MADISON DIVERSIFIED Mutual Fund Forward View - Simple Moving Average
| MBLAX Fund | USD 12.99 -0.09 -0.69% |
This reference page presents Simple Moving Average forecast data for Madison Diversified Income. The model output shown here is derived from MADISON DIVERSIFIED's historical price series and is provided for informational purposes.
The Simple Moving Average forecasted value of Madison Diversified Income on the next trading day is expected to be 12.99 with a mean absolute deviation of 0.04 and the sum of the absolute errors of 2.15.The simple moving average model is conceptually a linear regression of the current value of Madison Diversified Income price series against current and previous (unobserved) value of MADISON DIVERSIFIED. In time series analysis, the simple moving-average model is a very common approach for modeling univariate price series models including forecasting prices into the future This Simple Moving Average forecast data for Madison Diversified Income is sourced from the most recent available trading data and is intended solely as reference information. Simple Moving Average Price Forecast For the 23rd of March
Given 90 days horizon, the Simple Moving Average forecasted value of Madison Diversified Income on the next trading day is expected to be 12.99 with a mean absolute deviation of 0.04 , mean absolute percentage error of 0.002 , and the sum of the absolute errors of 2.15 .Please note that although there have been many attempts to predict MADISON 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 MADISON 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
For the next trading day, Macroaxis evaluates MADISON DIVERSIFIED's predictive range by looking for statistically meaningful downside and upside boundaries. 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 Simple Moving Average forecasting method's relative quality and the estimations of the prediction error of MADISON DIVERSIFIED mutual fund data series using in forecasting. Note that when a statistical model is used to represent MADISON 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 | 108.2374 |
| Bias | Arithmetic mean of the errors | -0.0024 |
| MAD | Mean absolute deviation | 0.0364 |
| MAPE | Mean absolute percentage error | 0.0028 |
| SAE | Sum of the absolute errors | 2.15 |
Other Forecasting Options for MADISON DIVERSIFIED
For every potential investor in MADISON, whether a beginner or expert, MADISON DIVERSIFIED's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better.MADISON DIVERSIFIED Related Equities
The following equities are related to MADISON DIVERSIFIED within the Allocation--50% to 70% Equity space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing MADISON DIVERSIFIED 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 |
MADISON DIVERSIFIED Market Strength Events
Market strength indicators help investors to evaluate how MADISON DIVERSIFIED mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading MADISON DIVERSIFIED shares will generate the highest return on.
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 12.99 | |||
| Day Typical Price | 12.99 | |||
| Price Action Indicator | -0.04 | |||
| Period Momentum Indicator | -0.09 | |||
| Relative Strength Index | 40.2 |
MADISON DIVERSIFIED Risk Indicators
The analysis of MADISON DIVERSIFIED's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in MADISON DIVERSIFIED's investment and either accepting that risk or mitigating it.
| Mean Deviation | 0.2454 | |||
| Semi Deviation | 0.3175 | |||
| Standard Deviation | 0.3162 | |||
| Variance | 0.1 | |||
| Downside Variance | 0.1496 | |||
| Semi Variance | 0.1008 | |||
| Expected Short fall | -0.26 |
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 MADISON DIVERSIFIED
Story coverage around Madison Diversified Income often expands when market conditions, narrative momentum, or risk-adjusted performance make the security more visible to investors. The practical risk is that faster visibility can increase both interest and skepticism at the same time.
Other Macroaxis Stories
Macroaxis publishes story content for a diverse readership that includes finance students, independent investors, money managers, and market-focused operating teams. What connects that audience is a focus on building stronger portfolios through better research, risk awareness, and comparative analysis.