VANGUARD CONSUMER Mutual Fund Forward View - Triple Exponential Smoothing
| VCDAX Fund | USD 188.71 1.89 1.01% |
This reference page presents Triple Exponential Smoothing forecast data for Vanguard Sumer Discretionary. The projected values and error metrics are presented below as reference information.
The Triple Exponential Smoothing forecasted value of Vanguard Sumer Discretionary on the next trading day is expected to be 188.34 with a mean absolute deviation of 1.83 and the sum of the absolute errors of 109.73.As with simple exponential smoothing, in triple exponential smoothing models past VANGUARD CONSUMER 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 Vanguard Sumer Discretionary observations. This Triple Exponential Smoothing forecast data for Vanguard Sumer Discretionary is sourced from the most recent available trading data and is intended solely as reference information. Triple Exponential Smoothing Price Forecast For the 27th of March
Given 90 days horizon, the Triple Exponential Smoothing forecasted value of Vanguard Sumer Discretionary on the next trading day is expected to be 188.34 with a mean absolute deviation of 1.83 , mean absolute percentage error of 5.85 , and the sum of the absolute errors of 109.73 .Please note that although there have been many attempts to predict VANGUARD 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 VANGUARD CONSUMER's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Mutual Fund Forecast Pattern
| Backtest VANGUARD CONSUMER | VANGUARD CONSUMER Price Prediction | Research Analysis |
Forecasted Value
Forecasting Vanguard Sumer Discretionary for the next session involves measuring the model's historical ability to define credible downside and upside scenarios. Used properly, these levels provide context around forecast dispersion rather than certainty about the next closing print.
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 VANGUARD CONSUMER mutual fund data series using in forecasting. Note that when a statistical model is used to represent VANGUARD CONSUMER 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 | -0.3574 |
| MAD | Mean absolute deviation | 1.8288 |
| MAPE | Mean absolute percentage error | 0.0091 |
| SAE | Sum of the absolute errors | 109.7273 |
Other Forecasting Options for VANGUARD CONSUMER
VANGUARD CONSUMER's daily price returns can be decomposed into trend, seasonal, and residual components. Divergence between short-term and long-term averages in VANGUARD often signals an upcoming reversal or acceleration.VANGUARD CONSUMER Related Equities
These firms work in a similar space as VANGUARD CONSUMER within the Consumer Cyclical space and serve as useful points for comparison. Revenue and margin checks across this group help investors set expectations for VANGUARD CONSUMER's results. Persistent outperformance or underperformance by specific peers relative to VANGUARD CONSUMER often signals structural advantages or weaknesses. These checks provide a starting point for deeper study of VANGUARD CONSUMER's strengths and weak spots.
| Risk & Return | Correlation |
VANGUARD CONSUMER Market Strength Events
Market strength indicators help investors evaluate how VANGUARD CONSUMER mutual fund reacts to evolving market conditions. These indicators help determine optimal entry and exit points for trading Vanguard Sumer Discretionary.
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 188.71 | |||
| Day Typical Price | 188.71 | |||
| Price Action Indicator | 0.95 | |||
| Period Momentum Indicator | 1.89 | |||
| Relative Strength Index | 35.94 |
VANGUARD CONSUMER Risk Indicators
The analysis of VANGUARD CONSUMER's basic risk indicators is one of the essential steps in accurately forecasting its future price. Understanding the risk involved in holding VANGUARD CONSUMER's allows investors to make informed decisions about their exposure.
| Mean Deviation | 0.8236 | |||
| Standard Deviation | 1.09 | |||
| Variance | 1.2 |
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 VANGUARD CONSUMER
The amount of media and story coverage tied to Vanguard Sumer Discretionary can signal where market attention is concentrating at the moment. This is most useful when investors want to understand why a security is suddenly drawing more public discussion.
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.