Artisan Focus Mutual Fund Forecast - Triple Exponential Smoothing

APHTX Fund  USD 25.83  0.03  0.12%   
The Triple Exponential Smoothing forecasted value of Artisan Focus on the next trading day is expected to be 25.81 with a mean absolute deviation of 0.24 and the sum of the absolute errors of 14.35. Artisan Mutual Fund Forecast is based on your current time horizon.
At this time the relative strength index (rsi) of Artisan Focus' share price is below 20 . This suggests that the mutual fund is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards.

Momentum 0

 Sell Peaked

 
Oversold
 
Overbought
The successful prediction of Artisan Focus' future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Artisan Focus, which may create opportunities for some arbitrage if properly timed.
Using Artisan Focus hype-based prediction, you can estimate the value of Artisan Focus from the perspective of Artisan Focus response to recently generated media hype and the effects of current headlines on its competitors.
The Triple Exponential Smoothing forecasted value of Artisan Focus on the next trading day is expected to be 25.81 with a mean absolute deviation of 0.24 and the sum of the absolute errors of 14.35.

Artisan Focus after-hype prediction price

    
  USD 25.83  
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as fund price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
  
Check out Historical Fundamental Analysis of Artisan Focus to cross-verify your projections.

Artisan Focus Additional Predictive Modules

Most predictive techniques to examine Artisan price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Artisan using various technical indicators. When you analyze Artisan charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Triple exponential smoothing for Artisan Focus - 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 Artisan Focus 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 Artisan Focus price movement. However, neither of these exponential smoothing models address any seasonality of Artisan Focus.

Artisan Focus Triple Exponential Smoothing Price Forecast For the 24th of January

Given 90 days horizon, the Triple Exponential Smoothing forecasted value of Artisan Focus on the next trading day is expected to be 25.81 with a mean absolute deviation of 0.24, mean absolute percentage error of 0.1, and the sum of the absolute errors of 14.35.
Please note that although there have been many attempts to predict Artisan 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 Artisan Focus' next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Artisan Focus Mutual Fund Forecast Pattern

Backtest Artisan FocusArtisan Focus Price PredictionBuy or Sell Advice 

Artisan Focus Forecasted Value

In the context of forecasting Artisan Focus' 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. Artisan Focus' downside and upside margins for the forecasting period are 24.70 and 26.93, respectively. We have considered Artisan Focus' 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
25.83
25.81
Expected Value
26.93
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 Artisan Focus mutual fund data series using in forecasting. Note that when a statistical model is used to represent Artisan Focus 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 0.0413
MADMean absolute deviation0.2392
MAPEMean absolute percentage error0.0094
SAESum of the absolute errors14.3549
As with simple exponential smoothing, in triple exponential smoothing models past Artisan Focus 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 Artisan Focus observations.

Predictive Modules for Artisan Focus

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Artisan Focus. 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 Artisan Focus' 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
24.7125.8326.95
Details
Intrinsic
Valuation
LowRealHigh
24.5625.6826.80
Details
Bollinger
Band Projection (param)
LowMiddleHigh
24.8125.7126.61
Details

Artisan Focus After-Hype Price Prediction Density Analysis

As far as predicting the price of Artisan Focus at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Artisan Focus or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Mutual Fund prices, such as prices of Artisan Focus, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

Artisan Focus Estimiated After-Hype Price Volatility

In the context of predicting Artisan Focus' mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Artisan Focus' historical news coverage. Artisan Focus' after-hype downside and upside margins for the prediction period are 24.71 and 26.95, respectively. We have considered Artisan Focus' daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
25.83
25.83
After-hype Price
26.95
Upside
Artisan Focus is very steady at this time. Analysis and calculation of next after-hype price of Artisan Focus is based on 3 months time horizon.

Artisan Focus Mutual Fund Price Prediction Analysis

Have you ever been surprised when a price of a Mutual Fund such as Artisan Focus is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Artisan Focus backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Fund price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Artisan Focus, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.02 
1.12
  0.33 
 0.00  
1 Events / Month
1 Events / Month
Very soon
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
25.83
25.83
0.00 
6.73  
Notes

Artisan Focus Hype Timeline

Artisan Focus is presently traded for 25.83. The entity has historical hype elasticity of -0.33, and average elasticity to hype of competition of 0.0. Artisan is anticipated not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is about 6.73%. The immediate return on the next news is anticipated to be very small, whereas the daily expected return is presently at 0.02%. %. The volatility of related hype on Artisan Focus is about 78400.0%, with the expected price after the next announcement by competition of 25.83. The company had not issued any dividends in recent years. Assuming the 90 days horizon the next anticipated press release will be very soon.
Check out Historical Fundamental Analysis of Artisan Focus to cross-verify your projections.

Artisan Focus Related Hype Analysis

Having access to credible news sources related to Artisan Focus' direct competition is more important than ever and may enhance your ability to predict Artisan Focus' future price movements. Getting to know how Artisan Focus' peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Artisan Focus may potentially react to the hype associated with one of its peers.

Other Forecasting Options for Artisan Focus

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

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

Artisan Focus Market Strength Events

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

Artisan Focus Risk Indicators

The analysis of Artisan Focus' 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 Artisan Focus' investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting artisan 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.

Story Coverage note for Artisan Focus

The number of cover stories for Artisan Focus depends on current market conditions and Artisan Focus' risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Artisan Focus is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Artisan Focus' long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.

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Other Information on Investing in Artisan Mutual Fund

Artisan Focus financial ratios help investors to determine whether Artisan Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Artisan with respect to the benefits of owning Artisan Focus security.
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