Grant Park Mutual Fund Forward View - Double Exponential Smoothing

Grant Park Additional Predictive Modules

Most predictive techniques to examine Grant price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Grant using various technical indicators. When you analyze Grant 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. Double exponential smoothing - also known as Holt exponential smoothing is a refinement of the popular simple exponential smoothing model with an additional trending component. Double exponential smoothing model for Grant Park works best with periods where there are trends or seasonality.

Grant Park Double Exponential Smoothing Price Forecast For the 8th of February

Given 90 days horizon, the Double Exponential Smoothing forecasted value of Grant Park Multi on the next trading day is expected to be 11.89 with a mean absolute deviation of 0.06, mean absolute percentage error of 0.01, and the sum of the absolute errors of 3.40.

Grant Park Mutual Fund Forecast Pattern

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Grant Park Price Prediction

Research Analysis

Grant Park Forecasted Value

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Double Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Grant Park mutual fund data series using in forecasting. Note that when a statistical model is used to represent Grant Park 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. When Grant Park Multi 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 Grant Park Multi trend in the prices. So in double exponential smoothing past observations are given exponentially smaller weights as the observations get older. In other words, recent Grant Park observations are given relatively more weight in forecasting than the older observations.

Predictive Modules for Grant Park

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Grant Park Multi. 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.

Hype Prediction Low Estimated High 11.23 11.87 12.51 Details

Intrinsic Valuation Low Real High 11.15 11.79 12.43 Details

Bollinger Band Projection (param) Low Middle High 10.87 11.46 12.05 Details

Grant Park After-Hype Price Density Analysis

Grant Park Estimiated After-Hype Price Volatility

Grant Park Mutual Fund Price Outlook Analysis

Notes

Grant Park Hype Timeline

Grant Park Multi is currently traded for 11.87. The entity stock is not elastic to its hype. The average elasticity to hype of competition is 0.0. Grant is estimated 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 estimated to be very small, whereas the daily expected return is currently at 0.1%. %. The volatility of related hype on Grant Park is about 28800.0%, with the expected price after the next announcement by competition of 11.87. The company has price-to-book (P/B) ratio of 1.71. Some equities with similar Price to Book (P/B) outperform the market in the long run. Grant Park Multi last dividend was issued on the 13th of December 2019. Assuming the 90 days horizon the next estimated press release will be in a few days. Check out Historical Fundamental Analysis of Grant Park to cross-verify your projections.

Grant Park Related Hype Analysis

Other Forecasting Options for Grant Park

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

Grant Park Related Equities

Risk & Return

Correlation

Grant Park Market Strength Events

Grant Park Risk Indicators

Story Coverage note for Grant Park

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Other Information on Investing in Grant Mutual Fund