Vanguard Global Mutual Fund Forward View - Simple Exponential Smoothing

VGRLX Fund

USD 29.21 0.65 2.28%

Vanguard Global's Simple Exponential Smoothing 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 fit is assessed against recent observations, so the output reflects the latest available data. When MAPE exceeds 10%, the model's short-term predictive value is significantly reduced. The Simple Exponential Smoothing model projects Vanguard Global at 29.21 for the next trading day, at the most recent closing price. The Simple Exponential Smoothing output reflects statistical model results and is provided for reference purposes.

Simple exponential smoothing for Vanguard Global produces a smoothed price series by assigning exponentially decreasing weights to older observations — unlike a moving average, which weights all periods equally. Recent Vanguard Global Ex Us prices therefore have the greatest influence on the forecast.

Simple Exponential Smoothing Price Forecast For the 8th of May

Over a 90-day horizon, the Simple Exponential Smoothing model forecasts Vanguard Global at 29.21 for the next trading day, with a mean absolute deviation of 0.22 , mean absolute percentage error of 0.01 , and sum of absolute errors of 13.36 .

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

Mutual Fund Forecast Pattern

Backtest Vanguard Global

Vanguard Global Price Prediction

Research Analysis

Forecasted Value

The projected range for Vanguard Global reflects the model's ability to define credible downside and upside scenarios for the next trading day. The projected band runs from roughly 28.06 on the downside to about 30.36 on the upside. The moderate spread reflects defined uncertainty around the forecast.

Market Value

29.21

28.06

Downside

29.21

Expected Value

30.36

Upside

Target Odds

Above Odds

Below Odds

Model Predictive Factors

The table below summarizes the Simple Exponential Smoothing model's error metrics for Vanguard Global 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	115.8084
Bias	Arithmetic mean of the errors	0.0148
MAD	Mean absolute deviation	0.219
MAPE	Mean absolute percentage error	0.0077
SAE	Sum of the absolute errors	13.36

This model is best suited for Vanguard Global price series without a persistent trend or seasonal pattern. When a directional trend is present, the forecast will tend to lag the actual price. The smoothing parameter controls the trade-off between responsiveness and noise reduction.

Other Forecasting Options for Vanguard Global

Volume-weighted price analysis for Vanguard Global Mutual Fund gives heavier weight to price levels where trading activity was highest. Crossovers in the MACD line and signal line identify shifts in Vanguard Global momentum before they appear in raw price. Comparing Vanguard Global's realized volatility to implied volatility reveals whether the options market expects larger or smaller moves. Readings above 80 or below 20 highlight potential reversal zones in Vanguard Global Mutual Fund price action.

Vanguard Global Related Equities

Vanguard Global's market space within the Global Real Estate space is illustrated by the firms listed below. Return on equity across these peers shows how well each firm turns capital into profit.

Schwab Fundamental International Wells Fargo Advantage The Hartford International Janus Trarian Fund Janus Investment Janus Trarian Fund Janus Trarian Fund T Rowe Price American Airlines Group Alcoa Corp Apple Inc Best Buy Co Citigroup SentinelOne CVS Health Corp

Risk & Return

Correlation

Vanguard Global Market Strength Events

For investors tracking Vanguard Global Ex Us, 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 Vanguard Global. These metrics are particularly useful when Vanguard Global mutual fund shows divergence from broader market trends. These metrics provide additional context for comparing intraday conviction with broader price movement in Vanguard Global.

	Rate Of Daily Change	1.02
	Day Median Price	29.21
	Day Typical Price	29.21
	Price Action Indicator	0.33
	Period Momentum Indicator	0.65
	Relative Strength Index	55.78

Vanguard Global Risk Indicators

Analyzing Vanguard Global's basic risk indicators provides a structured view of the risk-return trade-off for vanguard global mutual fund. Expected shortfall estimates the average loss in the worst-case tail scenarios, going beyond what standard deviation alone captures for Vanguard Global. Semi-deviation focuses exclusively on returns below the mean, making it a more conservative risk gauge for Vanguard Global than full standard deviation. The risk-return trade-off for vanguard global mutual fund becomes clearer when downside and total variance are viewed together.

	Mean Deviation	0.7885
	Standard Deviation	1.14
	Variance	1.31

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.

	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