AllianzIM Equity ETF Forward View

MAYW ETF

34.55 0.03 0.09%

Naive Prediction is applied to AllianzIM Equity Buffer20's daily closing prices, and the resulting forecast is presented with accuracy metrics. Wide deviation between fitted and observed values suggests the model's assumptions may not match current market conditions. The Naive Prediction model projects AllianzIM Equity at 34.66 for the next trading day, above the most recent closing price. This Naive Prediction output is provided as analytical reference and does not constitute a trading recommendation.

A naive forecasting model for AllianzIM Equity is a special case of the moving average where the smoothing period is one. The forecast for AllianzIM Equity Buffer20 on a given trading day is simply the observed closing price of the previous period. Because it uses only a single lag, this model is limited to one-period-ahead forecasts.

Naive Prediction Price Forecast For the 12th of May 2026

Over a 90-day horizon, the Naive Prediction model forecasts AllianzIM Equity at 34.66 for the next trading day, with a mean absolute deviation of 0.06 , mean absolute percentage error of 0.0017 , and sum of absolute errors of 3.55 .

This represents a very tight forecast — the model closely tracks AllianzIM Equity's recent price behavior. This output is intended for short-term analytical reference.

ETF Forecast Pattern

Backtest AllianzIM Equity

AllianzIM Equity Price Prediction

Research Analysis

Forecasted Value

AllianzIM Equity's next-session forecast estimates practical downside and upside boundaries based on the model's historical fit. The forecast band spans 34.43 to 34.90. The narrow range indicates limited short-term dispersion.

Market Value

34.55

34.43

Downside

34.66

Expected Value

34.90

Upside

Target Odds

Above Odds

Below Odds

Model Predictive Factors

The table below summarizes the Naive Prediction model's error metrics for AllianzIM Equity 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	113.1075
Bias	Arithmetic mean of the errors	None
MAD	Mean absolute deviation	0.0581
MAPE	Mean absolute percentage error	0.0017
SAE	Sum of the absolute errors	3.5464

The naive model produces a tight forecast range but offers no smoothing of noise or trend detection. It serves primarily as a baseline benchmark — if a more complex model cannot outperform the naive forecast, it may indicate that AllianzIM Equity price movements are largely random over the selected horizon.

Other Forecasting Options for AllianzIM Equity

AllianzIM Equity's daily price returns decompose into trend, seasonal, and residual components. Divergence between short-term and long-term averages in AllianzIM Equity often signals an upcoming reversal or acceleration.

AllianzIM Equity Comparable Funds

The related funds below provide a category-based comparison set for AllianzIM Equity's. Looking across similar funds helps show whether AllianzIM Equity's pricing and risk profile are typical for the category. Peer comparison adds context for AllianzIM Equity without forcing a company-style competitive framework onto the fund. This makes the peer set a useful category benchmark for AllianzIM Equity.

AllianzIM Equity Buffer20 AIM ETF Products Pacer Swan SOS Allianzim Large Cap AIM ETF Products Innovator ETFs Trust FT Vest Equity Innovator SAMPP 500 Innovator Equity Accelerated Pacer Funds Trust American Airlines Group Alcoa Corp Apple Inc Best Buy Co Citigroup

Risk & Return

Correlation

AllianzIM Equity Market Strength Events

Market strength indicators for AllianzIM Equity ETF provide a framework for assessing security responsiveness. A rising Accumulation/Distribution line alongside rising price confirms institutional buying interest in AllianzIM Equity.

	Accumulation Distribution	0.0227
	Daily Balance Of Power	0.0375
	Rate Of Daily Change	1.0
	Day Median Price	34.85
	Day Typical Price	34.75
	Market Facilitation Index	0.8
	Price Action Indicator	-0.29
	Period Momentum Indicator	0.03
	Relative Strength Index	69.73

AllianzIM Equity Risk Indicators

Assessing AllianzIM Equity's risk indicators is a structured way to evaluate the risk-return trade-off for allianzim equity etf. The level of risk embedded in AllianzIM Equity's feeds directly into exposure calibration.

	Mean Deviation	0.1645
	Semi Deviation	0.0343
	Standard Deviation	0.236
	Variance	0.0557
	Downside Variance	0.0646
	Semi Variance	0.0012
	Expected Short fall	-0.18

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.

More Resources for AllianzIM Equity ETF Analysis

Analysis of AllianzIM Equity Buffer20 often begins with its portfolio holdings and historical return patterns. The following reports provide structured context for AllianzIM Equity Buffer20 ETF:

AllianzIM Equity Risk and Volatility Profile

	Naive Prediction
	Simple Exponential Smoothing
	Double Exponential Smoothing
	Triple Exponential Smoothing
	Simple Regression
	Polynomial Regression
	Simple Moving Average
	4 Period Moving Average
	8 Period Moving Average
	20 Period Moving Average