SA Emerging Mutual Fund Forward View - Simple Moving Average
| SAEMX Fund | USD 13.15 0.24 1.86% |
This page provides Simple Moving Average reference data for Sa Emerging Markets, calculated from historical daily prices. The model output shown here is derived from SA Emerging's historical price series and is provided for informational purposes.
The Simple Moving Average forecasted value of Sa Emerging Markets on the next trading day is expected to be 13.15 with a mean absolute deviation of 0.16 and the sum of the absolute errors of 9.75.The simple moving average model is conceptually a linear regression of the current value of Sa Emerging Markets price series against current and previous (unobserved) value of SA Emerging. 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 SA Emerging 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 Sa Emerging Markets on the next trading day is expected to be 13.15 with a mean absolute deviation of 0.16 , mean absolute percentage error of 0.04 , and the sum of the absolute errors of 9.75 .Please note that although there have been many attempts to predict SAEMX 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 SA Emerging's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Mutual Fund Forecast Pattern
| Backtest SA Emerging | SA Emerging Price Prediction | Research Analysis |
Forecasted Value
Forecasting Sa Emerging Markets 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 11.89 on the downside to about 14.41 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 SA Emerging mutual fund data series using in forecasting. Note that when a statistical model is used to represent SA Emerging 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 | 113.1125 |
| Bias | Arithmetic mean of the errors | -0.0193 |
| MAD | Mean absolute deviation | 0.1625 |
| MAPE | Mean absolute percentage error | 0.0122 |
| SAE | Sum of the absolute errors | 9.75 |
Other Forecasting Options for SA Emerging
The autocorrelation structure of SA Emerging's daily returns reveals whether SAEMX exhibits momentum, mean-reversion, or random-walk behavior. Separating these elements helps distinguish persistent directional moves from temporary noise in SAEMX Mutual Fund price data.SA Emerging Related Equities
These related stocks within the Diversified Emerging Mkts space give benchmarks for judging SA Emerging's results, margins, and growth trend. Looking at SA Emerging's pricing multiples next to these peers shows if the stock trades at a premium or discount. Persistent outperformance or underperformance by specific peers relative to SA Emerging often signals structural advantages or weaknesses. Weighing both financial metrics and softer factors when comparing these firms produces a more balanced assessment.
| Risk & Return | Correlation |
SA Emerging Market Strength Events
Market strength indicators applied to SA Emerging mutual fund help assess momentum and resilience across environments. These indicators support informed market timing decisions when analyzing SA Emerging.
| Rate Of Daily Change | 1.02 | |||
| Day Median Price | 13.15 | |||
| Day Typical Price | 13.15 | |||
| Price Action Indicator | 0.12 | |||
| Period Momentum Indicator | 0.24 | |||
| Relative Strength Index | 46.37 |
SA Emerging Risk Indicators
Risk indicator analysis for SA Emerging is essential for accurately projecting its future price trajectory. The process involves identifying the amount of risk involved in SA Emerging's investment and either accepting or mitigating it.
| Mean Deviation | 0.8709 | |||
| Semi Deviation | 1.56 | |||
| Standard Deviation | 1.21 | |||
| Variance | 1.48 | |||
| Downside Variance | 3.53 | |||
| Semi Variance | 2.42 | |||
| Expected Short fall | -0.74 |
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 SA Emerging
The amount of media and story coverage tied to Sa Emerging Markets can signal where market attention is concentrating at the moment. 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.