Merger Fund Mutual Fund Forecast - Double Exponential Smoothing

MERFX
 Fund
  

USD 17.39  0.01  0.06%   

Merger Mutual Fund Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast Merger Fund historical stock prices and determine the direction of Merger Fund's future trends based on various well-known forecasting models. However, solely looking at the historical price movement is usually misleading. Macroaxis recommends to always use this module together with analysis of Merger Fund historical fundamentals such as revenue growth or operating cash flow patterns.
Additionally, see Historical Fundamental Analysis of Merger Fund to cross-verify your projections.
  
Most investors in Merger Fund cannot accurately predict what will happen the next trading day because, historically, stock markets tend to be unpredictable and even illogical. Modeling turbulent structures requires applying different statistical methods, techniques, and algorithms to find hidden data structures or patterns within the Merger Fund's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets Merger Fund's price structures and extracts relationships that further increase the generated results' accuracy.
Double exponential smoothing - also known as Holt exponential smoothing is a refinement of the popular simple exponential smoothing model with an additional trending component. Double exponential smoothing model for Merger Fund works best with periods where there are trends or seasonality.

Merger Fund Double Exponential Smoothing Price Forecast For the 1st of December

Given 90 days horizon, the Double Exponential Smoothing forecasted value of Merger Fund on the next trading day is expected to be 17.39 with a mean absolute deviation of 0.020747, mean absolute percentage error of 0.001009, and the sum of the absolute errors of 1.22.
Please note that although there have been many attempts to predict Merger 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 Merger Fund's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Merger Fund Mutual Fund Forecast Pattern

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Merger Fund Forecasted Value

In the context of forecasting Merger Fund'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. Merger Fund's downside and upside margins for the forecasting period are 17.23 and 17.56, respectively. We have considered Merger Fund'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 17.39
17.39
Expected Value
17.56
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Double Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of Merger Fund mutual fund data series using in forecasting. Note that when a statistical model is used to represent Merger Fund 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 CriteriaHuge
BiasArithmetic mean of the errors 0.0028
MADMean absolute deviation0.0207
MAPEMean absolute percentage error0.0012
SAESum of the absolute errors1.2241
When Merger Fund prices exhibit either an increasing or decreasing trend over time, simple exponential smoothing forecasts tend to lag behind observations. Double exponential smoothing is designed to address this type of data series by taking into account any Merger Fund trend in the prices. So in double exponential smoothing past observations are given exponentially smaller weights as the observations get older. In other words, recent Merger Fund observations are given relatively more weight in forecasting than the older observations.

Predictive Modules for Merger Fund

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Merger Fund. Regardless of method or technology, however, to accurately forecast the stock or bond market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock 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, frequently view the market will even out over time. This tendency of Merger Fund'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. Please use the tools below to analyze the current value of Merger Fund in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
17.2217.3817.54
Details
Intrinsic
Valuation
LowReal ValueHigh
17.2217.3817.54
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
17.3017.3717.45
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Merger Fund. Your research has to be compared to or analyzed against Merger Fund's peers to derive any actionable benefits. When done correctly, Merger Fund's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Merger Fund.

Other Forecasting Options for Merger Fund

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

Merger Fund 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 Merger Fund mutual fund to make a market-neutral strategy. Peer analysis of Merger Fund could also be used in its relative valuation, which is a method of valuing Merger Fund by comparing valuation metrics with similar companies.
Blackrock Large CapAmn Healthcare ServicesTwist Bioscience CorpFreedom Holding CorpGx Nasdaq-100 CoveredFranklin Mutual EuropeanBhp BillitonNatural Hlth TrdUSA Value FactorBetapro Canadian GoldAramark Holdings CorpLong-Term Govt BondSeagate Technology HldgsVistra Energy CorpExxon Mobil Corp
 Risk & Return  Correlation

Merger Fund Technical and Predictive Analytics

The stock market is financially volatile. Despite the volatility, there exist limitless possibilities of gaining profits and building passive income portfolios. With the complexity of Merger Fund'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 Merger Fund's current price.

Merger Fund Market Strength Events

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

Merger Fund Risk Indicators

The analysis of Merger Fund's basic risk indicators is one of the essential steps in helping accuretelly forecast its future price. The process involves identifying the amount of risk involved in Merger Fund's investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting Merger Fund stock price, 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 stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Be your own money manager

Our tools can tell you how much better you can do entering a position in Merger Fund without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Additionally, see Historical Fundamental Analysis of Merger Fund to cross-verify your projections. Note that the Merger Fund information on this page should be used as a complementary analysis to other Merger Fund's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Headlines Timeline module to stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity.

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When running Merger Fund price analysis, check to measure Merger Fund's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Merger Fund is operating at the current time. Most of Merger Fund's value examination focuses on studying past and present price action to predict the probability of Merger Fund's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Merger Fund's price. Additionally, you may evaluate how the addition of Merger Fund to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between Merger Fund's value and its price as these two are different measures arrived at by different means. Investors typically determine Merger Fund value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Merger Fund's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.