US SMALL Mutual Fund Forward View - Double Exponential Smoothing
| RSCRX Fund | USD 25.43 -0.51 -1.97% |
The reference data on this page reflects Double Exponential Smoothing output applied to Us Small Cap's historical daily closing prices. Forecast values and accuracy statistics are presented for informational purposes.
The Double Exponential Smoothing forecasted value of Us Small Cap on the next trading day is expected to be 25.35 with a mean absolute deviation of 0.22 and the sum of the absolute errors of 13.27.When Us Small Cap 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 Us Small Cap 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 US SMALL observations are given relatively more weight in forecasting than the older observations. The forecast reference data presented here for Us Small Cap reflects Double Exponential Smoothing model output and is intended as reference material for analytical use. Double Exponential Smoothing Price Forecast For the 23rd of March
Given 90 days horizon, the Double Exponential Smoothing forecasted value of Us Small Cap on the next trading day is expected to be 25.35 with a mean absolute deviation of 0.22 , mean absolute percentage error of 0.09 , and the sum of the absolute errors of 13.27 .Please note that although there have been many attempts to predict RSCRX 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 US SMALL's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Mutual Fund Forecast Pattern
| Backtest US SMALL | US SMALL Price Prediction | Research Analysis |
Forecasted Value
The next-day forecast for Us Small Cap focuses on identifying predictive downside and upside bands that can frame a realistic trading range. At the moment, the model places downside around 24.26 and upside around 26.44 for the forecasting period.
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 US SMALL mutual fund data series using in forecasting. Note that when a statistical model is used to represent US SMALL 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 | 0.0479 |
| MAD | Mean absolute deviation | 0.2249 |
| MAPE | Mean absolute percentage error | 0.0084 |
| SAE | Sum of the absolute errors | 13.2669 |
Other Forecasting Options for US SMALL
Understanding US SMALL's price movement is a prerequisite for any investor considering RSCRX as a position. RSCRX Mutual Fund price charts are frequently cluttered with noise that can interfere with accurate interpretation.US SMALL Related Equities
The following equities are related to US SMALL within the Small Blend space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing US SMALL 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 |
US SMALL Market Strength Events
For traders and investors in Us Small Cap, market strength indicators offer a quantitative framework for evaluating the mutual fund's responsiveness to market conditions. These tools help identify when trading US SMALL shares is most likely to generate favorable returns.
| Rate Of Daily Change | 0.98 | |||
| Day Median Price | 25.43 | |||
| Day Typical Price | 25.43 | |||
| Price Action Indicator | -0.26 | |||
| Period Momentum Indicator | -0.51 | |||
| Relative Strength Index | 39.34 |
US SMALL Risk Indicators
Analyzing US SMALL's risk indicators provides a critical input for price forecasting and investment risk management. By quantifying the risk in US SMALL's investment, investors can make more informed decisions about their exposure and hedging strategies.
| Mean Deviation | 0.902 | |||
| Semi Deviation | 1.14 | |||
| Standard Deviation | 1.34 | |||
| Variance | 1.8 | |||
| Downside Variance | 1.49 | |||
| Semi Variance | 1.31 | |||
| Expected Short fall | -0.91 |
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 US SMALL
A coverage review of Us Small Cap shows when the security is attracting above-average attention from contributors and market observers. A disciplined read of coverage separates durable relevance from temporary noise.
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