NEUBERGER BERMAN Mutual Fund Forward View - Double Exponential Smoothing
| NSTAX Fund | USD 10.11 -0.04 -0.39% |
This reference page presents Double Exponential Smoothing forecast data for Neuberger Berman Strategic. The model output shown here is derived from NEUBERGER BERMAN's historical price series and is provided for informational purposes.
The Double Exponential Smoothing forecasted value of Neuberger Berman Strategic on the next trading day is expected to be 10.10 with a mean absolute deviation of 0.02 and the sum of the absolute errors of 0.94.When Neuberger Berman Strategic 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 Neuberger Berman Strategic 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 NEUBERGER BERMAN observations are given relatively more weight in forecasting than the older observations. This Double Exponential Smoothing forecast data for Neuberger Berman Strategic is sourced from the most recent available trading data and is intended solely as reference information. Double Exponential Smoothing Price Forecast For the 21st of March
Given 90 days horizon, the Double Exponential Smoothing forecasted value of Neuberger Berman Strategic on the next trading day is expected to be 10.10 with a mean absolute deviation of 0.02 , mean absolute percentage error of 0.0004 , and the sum of the absolute errors of 0.94 .Please note that although there have been many attempts to predict NEUBERGER 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 NEUBERGER BERMAN'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
Forecasting Neuberger Berman Strategic for the next session involves measuring the model's historical ability to define credible downside and upside scenarios. The projected forecast band currently runs from roughly 9.91 on the downside to about 10.30 on the 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 NEUBERGER BERMAN mutual fund data series using in forecasting. Note that when a statistical model is used to represent NEUBERGER BERMAN 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 | Huge |
| Bias | Arithmetic mean of the errors | -4.0E-4 |
| MAD | Mean absolute deviation | 0.016 |
| MAPE | Mean absolute percentage error | 0.0016 |
| SAE | Sum of the absolute errors | 0.9434 |
Other Forecasting Options for NEUBERGER BERMAN
For every potential investor in NEUBERGER, whether a beginner or expert, NEUBERGER BERMAN's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better.NEUBERGER BERMAN Related Equities
The following equities are related to NEUBERGER BERMAN within the Multisector Bond space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing NEUBERGER BERMAN 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 |
NEUBERGER BERMAN Market Strength Events
Market strength indicators help investors to evaluate how NEUBERGER BERMAN 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 NEUBERGER BERMAN shares will generate the highest return on.
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 10.11 | |||
| Day Typical Price | 10.11 | |||
| Price Action Indicator | -0.02 | |||
| Period Momentum Indicator | -0.04 | |||
| Relative Strength Index | 40.74 |
NEUBERGER BERMAN Risk Indicators
The analysis of NEUBERGER BERMAN'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 NEUBERGER BERMAN's investment and either accepting that risk or mitigating it.
| Mean Deviation | 0.1398 | |||
| Semi Deviation | 0.1909 | |||
| Standard Deviation | 0.1901 | |||
| Variance | 0.0362 | |||
| Downside Variance | 0.0645 | |||
| Semi Variance | 0.0364 | |||
| Expected Short fall | -0.16 |
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 NEUBERGER BERMAN
Coverage intensity for Neuberger Berman Strategic matters because narrative visibility can influence sentiment, participation, and volatility around the name. The practical risk is that faster visibility can increase both interest and skepticism at the same time.
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