Vanguard Commodity Mutual Fund Forward View - 8 Period Moving Average
| VCMDX Fund | USD 32.50 -0.14 -0.43% |
Vanguard Commodity Strategy's 8 Period Moving Average forecast is generated from the selected price series and evaluated against observed values. Forecast accuracy depends on how stable the recent price trend has been — trending markets suit some models better than others. The forecast is recalculated with each session so it does not rely on stale inputs. A small Bias confirms the model is not systematically over- or under-predicting. The 8 Period Moving Average model projects Vanguard Commodity at 32.04 for the next trading day, below the most recent closing price. All values shown are model-generated projections and should be evaluated alongside other analytical inputs.
8 Period Moving Average Price Forecast For the 6th of May
Over a 90-day horizon, the 8 Period Moving Average model forecasts Vanguard Commodity at 32.04 for the next trading day, with a mean absolute deviation of 0.50 , mean absolute percentage error of 0.02 , and sum of absolute errors of 26.58 .This represents a very tight forecast — the model closely tracks Vanguard Commodity's recent price behavior. This output is intended for short-term analytical reference.
Mutual Fund Forecast Pattern
| Backtest Vanguard Commodity | Vanguard Commodity Price Prediction | Research Analysis |
Forecasted Value
The next-day forecast range for Vanguard Commodity defines statistically derived downside and upside boundaries based on model performance. The current forecast range spans downside near 31.05 and upside near 33.04. The moderate spread reflects defined uncertainty around the forecast.
Model Predictive Factors
The table below summarizes the 8 Period Moving Average model's error metrics for Vanguard Commodity 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 | 102.378 |
| Bias | Arithmetic mean of the errors | -0.3704 |
| MAD | Mean absolute deviation | 0.5014 |
| MAPE | Mean absolute percentage error | 0.0164 |
| SAE | Sum of the absolute errors | 26.5762 |
Other Forecasting Options for Vanguard Commodity
Bollinger Bands applied to Vanguard Mutual Fund price data measure how far Vanguard has deviated from its recent average relative to its own volatility. This distinction drives the choice of forecasting model applied to Vanguard Commodity's price data. On-balance volume for Vanguard Mutual Fund creates a running indicator of buying versus selling pressure in Vanguard. Price departures from the channel boundary often mean-revert, offering tactical signals for Vanguard Commodity's.Vanguard Commodity Related Equities
These stocks within the Commodities Broad Basket space are often compared to Vanguard Commodity by analysts and fund managers in the sector. Return on equity across these peers shows how well each firm turns capital into profit. A stock that beats its peers on many metrics often deserves a closer look from value-focused investors. Weighing both financial metrics and softer factors when comparing these firms produces a more balanced assessment.
| Risk & Return | Correlation |
Vanguard Commodity Market Strength Events
Market strength indicators for Vanguard Commodity quantify how the mutual fund responds to shifts in volume and sentiment. These indicators capture shifts in momentum that may precede significant price moves in Vanguard Commodity. The Market Facilitation Index measures how efficiently price moves relative to volume — rising MFI with rising volume signals strong trend participation. Monitoring these indicators for Vanguard Commodity through complete market cycles reveals recurring patterns.
| Rate Of Daily Change | 1.0 | |||
| Day Median Price | 32.5 | |||
| Day Typical Price | 32.5 | |||
| Price Action Indicator | -0.07 | |||
| Period Momentum Indicator | -0.14 | |||
| Relative Strength Index | 68.88 |
Vanguard Commodity Risk Indicators
Analyzing Vanguard Commodity's risk indicators separates symmetric price swings from asymmetric downside exposure. Understanding and quantifying the risks present in Vanguard Commodity helps place recent price behavior in context. These metrics are most informative when compared against similar equities with comparable growth profiles and market capitalization. When semi-deviation is high relative to standard deviation, Vanguard Commodity's losses have been disproportionately large compared to gains.
| Mean Deviation | 0.7334 | |||
| Semi Deviation | 0.9367 | |||
| Standard Deviation | 0.996 | |||
| Variance | 0.992 | |||
| Downside Variance | 1.48 | |||
| Semi Variance | 0.8773 | |||
| Expected Short fall | -0.79 |
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.