Pimco Rae Mutual Fund Forecast - 20 Period Moving Average

PEAFX Fund  USD 10.45  0.03  0.29%   
The 20 Period Moving Average forecasted value of Pimco Rae Fundamental on the next trading day is expected to be 10.62 with a mean absolute deviation of 0.17 and the sum of the absolute errors of 7.00. Pimco Mutual Fund Forecast is based on your current time horizon.
  
A commonly used 20-period moving average forecast model for Pimco Rae Fundamental is based on a synthetically constructed Pimco Raedaily price series in which the value for a trading day is replaced by the mean of that value and the values for 20 of preceding and succeeding time periods. This model is best suited for price series data that changes over time.

Pimco Rae 20 Period Moving Average Price Forecast For the 25th of December

Given 90 days horizon, the 20 Period Moving Average forecasted value of Pimco Rae Fundamental on the next trading day is expected to be 10.62 with a mean absolute deviation of 0.17, mean absolute percentage error of 0.04, and the sum of the absolute errors of 7.00.
Please note that although there have been many attempts to predict Pimco 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 Pimco Rae's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Pimco Rae Mutual Fund Forecast Pattern

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Pimco Rae Forecasted Value

In the context of forecasting Pimco Rae'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. Pimco Rae's downside and upside margins for the forecasting period are 9.71 and 11.54, respectively. We have considered Pimco Rae'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
10.45
10.62
Expected Value
11.54
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the 20 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of Pimco Rae mutual fund data series using in forecasting. Note that when a statistical model is used to represent Pimco Rae 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 Criteria78.2076
BiasArithmetic mean of the errors 0.1399
MADMean absolute deviation0.1706
MAPEMean absolute percentage error0.016
SAESum of the absolute errors6.9965
The eieght-period moving average method has an advantage over other forecasting models in that it does smooth out peaks and valleys in a set of daily observations. Pimco Rae Fundamental 20-period moving average forecast can only be used reliably to predict one or two periods into the future.

Predictive Modules for Pimco Rae

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Pimco Rae Fundamental. 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
9.5410.4511.36
Details
Intrinsic
Valuation
LowRealHigh
9.6810.5911.50
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Pimco Rae. Your research has to be compared to or analyzed against Pimco Rae's peers to derive any actionable benefits. When done correctly, Pimco Rae'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 Pimco Rae Fundamental.

Other Forecasting Options for Pimco Rae

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

Pimco Rae 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 Pimco Rae mutual fund to make a market-neutral strategy. Peer analysis of Pimco Rae could also be used in its relative valuation, which is a method of valuing Pimco Rae by comparing valuation metrics with similar companies.
 Risk & Return  Correlation

Pimco Rae Fundamental 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 Pimco Rae'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 Pimco Rae's current price.

Pimco Rae Market Strength Events

Market strength indicators help investors to evaluate how Pimco Rae 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 Pimco Rae shares will generate the highest return on investment. By undertsting and applying Pimco Rae mutual fund market strength indicators, traders can identify Pimco Rae Fundamental entry and exit signals to maximize returns.

Pimco Rae Risk Indicators

The analysis of Pimco Rae'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 Pimco Rae's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting pimco 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 Pimco Mutual Fund

Pimco Rae financial ratios help investors to determine whether Pimco 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 Pimco with respect to the benefits of owning Pimco Rae security.
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