Simt Multi Mutual Fund Forward View - 20 Period Moving Average
| SAAAX Fund | USD 8.55 0.06 0.71% |
20 Period Moving Average is applied to Simt Multi Asset Accumulation'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 20 Period Moving Average model projects Simt Multi at 8.41 for the next trading day, below the most recent closing price. This 20 Period Moving Average output is provided as analytical reference and does not constitute a trading recommendation.
20 Period Moving Average Price Forecast For the 10th of May
Over a 90-day horizon, the 20 Period Moving Average model forecasts Simt Multi at 8.41 for the next trading day, with a mean absolute deviation of 0.19 , mean absolute percentage error of 0.02 , and sum of absolute errors of 7.60 .This represents a tight forecast with good short-term tracking of Simt Multi's price movement. This output is intended for short-term analytical reference.
Mutual Fund Forecast Pattern
| Backtest Simt Multi | Simt Multi Price Prediction | Research Analysis |
Forecasted Value
Simt Multi's next-session forecast estimates practical downside and upside boundaries based on the model's historical fit. The projected band runs from roughly 7.74 on the downside to about 9.08 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 Simt Multi 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.| AIC | Akaike Information Criteria | 78.1803 |
| Bias | Arithmetic mean of the errors | -0.0586 |
| MAD | Mean absolute deviation | 0.1854 |
| MAPE | Mean absolute percentage error | 0.0226 |
| SAE | Sum of the absolute errors | 7.6015 |
Other Forecasting Options for Simt Multi
Simt Multi's daily price returns decompose into trend, seasonal, and residual components. Divergence between short-term and long-term averages in Simt Multi often signals an upcoming reversal or acceleration.Simt Multi Comparable Funds
The related funds below provide a category-based comparison set for Simt Multi's. Looking across similar funds helps show whether Simt Multi's pricing and risk profile are typical for the category.
| Risk & Return | Correlation |
Simt Multi Market Strength Events
Market strength indicators for Simt Multi mutual fund provide a framework for assessing security responsiveness. A rising Accumulation/Distribution line alongside rising price confirms institutional buying interest in Simt Multi.
| Rate Of Daily Change | 1.01 | |||
| Day Median Price | 8.55 | |||
| Day Typical Price | 8.55 | |||
| Price Action Indicator | 0.03 | |||
| Period Momentum Indicator | 0.06 | |||
| Relative Strength Index | 65.55 |
Simt Multi Risk Indicators
Assessing Simt Multi's risk indicators is a structured way to evaluate the risk-return trade-off for simt multi mutual fund. The level of risk embedded in Simt Multi's feeds directly into exposure calibration.
| Mean Deviation | 0.5157 | |||
| Semi Deviation | 0.6396 | |||
| Standard Deviation | 0.6744 | |||
| Variance | 0.4548 | |||
| Downside Variance | 0.6117 | |||
| Semi Variance | 0.4091 | |||
| Expected Short fall | -0.55 |
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.