SMALLCAP WORLD Mutual Fund Forward View - Triple Exponential Smoothing

SCWFX Fund  USD 69.63  -1.85  -2.59%   
SMALLCAP WORLD's Triple Exponential Smoothing reference data is generated by applying the model to available daily closing prices. Accuracy metrics including mean absolute deviation are provided alongside the projection.
The Triple Exponential Smoothing forecasted value of Smallcap World Fund on the next trading day is expected to be 69.36 with a mean absolute deviation of 0.58 and the sum of the absolute errors of 34.35.As with simple exponential smoothing, in triple exponential smoothing models past SMALLCAP WORLD 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 Smallcap World Fund observations. SMALLCAP WORLD's Triple Exponential Smoothing reference data is provided for informational and analytical purposes and does not constitute a trading recommendation.
Triple exponential smoothing for SMALLCAP WORLD - also known as the Winters method - is a refinement of the popular double exponential smoothing model with the addition of periodicity (seasonality) component. Simple exponential smoothing technique works best with data where there are no trend or seasonality components to the data. When SMALLCAP WORLD 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 trend in SMALLCAP WORLD price movement. However, neither of these exponential smoothing models address any seasonality of Smallcap World.

Triple Exponential Smoothing Price Forecast For the 24th of March

Given 90 days horizon, the Triple Exponential Smoothing forecasted value of Smallcap World Fund on the next trading day is expected to be 69.36 with a mean absolute deviation of 0.58 , mean absolute percentage error of 0.58 , and the sum of the absolute errors of 34.35 .
Please note that although there have been many attempts to predict SMALLCAP 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 SMALLCAP WORLD's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Mutual Fund Forecast Pattern

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Forecasted Value

This next-day forecast for Smallcap World Fund uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. The projected forecast band currently runs from roughly 68.36 on the downside to about 70.37 on the upside.
Market Value
69.63
69.36
Expected Value
70.37
Upside

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 SMALLCAP WORLD mutual fund data series using in forecasting. Note that when a statistical model is used to represent SMALLCAP WORLD 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.
AICAkaike Information CriteriaHuge
BiasArithmetic mean of the errors 0.1053
MADMean absolute deviation0.5822
MAPEMean absolute percentage error0.0078
SAESum of the absolute errors34.3525
As with simple exponential smoothing, in triple exponential smoothing models past SMALLCAP WORLD 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 Smallcap World Fund observations.

Other Forecasting Options for SMALLCAP WORLD

Analyzing SMALLCAP WORLD's price movement through moving averages at different time horizons reveals whether short-term momentum aligns with the longer-term trend. Touches of the upper or lower band in SMALLCAP WORLD's chart can signal overbought or oversold conditions.

SMALLCAP WORLD Related Equities

The peer firms below within the World Small/Mid Stock space can help frame SMALLCAP WORLD's pricing and running costs in context. Key comparison metrics include price-to-earnings, profit margin, and revenue growth across SMALLCAP WORLD's peer group. Peer review is most useful when paired with absolute pricing and trend checks. Peer review is one of the most widely used methods in stock research and portfolio building.
 Risk & Return  Correlation

SMALLCAP WORLD Market Strength Events

Market strength indicators for SMALLCAP WORLD mutual fund provide a framework for assessing security responsiveness. These metrics are widely used to refine market timing and identify favorable moments to trade SMALLCAP WORLD.

SMALLCAP WORLD Risk Indicators

Assessing SMALLCAP WORLD's risk indicators is a critical component of any rigorous approach to forecasting its future price. Forecasting SMALLCAP WORLD's future price accurately requires understanding and quantifying the risks present in the investment.
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 SMALLCAP WORLD

Coverage intensity for Smallcap World Fund matters because narrative visibility can influence sentiment, participation, and volatility around the name. 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.