SP 500 Simple Moving Average

GSPC -- USA Index  

 2,986  11.75  0.39%

Investors can use this prediction interface to forecast SP 500 historic prices and determine the direction of S&P 500 future trends based on various well-known forecasting models. However looking at historical price movement exclusively is usually misleading. Macroaxis recommends to always use this module together with analysis of SP 500 historical fundamentals such as revenue growth or operating cash flow patterns. See also fundamental analysis of SP 500 to check your projections.
Horizon     30 Days    Login   to change
A two period moving average forecast for SP 500 is based on an daily price series in which the stock price on a given day is replaced by the mean of that price and the preceding price. This model is best suited to price patterns experiencing average volatility.
Given 30 days horizon, the value of S&P 500 on the next trading day is expected to be 2986.2

SP 500 Prediction Pattern

SP 500 Forecasted Value

October 20, 2019
Market Value
Expected Value

Model Predictive Factors

AICAkaike Information Criteria121.3871
BiasArithmetic mean of the errors 0.7519
MADMean absolute deviation23.6406
MAPEMean absolute percentage error0.0081
SAESum of the absolute errors1394.795
The simple moving average model is conceptually a linear regression of the current value of S&P 500 price series against current and previous (unobserved) value of SP 500. In time series analysis, the simple moving-average model is a very common approach for modeling univariate price series models including forecasting stock prices into the future

Volatility Measures

SP 500 Risk Indicators

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