SMALL CAPITALIZATION Mutual Fund Forecast - 8 Period Moving Average

SSCYX
 Fund
  

USD 6.33  0.15  2.43%   

SMALL Mutual Fund Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast SMALL CAPITALIZATION historical stock prices and determine the direction of SMALL CAPITALIZATION PORTFOLIO'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 SMALL CAPITALIZATION historical fundamentals such as revenue growth or operating cash flow patterns.
Additionally, take a look at Historical Fundamental Analysis of SMALL CAPITALIZATION to cross-verify your projections.
  
Most investors in SMALL CAPITALIZATION 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 SMALL CAPITALIZATION's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets SMALL CAPITALIZATION's price structures and extracts relationships that further increase the generated results' accuracy.
An 8-period moving average forecast model for SMALL CAPITALIZATION is based on an artificially constructed time series of SMALL CAPITALIZATION daily prices in which the value for a trading day is replaced by the mean of that value and the values for 8 of preceding and succeeding time periods. This model is best suited for price series data that changes over time.

SMALL CAPITALIZATION 8 Period Moving Average Price Forecast For the 2nd of December

Given 90 days horizon, the 8 Period Moving Average forecasted value of SMALL CAPITALIZATION PORTFOLIO on the next trading day is expected to be 6.24 with a mean absolute deviation of 0.13, mean absolute percentage error of 0.024984, and the sum of the absolute errors of 6.69.
Please note that although there have been many attempts to predict SMALL 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 SMALL CAPITALIZATION's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

SMALL CAPITALIZATION Mutual Fund Forecast Pattern

Backtest SMALL CAPITALIZATIONSMALL CAPITALIZATION Price PredictionBuy or Sell Advice 

SMALL CAPITALIZATION Forecasted Value

In the context of forecasting SMALL CAPITALIZATION'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. SMALL CAPITALIZATION's downside and upside margins for the forecasting period are 4.53 and 7.96, respectively. We have considered SMALL CAPITALIZATION'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 6.33
6.24
Expected Value
7.96
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the 8 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of SMALL CAPITALIZATION mutual fund data series using in forecasting. Note that when a statistical model is used to represent SMALL CAPITALIZATION 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 Criteria99.718
BiasArithmetic mean of the errors -0.0215
MADMean absolute deviation0.1261
MAPEMean absolute percentage error0.0214
SAESum of the absolute errors6.685
The eieght-period moving average method has an advantage over other forecasting models in that it does smooth out peaks and valleys in a set of daily observations. SMALL CAPITALIZATION PORTFOLIO 8-period moving average forecast can only be used reliably to predict one or two periods into the future.

Predictive Modules for SMALL CAPITALIZATION

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as SMALL CAPITALIZATION. 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 SMALL CAPITALIZATION'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 SMALL CAPITALIZATION in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
4.616.338.05
Details
Intrinsic
Valuation
LowReal ValueHigh
4.506.227.94
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
5.966.176.38
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as SMALL CAPITALIZATION. Your research has to be compared to or analyzed against SMALL CAPITALIZATION's peers to derive any actionable benefits. When done correctly, SMALL CAPITALIZATION'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 SMALL CAPITALIZATION.

Other Forecasting Options for SMALL CAPITALIZATION

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

SMALL CAPITALIZATION 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 SMALL CAPITALIZATION mutual fund to make a market-neutral strategy. Peer analysis of SMALL CAPITALIZATION could also be used in its relative valuation, which is a method of valuing SMALL CAPITALIZATION by comparing valuation metrics with similar companies.
MicrosoftBondbloxx ETF TrustFT Cboe VestAmerican AirlinesAlcoa CorpApple IncBest BuyCitigroupSentinelOneCVS Health CorpChevron CorpHome DepotInternational BusinessIntelMetLife
 Risk & Return  Correlation

SMALL CAPITALIZATION 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 SMALL CAPITALIZATION'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 SMALL CAPITALIZATION's current price.

SMALL CAPITALIZATION Risk Indicators

The analysis of SMALL CAPITALIZATION'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 SMALL CAPITALIZATION's investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting SMALL CAPITALIZATION 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.
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 SMALL CAPITALIZATION 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, SMALL CAPITALIZATION's short interest history, or implied volatility extrapolated from SMALL CAPITALIZATION options trading.

Currently Active Assets on Macroaxis

Additionally, take a look at Historical Fundamental Analysis of SMALL CAPITALIZATION to cross-verify your projections. You can also try Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.

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When running SMALL CAPITALIZATION price analysis, check to measure SMALL CAPITALIZATION'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 SMALL CAPITALIZATION is operating at the current time. Most of SMALL CAPITALIZATION's value examination focuses on studying past and present price action to predict the probability of SMALL CAPITALIZATION's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move SMALL CAPITALIZATION's price. Additionally, you may evaluate how the addition of SMALL CAPITALIZATION to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between SMALL CAPITALIZATION's value and its price as these two are different measures arrived at by different means. Investors typically determine SMALL CAPITALIZATION value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SMALL CAPITALIZATION'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.