IShares SAMPPTSX Etf Forward View - Double Exponential Smoothing
| XPF Etf | CAD 15.59 -0.04 -0.26% |
This page provides Double Exponential Smoothing reference data for iShares SAMPPTSX North, calculated from historical daily prices. The forecast output and associated deviation metrics are shown for informational use.
The Double Exponential Smoothing forecasted value of iShares SAMPPTSX North on the next trading day is expected to be 15.58 with a mean absolute deviation of 0.04 and the sum of the absolute errors of 2.64.When iShares SAMPPTSX North 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 iShares SAMPPTSX North 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 IShares SAMPPTSX observations are given relatively more weight in forecasting than the older observations. IShares SAMPPTSX's Double Exponential Smoothing reference data is provided for informational and analytical purposes and does not constitute a trading recommendation. Double Exponential Smoothing Price Forecast For the 21st of March
Given 90 days horizon, the Double Exponential Smoothing forecasted value of iShares SAMPPTSX North on the next trading day is expected to be 15.58 with a mean absolute deviation of 0.04 , mean absolute percentage error of 0.0036 , and the sum of the absolute errors of 2.64 .Please note that although there have been many attempts to predict IShares Etf 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 IShares SAMPPTSX's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).
Etf Forecast Pattern
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Forecasted Value
This next-day forecast for iShares SAMPPTSX North uses model performance to estimate practical downside and upside boundaries rather than a single point target alone. The current forecast range spans downside near 15.21 and upside near 15.94.
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 IShares SAMPPTSX etf data series using in forecasting. Note that when a statistical model is used to represent IShares SAMPPTSX etf, 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 | 0.0117 |
| MAD | Mean absolute deviation | 0.0448 |
| MAPE | Mean absolute percentage error | 0.0028 |
| SAE | Sum of the absolute errors | 2.6441 |
Other Forecasting Options for IShares SAMPPTSX
The price movement of IShares is a central concern for all potential investors, regardless of their level of expertise. IShares Etf price charts can be difficult to interpret due to the noise present in the data.IShares SAMPPTSX Related Equities
The following equities are related to IShares SAMPPTSX within the Preferred Share Fixed Income space and can be used for peer comparison, relative valuation, or portfolio diversification. Comparing IShares SAMPPTSX 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 |
IShares SAMPPTSX Market Strength Events
Market strength indicators applied to IShares SAMPPTSX etf help investors assess the relative momentum and resilience of the security in different market environments. By using these indicators, traders can make more informed decisions about when to buy or sell iShares SAMPPTSX North.
IShares SAMPPTSX Risk Indicators
Risk indicator analysis for IShares SAMPPTSX is essential for accurately projecting its future price trajectory. By identifying the level of risk embedded in IShares SAMPPTSX's investment, investors can make informed decisions about position sizing and risk mitigation.
| Mean Deviation | 0.2566 | |||
| Semi Deviation | 0.3393 | |||
| Standard Deviation | 0.3533 | |||
| Variance | 0.1248 | |||
| Downside Variance | 0.1469 | |||
| Semi Variance | 0.1151 | |||
| Expected Short fall | -0.29 |
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 IShares SAMPPTSX
A coverage review of iShares SAMPPTSX North 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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The ratio set for IShares SAMPPTSX connects key financial figures across reports. These metrics link profitability, liquidity, and valuation signals. The layout supports consistent interpretation across periods.