VANGUARD EMERGING Mutual Fund Forward View - Simple Moving Average
| VMMSX Fund | USD 28.70 -0.80 -2.71% |
The Simple Moving Average forecast shown here for VANGUARD EMERGING is reference data produced from its historical price series. The projected value and error measures below serve as reference information.
The Simple Moving Average forecasted value of Vanguard Emerging Markets on the next trading day is expected to be 28.70 with a mean absolute deviation of 0.36 and the sum of the absolute errors of 20.96.The simple moving average model is conceptually a linear regression of the current value of Vanguard Emerging Markets price series against current and previous (unobserved) value of VANGUARD EMERGING. 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 This Simple Moving Average reference page for VANGUARD EMERGING presents model-generated projections from historical price data for informational purposes. Simple Moving Average Price Forecast For the 24th of March
Given 90 days horizon, the Simple Moving Average forecasted value of Vanguard Emerging Markets on the next trading day is expected to be 28.70 with a mean absolute deviation of 0.36 , mean absolute percentage error of 0.21 , and the sum of the absolute errors of 20.96 .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 EMERGING'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 EMERGING | VANGUARD EMERGING Price Prediction | Research Analysis |
Forecasted Value
The next-day forecast for Vanguard Emerging Markets focuses on identifying predictive downside and upside bands that can frame a realistic trading range. 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 Simple Moving Average forecasting method's relative quality and the estimations of the prediction error of VANGUARD EMERGING mutual fund data series using in forecasting. Note that when a statistical model is used to represent VANGUARD EMERGING 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 | 112.8532 |
| Bias | Arithmetic mean of the errors | -0.0208 |
| MAD | Mean absolute deviation | 0.3553 |
| MAPE | Mean absolute percentage error | 0.0117 |
| SAE | Sum of the absolute errors | 20.965 |
Other Forecasting Options for VANGUARD EMERGING
The distribution of VANGUARD EMERGING's daily returns is typically non-normal, with fatter tails than a Gaussian model predicts. This can reveal hidden support and resistance zones in VANGUARD EMERGING's chart that simple price charts miss.VANGUARD EMERGING Related Equities
The stocks listed below are peers of VANGUARD EMERGING within the Diversified Emerging Mkts space and offer context for ranking and strength. Market cap and total value checks frame VANGUARD EMERGING's size within the competitive field.
| Risk & Return | Correlation |
VANGUARD EMERGING Market Strength Events
Market strength indicators for VANGUARD EMERGING give insight into the mutual fund's responsiveness to broader forces. These indicators are useful for traders seeking optimal timing for positions in Vanguard Emerging Markets.
| Rate Of Daily Change | 0.97 | |||
| Day Median Price | 28.7 | |||
| Day Typical Price | 28.7 | |||
| Price Action Indicator | -0.40 | |||
| Period Momentum Indicator | -0.80 | |||
| Relative Strength Index | 41.33 |
VANGUARD EMERGING Risk Indicators
A thorough review of VANGUARD EMERGING's risk indicators is an important first step in forecasting its price. Quantifying the risk involved in VANGUARD EMERGING's allows investors to make better decisions about entry, sizing, and hedging.
| Mean Deviation | 0.8996 | |||
| Semi Deviation | 1.37 | |||
| Standard Deviation | 1.22 | |||
| Variance | 1.48 | |||
| Downside Variance | 2.17 | |||
| Semi Variance | 1.87 | |||
| Expected Short fall | -0.88 |
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 EMERGING
Story coverage around Vanguard Emerging Markets often expands when market conditions, narrative momentum, or risk-adjusted performance make the security more visible to investors. 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.