Simt Tax-managed Mutual Fund Forecast - Simple Exponential Smoothing

STVYX Fund  USD 15.32  0.04  0.26%   
Simt Mutual Fund outlook is based on your current time horizon.
At this time The relative strength index (RSI) of Simt Tax-managed's share price is above 80 . This usually implies that the mutual fund is significantly overbought by investors. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards.

Momentum 80

 Buy Stretched

 
Oversold
 
Overbought
The successful prediction of Simt Tax-managed's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Simt Tax Managed Managed, which may create opportunities for some arbitrage if properly timed.
Using Simt Tax-managed hype-based prediction, you can estimate the value of Simt Tax Managed Managed from the perspective of Simt Tax-managed response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Exponential Smoothing forecasted value of Simt Tax Managed Managed on the next trading day is expected to be 15.32 with a mean absolute deviation of 0.11 and the sum of the absolute errors of 6.35.

Simt Tax-managed after-hype prediction price

    
  USD 14.3  
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as fund price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
  
Check out Historical Fundamental Analysis of Simt Tax-managed to cross-verify your projections.

Simt Tax-managed Additional Predictive Modules

Most predictive techniques to examine Simt price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Simt using various technical indicators. When you analyze Simt charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Simt Tax-managed simple exponential smoothing forecast is a very popular model used to produce a smoothed price series. Whereas in simple Moving Average models the past observations for Simt Tax Managed Managed are weighted equally, Exponential Smoothing assigns exponentially decreasing weights as Simt Tax Managed prices get older.

Simt Tax-managed Simple Exponential Smoothing Price Forecast For the 27th of January

Given 90 days horizon, the Simple Exponential Smoothing forecasted value of Simt Tax Managed Managed on the next trading day is expected to be 15.32 with a mean absolute deviation of 0.11, mean absolute percentage error of 0.22, and the sum of the absolute errors of 6.35.
Please note that although there have been many attempts to predict Simt Mutual Fund prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Simt Tax-managed's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Simt Tax-managed Mutual Fund Forecast Pattern

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Simt Tax-managed Forecasted Value

In the context of forecasting Simt Tax-managed's Mutual Fund value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Simt Tax-managed's downside and upside margins for the forecasting period are 11.29 and 19.35, respectively. We have considered Simt Tax-managed's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Market Value
15.32
15.32
Expected Value
19.35
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Simple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Simt Tax-managed mutual fund data series using in forecasting. Note that when a statistical model is used to represent Simt Tax-managed 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 Criteria114.7523
BiasArithmetic mean of the errors -0.0672
MADMean absolute deviation0.1058
MAPEMean absolute percentage error0.0076
SAESum of the absolute errors6.35
This simple exponential smoothing model begins by setting Simt Tax Managed Managed forecast for the second period equal to the observation of the first period. In other words, recent Simt Tax-managed observations are given relatively more weight in forecasting than the older observations.

Predictive Modules for Simt Tax-managed

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Simt Tax Managed. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Simt Tax-managed's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
10.2714.3018.33
Details
Intrinsic
Valuation
LowRealHigh
9.5213.5517.58
Details
Bollinger
Band Projection (param)
LowMiddleHigh
15.0315.2115.39
Details

Simt Tax-managed After-Hype Price Density Analysis

As far as predicting the price of Simt Tax-managed at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Simt Tax-managed or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Mutual Fund prices, such as prices of Simt Tax-managed, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

Simt Tax-managed Estimiated After-Hype Price Volatility

In the context of predicting Simt Tax-managed's mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Simt Tax-managed's historical news coverage. Simt Tax-managed's after-hype downside and upside margins for the prediction period are 10.27 and 18.33, respectively. We have considered Simt Tax-managed's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
15.32
14.30
After-hype Price
18.33
Upside
Simt Tax-managed is somewhat reliable at this time. Analysis and calculation of next after-hype price of Simt Tax Managed is based on 3 months time horizon.

Simt Tax-managed Mutual Fund Price Outlook Analysis

Have you ever been surprised when a price of a Mutual Fund such as Simt Tax-managed is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Simt Tax-managed backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Fund price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Simt Tax-managed, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.57 
4.03
  1.02 
  7.83 
5 Events / Month
2 Events / Month
In about 5 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
15.32
14.30
6.66 
225.14  
Notes

Simt Tax-managed Hype Timeline

Simt Tax Managed is at this time traded for 15.32. The entity has historical hype elasticity of -1.02, and average elasticity to hype of competition of 7.83. Simt is anticipated to decline in value after the next headline, with the price expected to drop to 14.3. The average volatility of media hype impact on the company price is over 100%. The price reduction on the next news is expected to be -6.66%, whereas the daily expected return is at this time at 0.57%. The volatility of related hype on Simt Tax-managed is about 29.34%, with the expected price after the next announcement by competition of 23.15. Assuming the 90 days horizon the next anticipated press release will be in about 5 days.
Check out Historical Fundamental Analysis of Simt Tax-managed to cross-verify your projections.

Simt Tax-managed Related Hype Analysis

Having access to credible news sources related to Simt Tax-managed's direct competition is more important than ever and may enhance your ability to predict Simt Tax-managed's future price movements. Getting to know how Simt Tax-managed's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Simt Tax-managed may potentially react to the hype associated with one of its peers.
Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
TMMAXSimt Tax Managed Managed 0.00 0 per month 0.00  0.11  0.92 (0.70) 32.53 
SEVIXSimt Managed Volatility 0.00 2 per month 0.00 (0.59) 0.13 (0.34) 1.47 
SUSYXSimt Managed Volatility 19.23 7 per month 0.00  0.1  0.99 (0.73) 19.44 
STMPXSimt Tax Managed Smallmid 6.91 7 per month 0.72  0.08  2.18 (1.45) 4.54 
SVOAXSimt Managed Volatility 19.27 3 per month 0.00  0.1  1.01 (0.73) 19.62 
AFVLXApplied Finance Select 99.29 2 per month 0.76 (0.05) 1.23 (1.23) 3.75 
SGLYXSimt Global Managed 0.04 1 per month 0.00  0.07  0.84 (0.62) 9.22 
MAPOXMairs Power Balanced(1.10)1 per month 0.45 (0.07) 0.96 (0.59) 2.16 
MDLVXBlackrock Lg Cap(0.15)2 per month 0.35  0.14  1.34 (0.99) 4.87 
EKWAXWells Fargo Advantage(6.13)1 per month 2.27  0.16  4.68 (4.31) 10.43 

Other Forecasting Options for Simt Tax-managed

For every potential investor in Simt, whether a beginner or expert, Simt Tax-managed's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Simt Mutual Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Simt. Basic forecasting techniques help filter out the noise by identifying Simt Tax-managed's price trends.

Simt Tax-managed Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Simt Tax-managed mutual fund to make a market-neutral strategy. Peer analysis of Simt Tax-managed could also be used in its relative valuation, which is a method of valuing Simt Tax-managed by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Simt Tax-managed Market Strength Events

Market strength indicators help investors to evaluate how Simt Tax-managed mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Simt Tax-managed shares will generate the highest return on investment. By undertsting and applying Simt Tax-managed mutual fund market strength indicators, traders can identify Simt Tax Managed Managed entry and exit signals to maximize returns.

Simt Tax-managed Risk Indicators

The analysis of Simt Tax-managed's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Simt Tax-managed's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting simt mutual fund prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
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 Simt Tax-managed

The number of cover stories for Simt Tax-managed depends on current market conditions and Simt Tax-managed's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Simt Tax-managed is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Simt Tax-managed's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.

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Other Information on Investing in Simt Mutual Fund

Simt Tax-managed financial ratios help investors to determine whether Simt Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Simt with respect to the benefits of owning Simt Tax-managed security.
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