Xtrackers Cybersecurity ETF Forward View - 20 Period Moving Average
| PSWD ETF | 33.99 -0.41 -1.19% |
This 20 Period Moving Average projection for Xtrackers Cybersecurity is fitted to the equity's recent daily closes. Low error metrics relative to the price level indicate the model fits recent trading behavior well. Older observations carry less weight in the current projection as the price series extends. The 20 Period Moving Average model projects Xtrackers Cybersecurity at 32.24 for the next trading day, below the most recent closing price. This forecast is one analytical input among many and should be assessed in the context of broader analysis.
20 Period Moving Average Price Forecast For the 9th of May
Over a 90-day horizon, the 20 Period Moving Average model forecasts Xtrackers Cybersecurity at 32.24 for the next trading day, with a mean absolute deviation of 1.06 , mean absolute percentage error of 0.03 , and sum of absolute errors of 43.65 .This represents a tight forecast with good short-term tracking of Xtrackers Cybersecurity's price movement. This output is intended for short-term analytical reference.
ETF Forecast Pattern
| Backtest Xtrackers Cybersecurity | Xtrackers Cybersecurity Price Prediction | Research Analysis |
Forecasted Value
The next-day forecast range for Xtrackers Cybersecurity defines statistically derived downside and upside boundaries based on model performance. The projected band runs from roughly 30.35 on the downside to about 34.14 on the upside. The wide range indicates elevated uncertainty in short-term projections.
Model Predictive Factors
The table below summarizes the 20 Period Moving Average model's error metrics for Xtrackers Cybersecurity 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 | 81.8368 |
| Bias | Arithmetic mean of the errors | -0.4844 |
| MAD | Mean absolute deviation | 1.0645 |
| MAPE | Mean absolute percentage error | 0.0335 |
| SAE | Sum of the absolute errors | 43.6465 |
Other Forecasting Options for Xtrackers Cybersecurity
The autocorrelation structure of Xtrackers Cybersecurity's daily returns reveals whether Xtrackers exhibits momentum, mean-reversion, or random-walk behavior. Separating these elements distinguishes persistent directional moves from temporary noise in Xtrackers ETF price data. Stochastic oscillator analysis compares Xtrackers Cybersecurity's closing price to its range over a given period.Xtrackers Cybersecurity Comparable Funds
The related funds below provide a category-based comparison set for Xtrackers Cybersecurity's. This peer set gives investors a way to compare Xtrackers Cybersecurity'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 Cybersecurity Market Strength Events
Rate of Change and Momentum readings for Xtrackers Cybersecurity measure the velocity of recent price moves rather than direction alone. These indicators add context to how recent sessions in Xtrackers Cybersecurity have behaved. These indicators are most informative when viewed alongside Xtrackers Cybersecurity's volume profile and volatility measures.
| Rate Of Daily Change | 0.99 | |||
| Day Median Price | 33.99 | |||
| Day Typical Price | 33.99 | |||
| Price Action Indicator | -0.20 | |||
| Period Momentum Indicator | -0.41 | |||
| Relative Strength Index | 59.25 |
Xtrackers Cybersecurity Risk Indicators
Standard deviation and variance for Xtrackers Cybersecurity measure total price dispersion, while semi-deviation isolates only the downside moves. Higher variance relative to sector peers signals that Xtrackers Cybersecurity's price path has been less predictable over the measured period. Analyzing Xtrackers Cybersecurity's risk indicators helps explain how recent moves compare with its broader trading range.
| Mean Deviation | 1.44 | |||
| Semi Deviation | 2.37 | |||
| Standard Deviation | 1.91 | |||
| Variance | 3.66 | |||
| Downside Variance | 5.99 | |||
| Semi Variance | 5.6 | |||
| Expected Short fall | -1.30 |
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.