Allianz Global Mutual Fund Forward View - Triple Exponential Smoothing

AVSCX Fund  USD 12.84  0.02  0.16%   
Allianz Mutual Fund outlook is based on your current time horizon.
At this time the relative strength index (rsi) of Allianz Global's 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 Allianz Global's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with Allianz Global Investors, which may create opportunities for some arbitrage if properly timed.
Using Allianz Global hype-based prediction, you can estimate the value of Allianz Global Investors from the perspective of Allianz Global response to recently generated media hype and the effects of current headlines on its competitors.
The Triple Exponential Smoothing forecasted value of Allianz Global Investors on the next trading day is expected to be 12.84 with a mean absolute deviation of 0.11 and the sum of the absolute errors of 6.60.

Allianz Global after-hype prediction price

    
  USD 12.84  
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 Allianz Global to cross-verify your projections.

Allianz Global Additional Predictive Modules

Most predictive techniques to examine Allianz price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Allianz using various technical indicators. When you analyze Allianz 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 Allianz Global - 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 Allianz Global 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 Allianz Global price movement. However, neither of these exponential smoothing models address any seasonality of Allianz Global Investors.

Allianz Global Triple Exponential Smoothing Price Forecast For the 13th of February 2026

Given 90 days horizon, the Triple Exponential Smoothing forecasted value of Allianz Global Investors on the next trading day is expected to be 12.84 with a mean absolute deviation of 0.11, mean absolute percentage error of 0.03, and the sum of the absolute errors of 6.60.
Please note that although there have been many attempts to predict Allianz Mutual Fund prices using its time series forecasting, we generally do not suggest using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Allianz Global's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Allianz Global Mutual Fund Forecast Pattern

Backtest Allianz Global  Allianz Global Price Prediction  Research Analysis  

Allianz Global Forecasted Value

In the context of forecasting Allianz Global'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. Allianz Global's downside and upside margins for the forecasting period are 11.52 and 14.16, respectively. We have considered Allianz Global'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
12.84
12.84
Expected Value
14.16
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 Allianz Global mutual fund data series using in forecasting. Note that when a statistical model is used to represent Allianz Global 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 -0.0197
MADMean absolute deviation0.1119
MAPEMean absolute percentage error0.0093
SAESum of the absolute errors6.6
As with simple exponential smoothing, in triple exponential smoothing models past Allianz Global 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 Allianz Global Investors observations.

Predictive Modules for Allianz Global

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Allianz Global Investors. 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 Allianz Global'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
11.5212.8414.16
Details
Intrinsic
Valuation
LowRealHigh
11.3212.6413.96
Details

Allianz Global After-Hype Price Density Analysis

As far as predicting the price of Allianz Global 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 Allianz Global 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 Allianz Global, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

Allianz Global Estimiated After-Hype Price Volatility

In the context of predicting Allianz Global's mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Allianz Global's historical news coverage. Allianz Global's after-hype downside and upside margins for the prediction period are 11.52 and 14.16, respectively. We have considered Allianz Global's 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 compare with traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
12.84
12.84
After-hype Price
14.16
Upside
Allianz Global is very steady at this time. Analysis and calculation of next after-hype price of Allianz Global Investors is based on 3 months time horizon.

Allianz Global Mutual Fund Price Outlook Analysis

Have you ever been surprised when a price of a Mutual Fund such as Allianz Global is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Allianz Global 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 Allianz Global, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.17 
1.32
 0.00  
  0.11 
0 Events / Month
1 Events / Month
In 5 to 10 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
12.84
12.84
0.00 
0.00  
Notes

Allianz Global Hype Timeline

Allianz Global Investors is presently traded for 12.84. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.11. Allianz is forecasted not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is insignificant. The immediate return on the next news is forecasted to be very small, whereas the daily expected return is presently at 0.17%. %. The volatility of related hype on Allianz Global is about 212.9%, with the expected price after the next announcement by competition of 12.95. The company has price-to-book (P/B) ratio of 1.67. Some equities with similar Price to Book (P/B) outperform the market in the long run. Allianz Global Investors last dividend was issued on the 26th of December 1970. Assuming the 90 days horizon the next forecasted press release will be in 5 to 10 days.
Check out Historical Fundamental Analysis of Allianz Global to cross-verify your projections.

Allianz Global Related Hype Analysis

Having access to credible news sources related to Allianz Global's direct competition is more important than ever and may enhance your ability to predict Allianz Global's future price movements. Getting to know how Allianz Global's 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 Allianz Global may potentially react to the hype associated with one of its peers.

Other Forecasting Options for Allianz Global

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

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

Allianz Global Market Strength Events

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

Allianz Global Risk Indicators

The analysis of Allianz Global'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 Allianz Global's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting allianz 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 Allianz Global

The number of cover stories for Allianz Global depends on current market conditions and Allianz Global's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Allianz Global 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 Allianz Global's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.

Other Macroaxis Stories

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Other Information on Investing in Allianz Mutual Fund

Allianz Global financial ratios help investors to determine whether Allianz 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 Allianz with respect to the benefits of owning Allianz Global security.
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