# GMO EMERGING Mutual Fund Forecast - Naive Prediction

GMEMX Fund | USD 22.03 0.20 0.92% |

GMEMX Mutual Fund Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast GMO EMERGING historical stock prices and determine the direction of GMO EMERGING MARKETS's future trends based on various well-known forecasting models. However, solely looking at the historical price movement is usually misleading. Macroaxis recommends to always use this module together with analysis of GMO EMERGING historical fundamentals such as revenue growth or operating cash flow patterns.

Check out Historical Fundamental Analysis of GMO EMERGING to cross-verify your projections. GMEMX |

Most investors in GMO EMERGING cannot accurately predict what will happen the next trading day because, historically, stock markets tend to be unpredictable and even illogical. Modeling turbulent structures requires applying different statistical methods, techniques, and algorithms to find hidden data structures or patterns within the GMO EMERGING's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets GMO EMERGING's price structures and extracts relationships that further increase the generated results' accuracy.

A naive forecasting model for GMO EMERGING is a special case of the moving average forecasting where the number of periods used for smoothing is one. Therefore, the forecast of GMO EMERGING MARKETS value for a given trading day is simply the observed value for the previous period. Due to the simplistic nature of the naive forecasting model, it can only be used to forecast up to one period. ## GMO EMERGING Naive Prediction Price Forecast For the 31st of March

Given 90 days horizon, the Naive Prediction forecasted value of GMO EMERGING MARKETS on the next trading day is expected to be 22.22 with a mean absolute deviation of 0.15, mean absolute percentage error of 0.035256, and the sum of the absolute errors of 9.06.Please note that although there have been many attempts to predict GMEMX Mutual Fund prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that GMO EMERGING's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

## GMO EMERGING Mutual Fund Forecast Pattern

Backtest GMO EMERGING | GMO EMERGING Price Prediction | Buy or Sell Advice |

## GMO EMERGING Forecasted Value

In the context of forecasting GMO EMERGING's Mutual Fund value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. GMO EMERGING's downside and upside margins for the forecasting period are 21.32 and 23.13, respectively. We have considered GMO EMERGING's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.

## Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Naive Prediction forecasting method's relative quality and the estimations of the prediction error of GMO EMERGING mutual fund data series using in forecasting. Note that when a statistical model is used to represent GMO 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 | 116.6032 |

Bias | Arithmetic mean of the errors | None |

MAD | Mean absolute deviation | 0.1461 |

MAPE | Mean absolute percentage error | 0.0065 |

SAE | Sum of the absolute errors | 9.0592 |

## Predictive Modules for GMO EMERGING

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as GMO EMERGING MARKETS. Regardless of method or technology, however, to accurately forecast the stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of GMO EMERGING's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of GMO EMERGING in the context of predictive analytics.

Please note, it is not enough to conduct a financial or market analysis of a single entity such as GMO EMERGING. Your research has to be compared to or analyzed against GMO EMERGING's peers to derive any actionable benefits. When done correctly, GMO EMERGING's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in GMO EMERGING MARKETS.

## Other Forecasting Options for GMO EMERGING

For every potential investor in GMEMX, whether a beginner or expert, GMO EMERGING's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. GMEMX Mutual Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in GMEMX. Basic forecasting techniques help filter out the noise by identifying GMO EMERGING's price trends.## GMO EMERGING Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with GMO EMERGING mutual fund to make a market-neutral strategy. Peer analysis of GMO EMERGING could also be used in its relative valuation, which is a method of valuing GMO EMERGING by comparing valuation metrics with similar companies.

Risk & Return | Correlation |

## GMO EMERGING MARKETS Technical and Predictive Analytics

The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of GMO EMERGING's price movements, , a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of GMO EMERGING's current price.Cycle Indicators | ||

Math Operators | ||

Math Transform | ||

Momentum Indicators | ||

Overlap Studies | ||

Pattern Recognition | ||

Price Transform | ||

Statistic Functions | ||

Volatility Indicators | ||

Volume Indicators |

## GMO EMERGING Risk Indicators

The analysis of GMO EMERGING's basic risk indicators is one of the essential steps in helping accuretelly forecast its future price. The process involves identifying the amount of risk involved in GMO EMERGING's investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting GMO EMERGING stock price, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.

Mean Deviation | 0.6994 | |||

Semi Deviation | 0.9555 | |||

Standard Deviation | 0.9015 | |||

Variance | 0.8128 | |||

Downside Variance | 1.12 | |||

Semi Variance | 0.913 | |||

Expected Short fall | (0.68) |

Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards GMO EMERGING in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, GMO EMERGING's short interest history, or implied volatility extrapolated from GMO EMERGING options trading.

## Becoming a Better Investor with Macroaxis

Macroaxis puts the power of mathematics on your side. We analyze your portfolios and positions such as GMO EMERGING MARKETS using complex mathematical models and algorithms, but make them easy to understand. There is no real person involved in your portfolio analysis. We perform a number of calculations to compute absolute and relative portfolio volatility, correlation between your assets, value at risk, expected return as well as over 100 different fundamental and technical indicators.## Build Optimal Portfolios

### Align your risk with return expectations

Check out Historical Fundamental Analysis of GMO EMERGING to cross-verify your projections. You can also try Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.

## Complementary Tools for analysis

When running GMO EMERGING MARKETS price analysis, check to measure GMO EMERGING's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy GMO EMERGING is operating at the current time. Most of GMO EMERGING's value examination focuses on studying past and present price action to predict the probability of GMO EMERGING's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move GMO EMERGING's price. Additionally, you may evaluate how the addition of GMO EMERGING to your portfolios can decrease your overall portfolio volatility.

Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |

Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |

Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |

Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |

Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |

Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |

Money Managers Screen money managers from public funds and ETFs managed around the world | |

Equity Search Search for actively traded equities including funds and ETFs from over 30 global markets | |

Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing |