Ultimus Managers Etf Forward View - Double Exponential Smoothing
| MDST Etf | 28.73 0.03 0.10% |
Momentum
Buy Stretched
Oversold | Overbought |
The hype-based summary links Ultimus Managers Trust attention patterns with price response and peers.
The Double Exponential Smoothing forecasted value of Ultimus Managers Trust on the next trading day is expected to be 28.74 with a mean absolute deviation of 0.14 and the sum of the absolute errors of 8.49.Ultimus Managers after-hype prediction price | $ 28.68 |
Attention metrics here are presented with forecasting, technical, analyst, and earnings context.
Historical Fundamental Analysis of Ultimus Managers provides a cross-check on projections for Ultimus Managers. The view provides historical context for the projection set.Ultimus Managers Additional Predictive Modules
Most predictive techniques to examine Ultimus price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Ultimus using various technical indicators. When you analyze Ultimus charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
Double Exponential Smoothing Price Forecast For the 14th of March 2026
Given 90 days horizon, the Double Exponential Smoothing forecasted value of Ultimus Managers Trust on the next trading day is expected to be 28.74 with a mean absolute deviation of 0.14 , mean absolute percentage error of 0.03 , and the sum of the absolute errors of 8.49 .Please note that although there have been many attempts to predict Ultimus Etf 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 Ultimus Managers' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Etf Forecast Pattern
| Backtest Ultimus Managers | Ultimus Managers Price Prediction | Research Analysis |
Forecasted Value
This next-day forecast for Ultimus Managers Trust uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. Investors should still remember that no empirical framework consistently proves that one family of forecasting models will outperform all other approaches in live markets.
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 Ultimus Managers etf data series using in forecasting. Note that when a statistical model is used to represent Ultimus Managers etf, 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 | -0.0234 |
| MAD | Mean absolute deviation | 0.1439 |
| MAPE | Mean absolute percentage error | 0.0054 |
| SAE | Sum of the absolute errors | 8.4874 |
Mean reversion in Ultimus Managers is more reliable over longer time horizons. Short-term deviations can persist and even widen before correcting, making position sizing and risk management critical.
After-Hype Price Density Analysis
Investors who rely solely on expected value estimates for Ultimus Managers miss the full picture. Ultimus Managers' probability distribution reveals that expected value can be achieved through very different combinations of outcomes, each with different risk implications.
Next price density |
| Expected price to next headline |
Estimiated After-Hype Price Volatility
The after-news price analysis for Ultimus Managers is built on the observation that Ultimus Managers' market reactions to news are not random but follow recognizable patterns. Ultimus Managers' after-hype downside and upside margins for the prediction period are 28.08 and 29.28, respectively. Identifying and quantifying these patterns for Ultimus Managers is the core purpose of this model.
Current Value
The after-hype framework applied to Ultimus Managers Trust assumes a 3 months review window and focuses on post-sentiment normalization rather than raw momentum. This view is most useful when investors want to compare sentiment-driven price extension with a more measured post-news scenario.
Price Outlook Analysis
Have you ever been surprised when a price of a ETF such as Ultimus Managers is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Ultimus Managers backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Etf price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Ultimus Managers, there might be something going there, and it might present an excellent short sale opportunity.
| Expected Return | Period Volatility | Hype Elasticity | Related Elasticity | News Density | Related Density | Expected Hype |
0.19 | 0.60 | 0.05 | 0.03 | 2 Events | 3 Events | In a few days |
| Latest traded price | Expected after-news price | Potential return on next major news | Average after-hype volatility | |
28.73 | 28.68 | 0.17 |
|
Hype Timeline
Ultimus Managers Trust is now traded for 28.73. The ETF has historical hype elasticity of -0.05, and average elasticity to hype of competition of -0.03. Ultimus is projected to decline in value after the next headline, with the price expected to drop to 28.68. The average volatility of media hype impact on the ETF price is over 100%. The price decrease on the next news is expected to be -0.17%, whereas the daily expected return is now at 0.19%. The volatility of related hype on Ultimus Managers is about 359.28%, with the expected price after the next announcement by competition of 28.70. The ETF has price-to-book ratio of 1.09. Typically companies with comparable Price to Book (P/B) are able to outperform the market in the long run. Ultimus Managers Trust recorded a loss per share of 0.03. The ETF had not issued any dividends in recent years. The ETF completed a 1:20 stock split on July 26, 2011. Given the investment horizon of 90 days the next projected press release will be in a few days. Historical Fundamental Analysis of Ultimus Managers provides a cross-check on projections for Ultimus Managers. The view provides historical context for the projection set.Related Hype Analysis
The information ratio and semi-deviation metrics in the peer comparison table for Ultimus Managers provide a risk-adjusted view of how efficiently Ultimus Managers' competitors convert news exposure into returns relative to downside risk.
| HypeElasticity | NewsDensity | SemiDeviation | InformationRatio | PotentialUpside | ValueAt Risk | MaximumDrawdown | |||
| LSAF | LeaderSharesTM AlphaFactor Core | -0.40 | 1 per month | 0.88 | 0.05 | 1.41 | -1.49 | 5.07 | |
| GSC | Goldman Sachs ETF | -0.41 | 3 per month | 0.00 | 0.02 | 1.80 | -1.90 | 6.13 | |
| ERTH | Invesco MSCI Sustainable | 0.05 | 3 per month | 1.01 | 0.05 | 1.18 | -1.57 | 4.99 | |
| INTL | Main International ETF | -0.35 | 7 per month | 1.09 | 0.09 | 1.24 | -1.89 | 5.66 | |
| ELCV | Strategy Shares | 0.01 | 1 per month | 0.70 | 0.18 | 1.17 | -1.37 | 3.51 | |
| PY | Principal Value ETF | -0.07 | 4 per month | 0.00 | 0.03 | 1.03 | -1.14 | 3.16 | |
| MVV | ProShares Ultra MidCap400 | -0.31 | 9 per month | 1.89 | 0.03 | 2.83 | -3.55 | 11.26 | |
| EJUL | Innovator MSCI Emerging | -0.05 | 2 per month | 0.37 | 0.19 | 0.57 | -0.48 | 2.02 | |
| SMIZ | Zacks Trust | -0.14 | 3 per month | 0.00 | 0.02 | 1.46 | -1.83 | 5.52 | |
| IQSZ | Invesco Actively Managed | 0.00 | 0 per month | 0.96 | 0.06 | 1.08 | -1.78 | 4.36 |
Other Forecasting Options for Ultimus Managers
For investors considering Ultimus, Ultimus Managers' price movement is the most direct driver of investment returns. Noise in Ultimus Etf price charts can make identifying meaningful trends difficult without dedicated analytical tools.Ultimus Managers Related Equities
The following equities are related to Ultimus Managers within the Energy Limited Partnership space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing Ultimus Managers 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 |
Ultimus Managers Market Strength Events
Market strength indicators for Ultimus Managers provide investors with a view of how the etf performs across different market environments. By analyzing these indicators, traders can determine the best moments to enter or exit positions in Ultimus Managers Trust.
Ultimus Managers Risk Indicators
A structured analysis of Ultimus Managers' risk indicators is one of the most reliable ways to improve the accuracy of price forecasts. Understanding the risk embedded in Ultimus Managers' allows investors to decide whether to accept, reduce, or hedge their exposure.
| Mean Deviation | 0.4727 | |||
| Semi Deviation | 0.3845 | |||
| Standard Deviation | 0.6239 | |||
| Variance | 0.3893 | |||
| Downside Variance | 0.4152 | |||
| Semi Variance | 0.1479 | |||
| Expected Short fall | -0.54 |
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 Ultimus Managers
Coverage intensity for Ultimus Managers Trust matters because narrative visibility can influence sentiment, participation, and volatility around the name. The stronger process compares story flow with performance, theme classification, and the level of short-term market interest.
Contributor Headline
Latest Perspective From Macroaxis
More Resources for Ultimus Etf Analysis
Reviewing Ultimus Managers Trust commonly begins with financial statements and performance trends. Ratios and trend metrics help frame Ultimus Managers' operating context. Outlined below are key reports that provide context for Ultimus Managers Trust Etf:Historical Fundamental Analysis of Ultimus Managers provides a cross-check on projections for Ultimus Managers. The view provides historical context for the projection set. Analysis related to Ultimus Managers should be read together with other portfolio and risk tools before capital is reallocated. That is especially important when the goal is to improve the overall mix of instruments already held. You can also try the Portfolio Holdings module to check your current holdings and cash position to determine if your portfolio needs rebalancing.
Investors evaluate Ultimus Managers Trust using market value and book value, each describing different facets of the business. Ultimus Managers' market capitalization is 802.73 M. A P/B ratio of 1.09 indicates the market values Ultimus Managers above its accounting book value. Enterprise value stands at 704.18 M. Value and price for Ultimus Managers are related but not identical, and they can diverge across cycles. Trading price represents the transaction level agreed by market participants.
Value and price for Ultimus Managers are related but not identical, and they can diverge across cycles. For Ultimus Managers, key inputs include a P/E ratio of 38.0, a P/B ratio of 1.09, a profit margin of 25.2%, and revenue of 140.26 M. Market price reflects the current exchange level formed by active bids and offers.