Xtrackers MSCI ETF Forward View - 20 Period Moving Average
| DBJP ETF | USD 108.06 -0.60 -0.55% |
The 20 Period Moving Average output for Xtrackers MSCI Japan is derived from daily price data across the evaluation window. The error pattern reveals whether the model tracked prices consistently or diverged during volatile sessions. The 20 Period Moving Average model projects Xtrackers MSCI at 106.54 for the next trading day, below the most recent closing price. Xtrackers MSCI's 20 Period Moving Average forecast is intended for short-term analytical reference.
20 Period Moving Average Price Forecast For the 9th of May
Over a 90-day horizon, the 20 Period Moving Average model forecasts Xtrackers MSCI at 106.54 for the next trading day, with a mean absolute deviation of 2.80 , mean absolute percentage error of 0.03 , and sum of absolute errors of 117.78 .This represents a tight forecast with good short-term tracking of Xtrackers MSCI's price movement. This output is intended for short-term analytical reference.
ETF Forecast Pattern
| Backtest Xtrackers MSCI | Xtrackers MSCI Price Prediction | Research Analysis |
Forecasted Value
The next-day forecast range for Xtrackers MSCI defines statistically derived downside and upside boundaries based on model performance. The projected band runs from roughly 105.13 on the downside to about 107.95 on the upside. The narrow range indicates limited short-term dispersion.
Model Predictive Factors
The table below summarizes the 20 Period Moving Average model's error metrics for Xtrackers MSCI ETF. Lower MAD and MAPE values indicate tighter forecast accuracy. AIC measures relative model quality — lower values indicate less information loss and a better-fitting model. A large Bias suggests systematic over- or under-prediction.| AIC | Akaike Information Criteria | 85.5855 |
| Bias | Arithmetic mean of the errors | -0.4281 |
| MAD | Mean absolute deviation | 2.8043 |
| MAPE | Mean absolute percentage error | 0.027 |
| SAE | Sum of the absolute errors | 117.78 |
Other Forecasting Options for Xtrackers MSCI
Volatility clustering is a well-documented feature of Xtrackers MSCI ETF price data where periods of large moves tend to follow other large moves. When Xtrackers MSCI's RSI reaches extreme levels, it often precedes a short-term price correction or consolidation.Xtrackers MSCI Comparable Funds
These peer funds are related to Xtrackers MSCI and help frame its category context. This peer set gives investors a way to compare Xtrackers MSCI's structure and outcomes against similar portfolio vehicles. The most informative gaps tend to appear in total return, risk-adjusted return, and distribution consistency.
| Risk & Return | Correlation |
Xtrackers MSCI Market Strength Events
Accumulation/Distribution and Balance of Power for Xtrackers MSCI reveal whether buying or selling pressure dominates recent sessions. Balance of Power trending positive indicates that buyers are consistently closing Xtrackers MSCI near session highs.
Xtrackers MSCI Risk Indicators
Risk indicator analysis for Xtrackers MSCI quantifies how much price variability the ETF has exhibited over the measurement window. Downside variance exceeding total variance indicates that negative moves in Xtrackers MSCI have been larger or more frequent than positive ones.
| Mean Deviation | 1.13 | |||
| Semi Deviation | 1.23 | |||
| Standard Deviation | 1.48 | |||
| Variance | 2.18 | |||
| Downside Variance | 1.83 | |||
| Semi Variance | 1.52 | |||
| Expected Short fall | -1.22 |
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.