Pimco Small Mutual Fund Forecast - 4 Period Moving Average

PSCSX Fund  USD 8.68  0.04  0.46%   
The 4 Period Moving Average forecasted value of Pimco Small Cap on the next trading day is expected to be 8.68 with a mean absolute deviation of 0.12 and the sum of the absolute errors of 7.05. Pimco Mutual Fund Forecast is based on your current time horizon.
  
A four-period moving average forecast model for Pimco Small Cap is based on an artificially constructed daily price series in which the value for a given day is replaced by the mean of that value and the values for four preceding and succeeding time periods. This model is best suited to forecast equities with high volatility.

Pimco Small 4 Period Moving Average Price Forecast For the 5th of December

Given 90 days horizon, the 4 Period Moving Average forecasted value of Pimco Small Cap on the next trading day is expected to be 8.68 with a mean absolute deviation of 0.12, mean absolute percentage error of 0.03, and the sum of the absolute errors of 7.05.
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 Small's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Pimco Small Mutual Fund Forecast Pattern

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Pimco Small Forecasted Value

In the context of forecasting Pimco Small'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 Small's downside and upside margins for the forecasting period are 7.38 and 9.98, respectively. We have considered Pimco Small'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
8.68
8.68
Expected Value
9.98
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the 4 Period Moving Average forecasting method's relative quality and the estimations of the prediction error of Pimco Small mutual fund data series using in forecasting. Note that when a statistical model is used to represent Pimco Small 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 Criteria107.2259
BiasArithmetic mean of the errors -0.0457
MADMean absolute deviation0.1237
MAPEMean absolute percentage error0.015
SAESum of the absolute errors7.0525
The four period moving average method has an advantage over other forecasting models in that it does smooth out peaks and troughs in a set of daily price observations of Pimco Small. However, it also has several disadvantages. In particular this model does not produce an actual prediction equation for Pimco Small Cap and therefore, it cannot be a useful forecasting tool for medium or long range price predictions

Predictive Modules for Pimco Small

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 Small Cap. 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.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Pimco Small's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
7.378.679.97
Details
Intrinsic
Valuation
LowRealHigh
7.218.519.81
Details

Other Forecasting Options for Pimco Small

For every potential investor in Pimco, whether a beginner or expert, Pimco Small'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 Small's price trends.

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

Pimco Small Cap 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 Small'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 Small's current price.

Pimco Small Market Strength Events

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

Pimco Small Risk Indicators

The analysis of Pimco Small'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 Small'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 Small 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 Small security.
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