Vanguard Commodity Mutual Fund Forward View - Simple Moving Average
| VCMDX Fund | USD 30.72 -0.02 -0.07% |
The Simple Moving Average forecast reference data for Vanguard Commodity Strategy is based on the equity's recent trading history. This page summarizes the model output and key accuracy metrics for reference.
The Simple Moving Average forecasted value of Vanguard Commodity Strategy on the next trading day is expected to be 30.72 with a mean absolute deviation of 0.32 and the sum of the absolute errors of 19.41.The simple moving average model is conceptually a linear regression of the current value of Vanguard Commodity Strategy price series against current and previous (unobserved) value of Vanguard Commodity. 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 All Simple Moving Average forecast figures shown for Vanguard Commodity Strategy are reference data reflecting model output based on available historical prices. Simple Moving Average Price Forecast For the 22nd of March
Given 90 days horizon, the Simple Moving Average forecasted value of Vanguard Commodity Strategy on the next trading day is expected to be 30.72 with a mean absolute deviation of 0.32 , mean absolute percentage error of 0.17 , and the sum of the absolute errors of 19.41 .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 Commodity'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 Commodity | Vanguard Commodity Price Prediction | Research Analysis |
Forecasted Value
The next-day forecast for Vanguard Commodity Strategy focuses on identifying predictive downside and upside bands that can frame a realistic trading range. At the moment, the model places downside around 29.47 and upside around 31.97 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 Vanguard Commodity mutual fund data series using in forecasting. Note that when a statistical model is used to represent Vanguard Commodity 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 | 114.5197 |
| Bias | Arithmetic mean of the errors | -0.1138 |
| MAD | Mean absolute deviation | 0.3235 |
| MAPE | Mean absolute percentage error | 0.0114 |
| SAE | Sum of the absolute errors | 19.41 |
Other Forecasting Options for Vanguard Commodity
Whether a novice or experienced investor, anyone considering Vanguard needs to understand the dynamics of Vanguard Commodity's price movement. Price charts for Vanguard Mutual Fund contain a significant amount of noise that can distort investment decisions.Vanguard Commodity Related Equities
The following equities are related to Vanguard Commodity within the Commodities Broad Basket space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing Vanguard Commodity against peers on metrics such as P/E, margins, and return on equity helps contextualize its positioning and identify relative strengths or weaknesses.
| Risk & Return | Correlation |
Vanguard Commodity Market Strength Events
Analyzing market strength indicators for Vanguard Commodity enables investors to understand how the mutual fund performs relative to overall market momentum. These indicators are valuable tools for identifying when to enter or exit positions in Vanguard Commodity Strategy.
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 30.72 | |||
| Day Typical Price | 30.72 | |||
| Price Action Indicator | -0.01 | |||
| Period Momentum Indicator | -0.02 |
Vanguard Commodity Risk Indicators
Identifying and analyzing Vanguard Commodity's key risk indicators is a foundational step in projecting how its price may evolve. This process quantifies the risk associated with Vanguard Commodity's and decide how to manage it.
| Mean Deviation | 0.9401 | |||
| Semi Deviation | 1.19 | |||
| Standard Deviation | 1.23 | |||
| Variance | 1.51 | |||
| Downside Variance | 2.0 | |||
| Semi Variance | 1.42 | |||
| Expected Short fall | -1.05 |
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 Commodity
A coverage review of Vanguard Commodity Strategy 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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