Jpmorgan Small Mutual Fund Forecast - Polynomial Regression

VSSBX Fund  USD 39.24  0.74  1.92%   
The Polynomial Regression forecasted value of Jpmorgan Small Cap on the next trading day is expected to be 38.57 with a mean absolute deviation of  0.33  and the sum of the absolute errors of 20.45. Jpmorgan Mutual Fund Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Jpmorgan Small stock prices and determine the direction of Jpmorgan Small Cap's future trends based on various well-known forecasting models. We recommend always using this module together with an analysis of Jpmorgan Small's historical fundamentals, such as revenue growth or operating cash flow patterns.
Check out Historical Fundamental Analysis of Jpmorgan Small to cross-verify your projections.
  
Most investors in Jpmorgan Small 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 Jpmorgan Small's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Jpmorgan Small's price structures and extracts relationships that further increase the generated results' accuracy.
Jpmorgan Small polinomial regression implements a single variable polynomial regression model using the daily prices as the independent variable. The coefficients of the regression for Jpmorgan Small Cap as well as the accuracy indicators are determined from the period prices.

Jpmorgan Small Polynomial Regression Price Forecast For the 29th of March

Given 90 days horizon, the Polynomial Regression forecasted value of Jpmorgan Small Cap on the next trading day is expected to be 38.57 with a mean absolute deviation of 0.33, mean absolute percentage error of 0.18, and the sum of the absolute errors of 20.45.
Please note that although there have been many attempts to predict Jpmorgan 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 Jpmorgan Small's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Jpmorgan Small Mutual Fund Forecast Pattern

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Jpmorgan Small Forecasted Value

In the context of forecasting Jpmorgan Small'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. Jpmorgan Small's downside and upside margins for the forecasting period are 37.35 and 39.78, respectively. We have considered Jpmorgan Small'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
39.24
38.57
Expected Value
39.78
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Polynomial Regression forecasting method's relative quality and the estimations of the prediction error of Jpmorgan Small mutual fund data series using in forecasting. Note that when a statistical model is used to represent Jpmorgan Small 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 Criteria118.2209
BiasArithmetic mean of the errors None
MADMean absolute deviation0.3298
MAPEMean absolute percentage error0.0087
SAESum of the absolute errors20.4452
A single variable polynomial regression model attempts to put a curve through the Jpmorgan Small historical price points. Mathematically, assuming the independent variable is X and the dependent variable is Y, this line can be indicated as: Y = a0 + a1*X + a2*X2 + a3*X3 + ... + am*Xm

Predictive Modules for Jpmorgan Small

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Jpmorgan Small Cap. 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 Jpmorgan Small'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
37.3238.5039.68
Details
Intrinsic
Valuation
LowRealHigh
34.0735.2542.35
Details
Bollinger
Band Projection (param)
LowMiddleHigh
38.4538.4938.52
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Jpmorgan Small. Your research has to be compared to or analyzed against Jpmorgan Small's peers to derive any actionable benefits. When done correctly, Jpmorgan Small'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 Jpmorgan Small Cap.

Other Forecasting Options for Jpmorgan Small

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

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

Jpmorgan Small Cap 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 Jpmorgan Small'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 Jpmorgan Small's current price.

Jpmorgan Small Market Strength Events

Market strength indicators help investors to evaluate how Jpmorgan Small 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 Jpmorgan Small shares will generate the highest return on investment. By undertsting and applying Jpmorgan Small mutual fund market strength indicators, traders can identify Jpmorgan Small Cap entry and exit signals to maximize returns.

Jpmorgan Small Risk Indicators

The analysis of Jpmorgan Small'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 Jpmorgan Small's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting jpmorgan 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.

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Check out Historical Fundamental Analysis of Jpmorgan Small to cross-verify your projections.
Note that the Jpmorgan Small Cap information on this page should be used as a complementary analysis to other Jpmorgan Small's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.

Complementary Tools for Jpmorgan Mutual Fund analysis

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