Dfa Selectively Mutual Fund Forecast - Polynomial Regression

DFSHX Fund  USD 9.19  0.01  0.11%   
The Polynomial Regression forecasted value of Dfa Selectively Hedged on the next trading day is expected to be 9.19 with a mean absolute deviation of 0 and the sum of the absolute errors of 0.17. Dfa Mutual Fund Forecast is based on your current time horizon.
  
Dfa Selectively polinomial regression implements a single variable polynomial regression model using the daily prices as the independent variable. The coefficients of the regression for Dfa Selectively Hedged as well as the accuracy indicators are determined from the period prices.

Dfa Selectively Polynomial Regression Price Forecast For the 30th of December

Given 90 days horizon, the Polynomial Regression forecasted value of Dfa Selectively Hedged on the next trading day is expected to be 9.19 with a mean absolute deviation of 0, mean absolute percentage error of 0.000011, and the sum of the absolute errors of 0.17.
Please note that although there have been many attempts to predict Dfa Mutual Fund prices using its time series forecasting, we generally do not recommend using it to place bets in the real market. The most commonly used models for forecasting predictions are the autoregressive models, which specify that Dfa Selectively's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Dfa Selectively Mutual Fund Forecast Pattern

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Dfa Selectively Forecasted Value

In the context of forecasting Dfa Selectively's Mutual Fund value on the next trading day, we examine the predictive performance of the model to find good statistically significant boundaries of downside and upside scenarios. Dfa Selectively's downside and upside margins for the forecasting period are 9.15 and 9.23, respectively. We have considered Dfa Selectively's daily market price to evaluate the above model's predictive performance. Remember, however, there is no scientific proof or empirical evidence that traditional linear or nonlinear forecasting models outperform artificial intelligence and frequency domain models to provide accurate forecasts consistently.
Market Value
9.19
9.19
Expected Value
9.23
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Polynomial Regression forecasting method's relative quality and the estimations of the prediction error of Dfa Selectively mutual fund data series using in forecasting. Note that when a statistical model is used to represent Dfa Selectively mutual fund, the representation will rarely be exact; so some information will be lost using the model to explain the process. AIC estimates the relative amount of information lost by a given model: the less information a model loses, the higher its quality.
AICAkaike Information Criteria106.6911
BiasArithmetic mean of the errors None
MADMean absolute deviation0.0028
MAPEMean absolute percentage error3.0E-4
SAESum of the absolute errors0.1683
A single variable polynomial regression model attempts to put a curve through the Dfa Selectively historical price points. Mathematically, assuming the independent variable is X and the dependent variable is Y, this line can be indicated as: Y = a0 + a1*X + a2*X2 + a3*X3 + ... + am*Xm

Predictive Modules for Dfa Selectively

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Dfa Selectively Hedged. Regardless of method or technology, however, to accurately forecast the mutual fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the mutual fund market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.
Hype
Prediction
LowEstimatedHigh
9.159.199.23
Details
Intrinsic
Valuation
LowRealHigh
9.059.0910.11
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Dfa Selectively. Your research has to be compared to or analyzed against Dfa Selectively's peers to derive any actionable benefits. When done correctly, Dfa Selectively's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Dfa Selectively Hedged.

Other Forecasting Options for Dfa Selectively

For every potential investor in Dfa, whether a beginner or expert, Dfa Selectively's price movement is the inherent factor that sparks whether it is viable to invest in it or hold it better. Dfa Mutual Fund price charts are filled with many 'noises.' These noises can hugely alter the decision one can make regarding investing in Dfa. Basic forecasting techniques help filter out the noise by identifying Dfa Selectively's price trends.

Dfa Selectively Related Equities

One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with Dfa Selectively mutual fund to make a market-neutral strategy. Peer analysis of Dfa Selectively could also be used in its relative valuation, which is a method of valuing Dfa Selectively by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Dfa Selectively Hedged Technical and Predictive Analytics

The mutual fund market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Dfa Selectively's price movements, a comprehensive understanding of forecasting methods that an investor can rely on to make the right move is invaluable. These methods predict trends that assist an investor in predicting the movement of Dfa Selectively's current price.

Dfa Selectively Market Strength Events

Market strength indicators help investors to evaluate how Dfa Selectively mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Dfa Selectively shares will generate the highest return on investment. By undertsting and applying Dfa Selectively mutual fund market strength indicators, traders can identify Dfa Selectively Hedged entry and exit signals to maximize returns.

Dfa Selectively Risk Indicators

The analysis of Dfa Selectively's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in Dfa Selectively's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting dfa mutual fund prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
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.

Also Currently Popular

Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.

Other Information on Investing in Dfa Mutual Fund

Dfa Selectively financial ratios help investors to determine whether Dfa Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Dfa with respect to the benefits of owning Dfa Selectively security.
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