MODERATELY AGGRESSIVE Mutual Fund Forward View - Simple Moving Average
| SAMAX Fund | USD 11.67 -0.11 -0.93% |
This reference page presents Simple Moving Average forecast data for Moderately Aggressive Balanced. The projected values and error metrics are presented below as reference information.
The Simple Moving Average forecasted value of Moderately Aggressive Balanced on the next trading day is expected to be 11.67 with a mean absolute deviation of 0.06 and the sum of the absolute errors of 3.48.The simple moving average model is conceptually a linear regression of the current value of Moderately Aggressive Balanced price series against current and previous (unobserved) value of MODERATELY AGGRESSIVE. 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 This Simple Moving Average forecast data for Moderately Aggressive Balanced is sourced from the most recent available trading data and is intended solely as reference information. Simple Moving Average Price Forecast For the 23rd of March
Given 90 days horizon, the Simple Moving Average forecasted value of Moderately Aggressive Balanced on the next trading day is expected to be 11.67 with a mean absolute deviation of 0.06 , mean absolute percentage error of 0.01 , and the sum of the absolute errors of 3.48 .Please note that although there have been many attempts to predict MODERATELY 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 MODERATELY AGGRESSIVE's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Mutual Fund Forecast Pattern
| Backtest MODERATELY AGGRESSIVE | MODERATELY AGGRESSIVE Price Prediction | Research Analysis |
Forecasted Value
Forecasting Moderately Aggressive Balanced for the next session involves measuring the model's historical ability to define credible downside and upside scenarios. At the moment, the model places downside around 11.09 and upside around 12.25 for the forecasting period.
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 MODERATELY AGGRESSIVE mutual fund data series using in forecasting. Note that when a statistical model is used to represent MODERATELY AGGRESSIVE 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 | 109.3022 |
| Bias | Arithmetic mean of the errors | 0.0108 |
| MAD | Mean absolute deviation | 0.0589 |
| MAPE | Mean absolute percentage error | 0.0049 |
| SAE | Sum of the absolute errors | 3.475 |
Other Forecasting Options for MODERATELY AGGRESSIVE
MODERATELY AGGRESSIVE's daily price returns can be decomposed into trend, seasonal, and residual components. Divergence between short-term and long-term averages in MODERATELY often signals an upcoming reversal or acceleration.MODERATELY AGGRESSIVE Related Equities
The peer firms below within the Allocation--50% to 70% Equity space can help frame MODERATELY AGGRESSIVE's pricing and running costs in context. Checking cash flow across this peer set helps gauge MODERATELY AGGRESSIVE's relative financial strength. When MODERATELY AGGRESSIVE breaks from its peer group on a key metric, it often signals a firm-level change worth exploring.
| Risk & Return | Correlation |
MODERATELY AGGRESSIVE Market Strength Events
Market strength indicators help investors evaluate how MODERATELY AGGRESSIVE mutual fund reacts to evolving market conditions. These indicators help determine optimal entry and exit points for trading Moderately Aggressive Balanced.
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 11.67 | |||
| Day Typical Price | 11.67 | |||
| Price Action Indicator | -0.06 | |||
| Period Momentum Indicator | -0.11 | |||
| Relative Strength Index | 38.38 |
MODERATELY AGGRESSIVE Risk Indicators
The analysis of MODERATELY AGGRESSIVE's basic risk indicators is one of the essential steps in accurately forecasting its future price. Understanding the risk involved in holding MODERATELY AGGRESSIVE's allows investors to make informed decisions about their exposure.
| Mean Deviation | 0.4532 | |||
| Standard Deviation | 0.5807 | |||
| Variance | 0.3372 |
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 MODERATELY AGGRESSIVE
A coverage review of Moderately Aggressive Balanced shows when the security is attracting above-average attention from contributors and market observers. This is most useful when investors want to understand why a security is suddenly drawing more public discussion.
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