Gabelli Value Mutual Fund Forward View - Simple Exponential Smoothing

GVCAX Fund  USD 12.35  0.20  1.65%   
Gabelli Mutual Fund outlook is based on your current time horizon.
At this time the relative strength index (rsi) of Gabelli Value's share price is below 20 . This usually indicates 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 Gabelli Value's future price could yield a significant profit. We analyze noise-free headlines and recent hype associated with The Gabelli Value, which may create opportunities for some arbitrage if properly timed.
Using Gabelli Value hype-based prediction, you can estimate the value of The Gabelli Value from the perspective of Gabelli Value response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Exponential Smoothing forecasted value of The Gabelli Value on the next trading day is expected to be 12.35 with a mean absolute deviation of 0.08 and the sum of the absolute errors of 4.56.

Gabelli Value after-hype prediction price

    
  USD 12.35  
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 Gabelli Value to cross-verify your projections.

Gabelli Value Additional Predictive Modules

Most predictive techniques to examine Gabelli price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Gabelli using various technical indicators. When you analyze Gabelli 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.
Gabelli Value simple exponential smoothing forecast is a very popular model used to produce a smoothed price series. Whereas in simple Moving Average models the past observations for The Gabelli Value are weighted equally, Exponential Smoothing assigns exponentially decreasing weights as Gabelli Value prices get older.

Gabelli Value Simple Exponential Smoothing Price Forecast For the 16th of February 2026

Given 90 days horizon, the Simple Exponential Smoothing forecasted value of The Gabelli Value on the next trading day is expected to be 12.35 with a mean absolute deviation of 0.08, mean absolute percentage error of 0.01, and the sum of the absolute errors of 4.56.
Please note that although there have been many attempts to predict Gabelli 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 Gabelli Value's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Gabelli Value Mutual Fund Forecast Pattern

Backtest Gabelli Value  Gabelli Value Price Prediction  Research Analysis  

Gabelli Value Forecasted Value

In the context of forecasting Gabelli Value'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. Gabelli Value's downside and upside margins for the forecasting period are 11.55 and 13.15, respectively. We have considered Gabelli Value'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
12.35
12.35
Expected Value
13.15
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Simple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Gabelli Value mutual fund data series using in forecasting. Note that when a statistical model is used to represent Gabelli Value 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 Criteria111.6027
BiasArithmetic mean of the errors -0.0263
MADMean absolute deviation0.076
MAPEMean absolute percentage error0.0066
SAESum of the absolute errors4.56
This simple exponential smoothing model begins by setting The Gabelli Value forecast for the second period equal to the observation of the first period. In other words, recent Gabelli Value observations are given relatively more weight in forecasting than the older observations.

Predictive Modules for Gabelli Value

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Gabelli Value. 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
LowEstimatedHigh
11.5512.3513.15
Details
Intrinsic
Valuation
LowRealHigh
11.1213.2014.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Gabelli Value. Your research has to be compared to or analyzed against Gabelli Value's peers to derive any actionable benefits. When done correctly, Gabelli Value's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Gabelli Value.

Gabelli Value After-Hype Price Density Analysis

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

Gabelli Value Estimiated After-Hype Price Volatility

In the context of predicting Gabelli Value's mutual fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Gabelli Value's historical news coverage. Gabelli Value's after-hype downside and upside margins for the prediction period are 11.55 and 13.15, respectively. We have considered Gabelli Value'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
12.35
12.35
After-hype Price
13.15
Upside
Gabelli Value is very steady at this time. Analysis and calculation of next after-hype price of Gabelli Value is based on 3 months time horizon.

Gabelli Value Mutual Fund Price Outlook Analysis

Have you ever been surprised when a price of a Mutual Fund such as Gabelli Value is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Gabelli Value 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 Gabelli Value, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.23 
0.80
  2.47 
  0.27 
9 Events / Month
2 Events / Month
In about 9 days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
12.35
12.35
0.00 
7.45  
Notes

Gabelli Value Hype Timeline

Gabelli Value is currently traded for 12.35. The entity has historical hype elasticity of 2.47, and average elasticity to hype of competition of -0.27. Gabelli 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 about 7.45%. The immediate return on the next news is forecasted to be very small, whereas the daily expected return is currently at 0.23%. %. The volatility of related hype on Gabelli Value is about 68.73%, with the expected price after the next announcement by competition of 12.08. The company last dividend was issued on the 27th of December 2019. Assuming the 90 days horizon the next forecasted press release will be in about 9 days.
Check out Historical Fundamental Analysis of Gabelli Value to cross-verify your projections.

Gabelli Value Related Hype Analysis

Having access to credible news sources related to Gabelli Value's direct competition is more important than ever and may enhance your ability to predict Gabelli Value's future price movements. Getting to know how Gabelli Value'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 Gabelli Value may potentially react to the hype associated with one of its peers.
Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
EMEAXAshmore Emerging Markets(1.23)6 per month 0.57  0.11  1.71 (1.21) 4.80 
EMFIXAshmore Emerging Markets 0.00 0 per month 0.57  0.11  1.71 (1.20) 4.72 
BWLIXAmerican Beacon Bridgeway 0.00 0 per month 0.53  0.12  1.64 (1.14) 4.51 
PVCMXPalm Valley Capital 0.00 0 per month 0.00 (0.06) 0.57 (0.40) 1.32 
SPEDXAlger Dynamic Opportunities(0.07)2 per month 0.00 (0.19) 1.27 (1.47) 3.55 
RYVFXRoyce Small Cap Value 4.25 3 per month 0.47  0.15  2.35 (1.27) 12.98 
SDVSXSit Dividend Growth(1.97)1 per month 0.51  0.09  1.01 (1.21) 11.34 
SDVGXSit Dividend Growth 0.00 0 per month 0.54  0.09  1.01 (1.27) 11.18 
FTUCXTelecommunications Portfolio Fidelity(1.13)2 per month 0.80  0.11  1.83 (1.52) 4.27 
BRLVXAmerican Beacon Bridgeway(11.49)4 per month 0.51  0.12  1.62 (1.13) 4.50 

Other Forecasting Options for Gabelli Value

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

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

Gabelli Value Market Strength Events

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

Gabelli Value Risk Indicators

The analysis of Gabelli Value'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 Gabelli Value's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting gabelli 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 Gabelli Value

The number of cover stories for Gabelli Value depends on current market conditions and Gabelli Value's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Gabelli Value 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 Gabelli Value'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 Gabelli Mutual Fund

Gabelli Value financial ratios help investors to determine whether Gabelli 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 Gabelli with respect to the benefits of owning Gabelli Value security.
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