VALIC Company Mutual Fund Forward View - Simple Moving Average
| VVSCX Fund | USD 11.67 -0.14 -1.19% |
Valic Company I's Simple Moving Average reference page covers the model's projected value and error measures from recent price data. The forecast output and associated deviation metrics are shown for informational use. The model is fitted to available historical daily prices for VALIC Company. This page is updated as new daily closing prices become available for VALIC Company.
The Simple Moving Average forecasted value of Valic fund I on the next trading day is expected to be 11.67 with a mean absolute deviation of 0.12 and the sum of the absolute errors of 7.10.The simple moving average model is conceptually a linear regression of the current value of Valic Company I price series against current and previous (unobserved) value of VALIC Company. 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 Valic Company I are reference data reflecting model output based on available historical prices. Simple Moving Average Price Forecast For the 28th of March
Given 90 days horizon, the Simple Moving Average forecasted value of Valic Company I on the next trading day is expected to be 11.67 with a mean absolute deviation of 0.12 , mean absolute percentage error of 0.02 , and the sum of the absolute errors of 7.10 .Please note that although there have been many attempts to predict VALIC 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 VALIC Company's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Mutual Fund Forecast Pattern
| Backtest VALIC Company | VALIC Company Price Prediction | Research Analysis |
Forecasted Value
For the next trading day, Macroaxis evaluates VALIC Company's predictive range by looking for statistically meaningful downside and upside boundaries. At the moment, the model places downside around 10.49 and upside around 12.85 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 VALIC Company mutual fund data series using in forecasting. Note that when a statistical model is used to represent VALIC Company 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 | 112.4204 |
| Bias | Arithmetic mean of the errors | -0.0067 |
| MAD | Mean absolute deviation | 0.1183 |
| MAPE | Mean absolute percentage error | 0.0099 |
| SAE | Sum of the absolute errors | 7.1 |
Other Forecasting Options for VALIC Company
Bollinger Bands applied to VALIC Mutual Fund price data measure how far VALIC has deviated from its recent average relative to its own volatility. This distinction drives the choice of forecasting model applied to VALIC Company's price data. On-balance volume for VALIC Mutual Fund creates a running indicator of buying versus selling pressure in VALIC. Price departures from the channel boundary often mean-revert, offering tactical signals for VALIC Company's.VALIC Company Related Equities
VALIC Company's market space within the Small Value space is best grasped by looking at the firms listed below. Growth rate gaps between VALIC Company and its peers often explain pricing differences in the market. Firms that trade at big discounts to peers on core metrics may be worth more research.
| Risk & Return | Correlation |
VALIC Company Market Strength Events
For investors tracking Valic Company I, market strength indicators offer quantitative evaluation of mutual fund behavior. These indicators add context to timing decisions around Valic Company I positions. These indicators capture shifts in momentum that may precede significant price moves in VALIC Company. These metrics provide actionable context for both entry and risk management decisions around Valic Company I.
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 11.67 | |||
| Day Typical Price | 11.67 | |||
| Price Action Indicator | -0.07 | |||
| Period Momentum Indicator | -0.14 | |||
| Relative Strength Index | 47.08 |
VALIC Company Risk Indicators
Analyzing VALIC Company's basic risk indicators provides investors with a structured view of the risk-return trade-off for valic mutual fund. By identifying the level of risk embedded in VALIC Company's investment, investors can make informed decisions about position sizing. Analyzing VALIC Company's risk indicators gives investors important context for price forecasting. Understanding the risk in VALIC Company's investment allows investors to make informed choices about mitigating exposure.
| Mean Deviation | 0.905 | |||
| Semi Deviation | 1.21 | |||
| Standard Deviation | 1.14 | |||
| Variance | 1.31 | |||
| Downside Variance | 1.54 | |||
| Semi Variance | 1.46 | |||
| Expected Short fall | -0.86 |
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 VALIC Company
A coverage review of Valic Company I shows when the security is attracting above-average attention from contributors and market observers. The practical risk is that faster visibility can increase both interest and skepticism at the same time.
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