SA International Mutual Fund Forward View - Triple Exponential Smoothing
| SAHMX Fund | USD 18.02 -0.26 -1.42% |
This page provides Triple Exponential Smoothing reference data for Sa International Value, calculated from historical daily prices. The model output shown here is derived from SA International's historical price series and is provided for informational purposes.
The Triple Exponential Smoothing forecasted value of Sa International Value on the next trading day is expected to be 17.97 with a mean absolute deviation of 0.13 and the sum of the absolute errors of 7.63.As with simple exponential smoothing, in triple exponential smoothing models past SA International observations are given exponentially smaller weights as the observations get older. In other words, recent observations are given relatively more weight in forecasting than the older Sa International Value observations. The Triple Exponential Smoothing reference information for SA International is based on available price data and is intended for informational purposes. Triple Exponential Smoothing Price Forecast For the 24th of March
Given 90 days horizon, the Triple Exponential Smoothing forecasted value of Sa International Value on the next trading day is expected to be 17.97 with a mean absolute deviation of 0.13 , mean absolute percentage error of 0.03 , and the sum of the absolute errors of 7.63 .Please note that although there have been many attempts to predict SAHMX 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 International'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 International | SA International Price Prediction | Research Analysis |
Forecasted Value
This next-day forecast for Sa International Value uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. No forecasting approach has been shown to beat all others over time. Investors should treat any model output as a guide, not a guarantee.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Triple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of SA International mutual fund data series using in forecasting. Note that when a statistical model is used to represent SA International 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 | 0.0037 |
| MAD | Mean absolute deviation | 0.1294 |
| MAPE | Mean absolute percentage error | 0.007 |
| SAE | Sum of the absolute errors | 7.633 |
Other Forecasting Options for SA International
The autocorrelation structure of SA International's daily returns reveals whether SAHMX exhibits momentum, mean-reversion, or random-walk behavior. Separating these elements helps distinguish persistent directional moves from temporary noise in SAHMX Mutual Fund price data.SA International Related Equities
SA International's market space within the Foreign Large Value space is best grasped by looking at the firms listed below. Peer review on balance sheet metrics shows how SA International's capital structure stacks up against similar firms. How SA International ranks within this group can shift over time as the competitive picture changes. Investors should weigh both financial metrics and softer factors when comparing these firms.
| Risk & Return | Correlation |
SA International Market Strength Events
Market strength indicators applied to SA International mutual fund help assess momentum and resilience across environments. Investors can use these indicators to make informed decisions about market timing when trading SA International.
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 18.02 | |||
| Day Typical Price | 18.02 | |||
| Price Action Indicator | -0.13 | |||
| Period Momentum Indicator | -0.26 | |||
| Relative Strength Index | 42.9 |
SA International Risk Indicators
Risk indicator analysis for SA International is essential for accurately projecting its future price trajectory. The process involves identifying the amount of risk involved in SA International's investment and either accepting or mitigating it.
| Mean Deviation | 0.7038 | |||
| Semi Deviation | 0.9009 | |||
| Standard Deviation | 0.9619 | |||
| Variance | 0.9253 | |||
| Downside Variance | 1.1 | |||
| Semi Variance | 0.8116 | |||
| 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 International
Coverage intensity for Sa International Value 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.
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.