GREAT-WEST GOLDMAN Mutual Fund Forward View

Key Indicators . Naive Prediction . Mutual Funds . USA . 
Fund . Great West Goldman Sachs
MXMVX Fund  USD 15.72  0.06  0.38%   
GREAT-WEST GOLDMAN's Naive Prediction forecast is computed from observed closing prices over the selected horizon. The accuracy statistics below distinguish a well-fitted model from one that is smoothing over meaningful price movement. The Naive Prediction model projects GREAT-WEST GOLDMAN at 15.74 for the next trading day, above the most recent closing price. The Naive Prediction output reflects statistical model results and is provided for reference purposes.
A naive forecasting model for GREAT-WEST GOLDMAN is a special case of the moving average where the smoothing period is one. The forecast for Great West Goldman Sachs 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 GREAT-WEST GOLDMAN at 15.74 for the next trading day, with a mean absolute deviation of 0.11 , mean absolute percentage error of 0.01 , and sum of absolute errors of 6.41 .
This represents a very tight forecast — the model closely tracks GREAT-WEST GOLDMAN's recent price behavior. This output is intended for short-term analytical reference.

Mutual Fund Forecast Pattern

Backtest GREAT-WEST GOLDMAN  GREAT-WEST GOLDMAN Price Prediction  Research Analysis  

Forecasted Value

The next-day forecast range for GREAT-WEST GOLDMAN defines statistically derived downside and upside boundaries based on model performance. Downside is estimated near 14.82 and upside near 16.67. The wide range indicates elevated uncertainty in short-term projections.
Market Value
15.72
14.82
Downside
15.74
Expected Value
16.67
Upside
Target Odds

Model Predictive Factors

The table below summarizes the Naive Prediction model's error metrics for GREAT-WEST GOLDMAN mutual fund. 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.
AICAkaike Information Criteria114.0718
BiasArithmetic mean of the errors None
MADMean absolute deviation0.105
MAPEMean absolute percentage error0.007
SAESum of the absolute errors6.4051
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 GREAT-WEST GOLDMAN price movements are largely random over the selected horizon.

Other Forecasting Options for GREAT-WEST GOLDMAN

Volume-weighted price analysis for GREAT-WEST Mutual Fund gives heavier weight to price levels where trading activity was highest. Crossovers in the MACD line and signal line identify shifts in GREAT-WEST momentum before they appear in raw price.
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

GREAT-WEST GOLDMAN Comparable Funds

The related funds below provide a category-based comparison set for GREAT-WEST GOLDMAN's. Looking across similar funds helps show whether GREAT-WEST GOLDMAN's pricing and risk profile are typical for the category. A fund that looks different from peers may simply be following a distinct exposure or payout strategy.
 Risk & Return  Correlation

GREAT-WEST GOLDMAN Market Strength Events

For investors tracking Great West Goldman Sachs, market strength indicators offer quantitative evaluation of mutual fund behavior. When Rate of Change diverges from price direction, it often signals weakening momentum before a visible reversal in GREAT-WEST GOLDMAN.
Rate Of Daily Change1.0
Day Median Price15.72
Day Typical Price15.72
Price Action Indicator0.03
Period Momentum Indicator0.06
Relative Strength Index59.29

GREAT-WEST GOLDMAN Risk Indicators

Analyzing GREAT-WEST GOLDMAN's basic risk indicators provides a structured view of the risk-return trade-off for great-west mutual fund. Expected shortfall estimates the average loss in the worst-case tail scenarios, going beyond what standard deviation alone captures for GREAT-WEST GOLDMAN.
Mean Deviation0.7126
Semi Deviation0.8571
Standard Deviation0.9275
Variance0.8603
Downside Variance0.953
Semi Variance0.7346
Expected Short fall-0.76
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.
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