Natixis Oakmark Mutual Fund Forecast - Triple Exponential Smoothing

NEOYX Fund  USD 31.61  0.07  0.22%   
The Triple Exponential Smoothing forecasted value of Natixis Oakmark Fund on the next trading day is expected to be 31.64 with a mean absolute deviation of  0.19  and the sum of the absolute errors of 11.20. Natixis Mutual Fund Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Natixis Oakmark stock prices and determine the direction of Natixis Oakmark Fund's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Natixis Oakmark's historical fundamentals, such as revenue growth or operating cash flow patterns.
Check out Historical Fundamental Analysis of Natixis Oakmark to cross-verify your projections.
  
Most investors in Natixis Oakmark cannot accurately predict what will happen the next trading day because, historically, fund 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 Natixis Oakmark's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Natixis Oakmark's price structures and extracts relationships that further increase the generated results' accuracy.
Triple exponential smoothing for Natixis Oakmark - also known as the Winters method - is a refinement of the popular double exponential smoothing model with the addition of periodicity (seasonality) component. Simple exponential smoothing technique works best with data where there are no trend or seasonality components to the data. When Natixis Oakmark 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 trend in Natixis Oakmark price movement. However, neither of these exponential smoothing models address any seasonality of Natixis Oakmark.

Natixis Oakmark Triple Exponential Smoothing Price Forecast For the 26th of April

Given 90 days horizon, the Triple Exponential Smoothing forecasted value of Natixis Oakmark Fund on the next trading day is expected to be 31.64 with a mean absolute deviation of 0.19, mean absolute percentage error of 0.06, and the sum of the absolute errors of 11.20.
Please note that although there have been many attempts to predict Natixis 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 Natixis Oakmark's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Natixis Oakmark Mutual Fund Forecast Pattern

Backtest Natixis OakmarkNatixis Oakmark Price PredictionBuy or Sell Advice 

Natixis Oakmark Forecasted Value

In the context of forecasting Natixis Oakmark'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. Natixis Oakmark's downside and upside margins for the forecasting period are 30.90 and 32.37, respectively. We have considered Natixis Oakmark'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.
Market Value
31.61
31.64
Expected Value
32.37
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Triple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Natixis Oakmark mutual fund data series using in forecasting. Note that when a statistical model is used to represent Natixis Oakmark 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.
AICAkaike Information CriteriaHuge
BiasArithmetic mean of the errors 0.0348
MADMean absolute deviation0.1866
MAPEMean absolute percentage error0.006
SAESum of the absolute errors11.1975
As with simple exponential smoothing, in triple exponential smoothing models past Natixis Oakmark observations are given exponentially smaller weights as the observations get older. In other words, recent observations are given relatively more weight in forecasting than the older Natixis Oakmark Fund observations.

Predictive Modules for Natixis Oakmark

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Natixis Oakmark. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund 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, anticipate that the market will even out over time. This tendency of Natixis Oakmark'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.
Hype
Prediction
LowEstimatedHigh
30.8731.6132.35
Details
Intrinsic
Valuation
LowRealHigh
30.7231.4632.20
Details
Bollinger
Band Projection (param)
LowMiddleHigh
31.3431.5731.80
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Natixis Oakmark. Your research has to be compared to or analyzed against Natixis Oakmark's peers to derive any actionable benefits. When done correctly, Natixis Oakmark's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Natixis Oakmark.

Other Forecasting Options for Natixis Oakmark

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

Natixis Oakmark 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 Natixis Oakmark mutual fund to make a market-neutral strategy. Peer analysis of Natixis Oakmark could also be used in its relative valuation, which is a method of valuing Natixis Oakmark by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Natixis Oakmark Technical and Predictive Analytics

The mutual fund market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Natixis Oakmark'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 Natixis Oakmark's current price.

Natixis Oakmark Market Strength Events

Market strength indicators help investors to evaluate how Natixis Oakmark mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Natixis Oakmark shares will generate the highest return on investment. By undertsting and applying Natixis Oakmark mutual fund market strength indicators, traders can identify Natixis Oakmark Fund entry and exit signals to maximize returns.

Natixis Oakmark Risk Indicators

The analysis of Natixis Oakmark's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Natixis Oakmark's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting natixis mutual fund prices, 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.
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.
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 Natixis Oakmark 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, Natixis Oakmark's short interest history, or implied volatility extrapolated from Natixis Oakmark options trading.

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Check out Historical Fundamental Analysis of Natixis Oakmark to cross-verify your projections.
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Please note, there is a significant difference between Natixis Oakmark's value and its price as these two are different measures arrived at by different means. Investors typically determine if Natixis Oakmark is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Natixis Oakmark's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.