RISKPROREG; PFG Mutual Fund Forward View - Simple Moving Average
| PFSMX Fund | USD 9.27 0.07 0.76% |
This page provides Simple Moving Average reference data for Riskproreg Pfg 30, calculated from historical daily prices. The model output shown here is derived from RISKPROREG; PFG's historical price series and is provided for informational purposes.
The Simple Moving Average forecasted value of Riskproreg Pfg 30 on the next trading day is expected to be 9.27 with a mean absolute deviation of 0.06 and the sum of the absolute errors of 3.59.The simple moving average model is conceptually a linear regression of the current value of Riskproreg Pfg 30 price series against current and previous (unobserved) value of RISKPROREG; PFG. 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 The Simple Moving Average reference information for RISKPROREG; PFG is based on available price data and is intended for informational purposes. Simple Moving Average Price Forecast For the 27th of March
Given 90 days horizon, the Simple Moving Average forecasted value of Riskproreg Pfg 30 on the next trading day is expected to be 9.27 with a mean absolute deviation of 0.06 , mean absolute percentage error of 0.01 , and the sum of the absolute errors of 3.59 .Please note that although there have been many attempts to predict RISKPROREG; 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 RISKPROREG; PFG's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Mutual Fund Forecast Pattern
| Backtest RISKPROREG; PFG | RISKPROREG; PFG Price Prediction | Research Analysis |
Forecasted Value
For the next trading day, Macroaxis evaluates RISKPROREG; PFG's predictive range by looking for statistically meaningful downside and upside boundaries. The projected forecast band currently runs from roughly 8.53 on the downside to about 10.01 on the upside.
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 RISKPROREG; PFG mutual fund data series using in forecasting. Note that when a statistical model is used to represent RISKPROREG; PFG 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 | 111.1242 |
| Bias | Arithmetic mean of the errors | 0.004 |
| MAD | Mean absolute deviation | 0.0598 |
| MAPE | Mean absolute percentage error | 0.0063 |
| SAE | Sum of the absolute errors | 3.59 |
Other Forecasting Options for RISKPROREG; PFG
The autocorrelation structure of RISKPROREG; PFG's daily returns reveals whether RISKPROREG; exhibits momentum, mean-reversion, or random-walk behavior. Separating these elements helps distinguish persistent directional moves from temporary noise in RISKPROREG; Mutual Fund price data.RISKPROREG; PFG Related Equities
RISKPROREG; PFG's market space within the World Large-Stock Blend space is best grasped by looking at the firms listed below. Market cap and total value checks frame RISKPROREG; PFG's size within the competitive field.
| Risk & Return | Correlation |
RISKPROREG; PFG Market Strength Events
Market strength indicators applied to RISKPROREG; PFG mutual fund help assess momentum and resilience across environments. These indicators support informed market timing decisions when analyzing RISKPROREG; PFG.
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 9.27 | |||
| Day Typical Price | 9.27 | |||
| Price Action Indicator | 0.035 | |||
| Period Momentum Indicator | 0.07 | |||
| Relative Strength Index | 37.82 |
RISKPROREG; PFG Risk Indicators
Risk indicator analysis for RISKPROREG; PFG is essential for accurately projecting its future price trajectory. The process involves identifying the amount of risk involved in RISKPROREG; PFG's investment and either accepting or mitigating it.
| Mean Deviation | 0.5491 | |||
| Semi Deviation | 0.7802 | |||
| Standard Deviation | 0.7183 | |||
| Variance | 0.516 | |||
| Downside Variance | 0.7226 | |||
| Semi Variance | 0.6087 | |||
| Expected Short fall | -0.55 |
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 RISKPROREG; PFG
A coverage review of Riskproreg Pfg 30 shows when the security is attracting above-average attention from contributors and market observers. Used properly, this context can help investors judge whether visibility is reinforcing the thesis or attracting more speculative pressure.
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.