the Simple Regression forecasted value of Qs Large Cap on the next trading day is expected to be 27.55 with a mean absolute deviation of 0.21 , mean absolute percentage error of 0.08 , and the sum of the absolute errors of 13.09 .Please note that although there have been many attempts to predict LMUSX 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 QS US's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Mutual Fund Forecast Pattern
| Backtest QS US | QS US Price Prediction | Research Analysis |
Forecasted Value
The next-day forecast for Qs Large Cap focuses on identifying predictive downside and upside bands that can frame a realistic trading range. The projected forecast band currently runs from roughly 26.79 on the downside to about 28.31 on the upside.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Simple Regression forecasting method's relative quality and the estimations of the prediction error of QS US mutual fund data series using in forecasting. Note that when a statistical model is used to represent QS US 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 | 115.5422 |
| Bias | Arithmetic mean of the errors | None |
| MAD | Mean absolute deviation | 0.2145 |
| MAPE | Mean absolute percentage error | 0.0077 |
| SAE | Sum of the absolute errors | 13.0852 |
Other Forecasting Options for QS US
For investors considering LMUSX, QS US's price movement is the most direct driver of investment returns. Noise in LMUSX Mutual Fund price charts can make identifying meaningful trends difficult without dedicated analytical tools.QS US Related Equities
The following equities are related to QS US within the Large Blend space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing QS US 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 |
QS US Market Strength Events
Market strength indicators for QS US provide investors with a view of how the mutual fund performs across different market environments. By analyzing these indicators, traders can determine the best moments to enter or exit positions in Qs Large Cap.
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 27.24 | |||
| Day Typical Price | 27.24 | |||
| Price Action Indicator | 0.07 | |||
| Period Momentum Indicator | 0.14 | |||
| Relative Strength Index | 46.36 |
QS US Risk Indicators
A structured analysis of QS US's risk indicators is one of the most reliable ways to improve the accuracy of price forecasts. Understanding the risk embedded in QS US's allows investors to decide whether to accept, reduce, or hedge their exposure.
| Mean Deviation | 0.6535 | |||
| Semi Deviation | 0.7736 | |||
| Standard Deviation | 0.843 | |||
| Variance | 0.7106 | |||
| Downside Variance | 0.6655 | |||
| Semi Variance | 0.5984 | |||
| Expected Short fall | -0.68 |
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 QS US
Story coverage around Qs Large Cap often expands when market conditions, narrative momentum, or risk-adjusted performance make the security more visible to investors. A disciplined read of coverage helps investors separate durable relevance from temporary noise.
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