FEDERATED MDT Mutual Fund Forecast - Triple Exponential Smoothing

QAACX
 Fund
  

USD 35.73  0.98  2.82%   

FEDERATED Mutual Fund Forecast is based on your current time horizon. Investors can use this forecasting interface to forecast FEDERATED MDT historical stock prices and determine the direction of FEDERATED MDT ALL'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 FEDERATED MDT historical fundamentals such as revenue growth or operating cash flow patterns.
Please see Historical Fundamental Analysis of FEDERATED MDT to cross-verify your projections.
  
Most investors in FEDERATED MDT 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 FEDERATED MDT's time series price data and predict how it will affect future prices. One of these methodologies is forecasting, which interprets FEDERATED MDT's price structures and extracts relationships that further increase the generated results' accuracy.
Triple exponential smoothing for FEDERATED MDT - also known as the Winters method - is a refinement of the popular double exponential smoothing model with the addition of periodicity (seasonality) component. Simple exponential smoothing technique works best with data where there are no trend or seasonality components to the data. When FEDERATED MDT 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 trend in FEDERATED MDT price movement. However, neither of these exponential smoothing models address any seasonality of FEDERATED MDT ALL.

FEDERATED MDT Triple Exponential Smoothing Price Forecast For the 2nd of December

Given 90 days horizon, the Triple Exponential Smoothing forecasted value of FEDERATED MDT ALL on the next trading day is expected to be 35.85 with a mean absolute deviation of 0.50, mean absolute percentage error of 0.40, and the sum of the absolute errors of 29.41.
Please note that although there have been many attempts to predict FEDERATED 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 FEDERATED MDT's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

FEDERATED MDT Mutual Fund Forecast Pattern

Backtest FEDERATED MDTFEDERATED MDT Price PredictionBuy or Sell Advice 

FEDERATED MDT Forecasted Value

In the context of forecasting FEDERATED MDT'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. FEDERATED MDT's downside and upside margins for the forecasting period are 34.00 and 37.69, respectively. We have considered FEDERATED MDT'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 35.73
35.85
Expected Value
37.69
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Triple Exponential Smoothing forecasting method's relative quality and the estimations of the prediction error of FEDERATED MDT mutual fund data series using in forecasting. Note that when a statistical model is used to represent FEDERATED MDT 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 0.0701
MADMean absolute deviation0.4984
MAPEMean absolute percentage error0.0152
SAESum of the absolute errors29.4056
As with simple exponential smoothing, in triple exponential smoothing models past FEDERATED MDT observations are given exponentially smaller weights as the observations get older. In other words, recent observations are given relatively more weight in forecasting than the older FEDERATED MDT ALL observations.

Predictive Modules for FEDERATED MDT

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as FEDERATED MDT ALL. 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 FEDERATED MDT'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 FEDERATED MDT in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
33.8835.7337.58
Details
Intrinsic
Valuation
LowReal ValueHigh
33.2235.0736.92
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
35.7335.7335.73
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as FEDERATED MDT. Your research has to be compared to or analyzed against FEDERATED MDT's peers to derive any actionable benefits. When done correctly, FEDERATED MDT'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 FEDERATED MDT ALL.

Other Forecasting Options for FEDERATED MDT

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

FEDERATED MDT 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 FEDERATED MDT mutual fund to make a market-neutral strategy. Peer analysis of FEDERATED MDT could also be used in its relative valuation, which is a method of valuing FEDERATED MDT by comparing valuation metrics with similar companies.
HP IncFT Cboe VestAMN Healthcare ServicesTwist Bioscience CorpFreedom Holding CorpGlobal X NASDAQFRANKLIN MUTUAL EUROPEANBHP Group LimitedNatural Health TrendIShares MSCI USAAramark HoldingsVanguard Long-TermSeagate Technology PLCVistra Energy CorpExxon Mobil Corp
 Risk & Return  Correlation

FEDERATED MDT ALL 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 FEDERATED MDT'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 FEDERATED MDT's current price.

FEDERATED MDT Risk Indicators

The analysis of FEDERATED MDT'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 FEDERATED MDT's investment and either accepting that risk or mitigating it. Along with some funamental techniques of forecasting FEDERATED MDT 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.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards FEDERATED MDT in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, FEDERATED MDT's short interest history, or implied volatility extrapolated from FEDERATED MDT options trading.

Currently Active Assets on Macroaxis

Please see Historical Fundamental Analysis of FEDERATED MDT to cross-verify your projections. Note that the FEDERATED MDT ALL information on this page should be used as a complementary analysis to other FEDERATED MDT'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 Focused Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.

Complementary Tools for FEDERATED Mutual Fund analysis

When running FEDERATED MDT ALL price analysis, check to measure FEDERATED MDT'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 FEDERATED MDT is operating at the current time. Most of FEDERATED MDT's value examination focuses on studying past and present price action to predict the probability of FEDERATED MDT's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move FEDERATED MDT's price. Additionally, you may evaluate how the addition of FEDERATED MDT to your portfolios can decrease your overall portfolio volatility.
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Please note, there is a significant difference between FEDERATED MDT's value and its price as these two are different measures arrived at by different means. Investors typically determine FEDERATED MDT value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, FEDERATED MDT'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.