TIAA Cref Mutual Fund Forward View - Double Exponential Smoothing
| TSMUX Fund | USD 15.71 -0.40 -2.48% |
This page documents Double Exponential Smoothing forecast output for TIAA Cref Smallmid Cap Equity as reference data. The model is applied to historical closing prices and the resulting projection and error statistics are shown below. Key metrics including projected price and mean absolute deviation are summarized below. The reference data on this page covers both forecast levels and error statistics.
The Double Exponential Smoothing forecasted value of TIAA Cref Smallmid Cap Equity on the next trading day is expected to be 15.69 with a mean absolute deviation of 0.15 and the sum of the absolute errors of 8.57.When TIAA Cref Smallmid Cap Equity 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 TIAA Cref Smallmid Cap Equity trend in the prices. So in double exponential smoothing past observations are given exponentially smaller weights as the observations get older. In other words, recent TIAA Cref observations are given relatively more weight in forecasting than the older observations. TIAA Cref's Double Exponential Smoothing reference values are drawn from available trading data and are presented for informational reference only. Double Exponential Smoothing Price Forecast For the 23rd of March
Given 90 days horizon, the Double Exponential Smoothing forecasted value of TIAA Cref Smallmid Cap Equity on the next trading day is expected to be 15.69 with a mean absolute deviation of 0.15 , mean absolute percentage error of 0.03 , and the sum of the absolute errors of 8.57 .Please note that although there have been many attempts to predict TIAA 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 TIAA Cref'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
The next-day forecast for TIAA Cref Smallmid Cap Equity focuses on identifying predictive downside and upside bands that can frame a realistic trading range. The current forecast range spans downside near 14.58 and upside near 16.80.
Model Predictive Factors
The below table displays some essential indicators generated by the model showing the Double Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of TIAA Cref mutual fund data series using in forecasting. Note that when a statistical model is used to represent TIAA Cref 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 | 0.0323 |
| MAD | Mean absolute deviation | 0.1452 |
| MAPE | Mean absolute percentage error | 0.0089 |
| SAE | Sum of the absolute errors | 8.5672 |
Other Forecasting Options for TIAA Cref
MACD analysis of TIAA tracks the relationship between two exponential moving averages of TIAA Cref's price. Many TIAA Cref's traders use Fibonacci levels to set entry and exit targets based on prior price swings. Average True Range measures the typical daily price swing for TIAA, accounting for gaps. The frequency and magnitude of gaps reveal how much new information is being priced into TIAA outside regular hours.TIAA Cref Related Equities
Investors studying TIAA Cref often look at related stocks within the Small Blend space to gauge pricing and results. Market cap and total value checks frame TIAA Cref's size within the competitive field.
| Risk & Return | Correlation |
TIAA Cref Market Strength Events
Market strength indicators for TIAA Cref assess how the mutual fund responds to changes in investor sentiment. These signals support informed decisions about when to enter or exit TIAA Cref Smallmid Cap Equity positions. Market strength signals help investors time TIAA Cref Smallmid Cap Equity positions with greater precision and confidence. Use these tools to enhance your market timing discipline when trading TIAA Cref mutual fund.
| Rate Of Daily Change | 0.98 | |||
| Day Median Price | 15.71 | |||
| Day Typical Price | 15.71 | |||
| Price Action Indicator | -0.20 | |||
| Period Momentum Indicator | -0.40 | |||
| Relative Strength Index | 42.0 |
TIAA Cref Risk Indicators
Risk indicator analysis for TIAA Cref is a critical component of accurate price forecasting. Identifying and quantifying the risks associated with TIAA Cref's allows investors to make better-informed decisions. Understanding TIAA Cref's risk indicators is a fundamental step in managing investment exposure responsibly. Understanding the risk embedded in TIAA Cref's allows investors to decide whether to accept, reduce, or hedge exposure.
| Mean Deviation | 0.8364 | |||
| Standard Deviation | 1.11 | |||
| Variance | 1.22 |
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 TIAA Cref
Coverage intensity for TIAA Cref Smallmid Cap Equity matters because narrative visibility can influence sentiment, participation, and volatility around the name. A disciplined read of coverage separates durable relevance from temporary noise.
Other Macroaxis Stories
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