Japan Smaller Fund Forecast - Simple Moving Average

JOF Fund  USD 11.42  0.05  0.44%   
The Simple Moving Average forecasted value of Japan Smaller Capitalization on the next trading day is expected to be 11.42 with a mean absolute deviation of 0.08 and the sum of the absolute errors of 5.04. Japan Fund Forecast is based on your current time horizon. We recommend always using this module together with an analysis of Japan Smaller's historical fundamentals, such as revenue growth or operating cash flow patterns.
As of 24th of January 2026 the relative strength index (rsi) of Japan Smaller's share price is below 20 . This indicates that the fund is significantly oversold. The fundamental principle of the Relative Strength Index (RSI) is to quantify the velocity at which market participants are driving the price of a financial instrument upwards or downwards.

Momentum 0

 Sell Peaked

 
Oversold
 
Overbought
The successful prediction of Japan Smaller's future price could yield a significant profit. Please, note that this module is not intended to be used solely to calculate an intrinsic value of Japan Smaller and does not consider all of the tangible or intangible factors available from Japan Smaller's fundamental data. We analyze noise-free headlines and recent hype associated with Japan Smaller Capitalization, which may create opportunities for some arbitrage if properly timed.
Using Japan Smaller hype-based prediction, you can estimate the value of Japan Smaller Capitalization from the perspective of Japan Smaller response to recently generated media hype and the effects of current headlines on its competitors.
The Simple Moving Average forecasted value of Japan Smaller Capitalization on the next trading day is expected to be 11.42 with a mean absolute deviation of 0.08 and the sum of the absolute errors of 5.04.

Japan Smaller after-hype prediction price

    
  USD 11.42  
There is no one specific way to measure market sentiment using hype analysis or a similar predictive technique. This prediction method should be used in combination with more fundamental and traditional techniques such as fund price forecasting, technical analysis, analysts consensus, earnings estimates, and various momentum models.
  
Check out Historical Fundamental Analysis of Japan Smaller to cross-verify your projections.

Japan Smaller Additional Predictive Modules

Most predictive techniques to examine Japan price help traders to determine how to time the market. We provide a combination of tools to recognize potential entry and exit points for Japan using various technical indicators. When you analyze Japan charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
A two period moving average forecast for Japan Smaller is based on an daily price series in which the stock price on a given day is replaced by the mean of that price and the preceding price. This model is best suited to price patterns experiencing average volatility.

Japan Smaller Simple Moving Average Price Forecast For the 25th of January

Given 90 days horizon, the Simple Moving Average forecasted value of Japan Smaller Capitalization on the next trading day is expected to be 11.42 with a mean absolute deviation of 0.08, mean absolute percentage error of 0.01, and the sum of the absolute errors of 5.04.
Please note that although there have been many attempts to predict Japan 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 Japan Smaller's next future price depends linearly on its previous prices and some stochastic term (i.e., imperfectly predictable multiplier).

Japan Smaller Fund Forecast Pattern

Backtest Japan SmallerJapan Smaller Price PredictionBuy or Sell Advice 

Japan Smaller Forecasted Value

In the context of forecasting Japan Smaller's 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. Japan Smaller's downside and upside margins for the forecasting period are 10.51 and 12.33, respectively. We have considered Japan Smaller'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
11.42
11.42
Expected Value
12.33
Upside

Model Predictive Factors

The below table displays some essential indicators generated by the model showing the Simple Moving Average forecasting method's relative quality and the estimations of the prediction error of Japan Smaller fund data series using in forecasting. Note that when a statistical model is used to represent Japan Smaller 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 Criteria111.8069
BiasArithmetic mean of the errors -0.0292
MADMean absolute deviation0.084
MAPEMean absolute percentage error0.0079
SAESum of the absolute errors5.04
The simple moving average model is conceptually a linear regression of the current value of Japan Smaller Capitalization price series against current and previous (unobserved) value of Japan Smaller. In time series analysis, the simple moving-average model is a very common approach for modeling univariate price series models including forecasting prices into the future

Predictive Modules for Japan Smaller

There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Japan Smaller Capita. Regardless of method or technology, however, to accurately forecast the fund market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the 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
10.5111.4212.33
Details
Intrinsic
Valuation
LowRealHigh
10.9411.8512.76
Details
Bollinger
Band Projection (param)
LowMiddleHigh
10.1810.8411.49
Details

Japan Smaller After-Hype Price Prediction Density Analysis

As far as predicting the price of Japan Smaller at your current risk attitude, this probability distribution graph shows the chance that the prediction will fall between or within a specific range. We use this chart to confirm that your returns on investing in Japan Smaller or, for that matter, your successful expectations of its future price, cannot be replicated consistently. Please note, a large amount of money has been lost over the years by many investors who confused the symmetrical distributions of Fund prices, such as prices of Japan Smaller, with the unreliable approximations that try to describe financial returns.
   Next price density   
       Expected price to next headline  

Japan Smaller Estimiated After-Hype Price Volatility

In the context of predicting Japan Smaller's fund value on the day after the next significant headline, we show statistically significant boundaries of downside and upside scenarios based on Japan Smaller's historical news coverage. Japan Smaller's after-hype downside and upside margins for the prediction period are 10.51 and 12.33, respectively. We have considered Japan Smaller's daily market price in relation to the headlines to evaluate this method's predictive performance. Remember, however, there is no scientific proof or empirical evidence that news-based prediction models outperform traditional linear, nonlinear models or artificial intelligence models to provide accurate predictions consistently.
Current Value
11.42
11.42
After-hype Price
12.33
Upside
Japan Smaller is very steady at this time. Analysis and calculation of next after-hype price of Japan Smaller Capita is based on 3 months time horizon.

Japan Smaller Fund Price Prediction Analysis

Have you ever been surprised when a price of a Fund such as Japan Smaller is soaring high without any particular reason? This is usually happening because many institutional investors are aggressively trading Japan Smaller backward and forwards among themselves. Have you ever observed a lot of a particular company's price movement is driven by press releases or news about the company that has nothing to do with actual earnings? Usually, hype to individual companies acts as price momentum. If not enough favorable publicity is forthcoming, the Fund price eventually runs out of speed. So, the rule of thumb here is that as long as this news hype has nothing to do with immediate earnings, you should pay more attention to it. If you see this tendency with Japan Smaller, there might be something going there, and it might present an excellent short sale opportunity.
Expected ReturnPeriod VolatilityHype ElasticityRelated ElasticityNews DensityRelated DensityExpected Hype
  0.17 
0.91
  0.01 
 0.00  
2 Events / Month
1 Events / Month
In a few days
Latest traded priceExpected after-news pricePotential return on next major newsAverage after-hype volatility
11.42
11.42
0.00 
1,300  
Notes

Japan Smaller Hype Timeline

On the 24th of January Japan Smaller Capita is traded for 11.42. The entity has historical hype elasticity of -0.01, and average elasticity to hype of competition of 0.0. Japan is estimated not to react to the next headline, with the price staying at about the same level, and average media hype impact volatility is over 100%. The immediate return on the next news is estimated to be very small, whereas the daily expected return is currently at 0.17%. %. The volatility of related hype on Japan Smaller is about 30333.33%, with the expected price after the next announcement by competition of 11.42. About 78.0% of the company shares are owned by institutional investors. The company has price-to-book ratio of 0.67. Some equities with similar Price to Book (P/B) outperform the market in the long run. Japan Smaller Capita last dividend was issued on the 16th of December 2021. Considering the 90-day investment horizon the next estimated press release will be in a few days.
Check out Historical Fundamental Analysis of Japan Smaller to cross-verify your projections.

Japan Smaller Related Hype Analysis

Having access to credible news sources related to Japan Smaller's direct competition is more important than ever and may enhance your ability to predict Japan Smaller's future price movements. Getting to know how Japan Smaller's peers react to changing market sentiment, related social signals, and mainstream news is a great way to find investing opportunities and time the market. The summary table below summarizes the essential lagging indicators that can help you analyze how Japan Smaller may potentially react to the hype associated with one of its peers.
Hype
Elasticity
News
Density
Semi
Deviation
Information
Ratio
Potential
Upside
Value
At Risk
Maximum
Drawdown
TDFTempleton Dragon Closed(0.01)9 per month 0.73 (0) 1.56 (1.38) 4.59 
LBGIXClearbridge Mid Cap 0.00 0 per month 0.00 (0.09) 1.51 (1.83) 3.95 
TRFFXT Rowe Price 0.00 0 per month 0.60  0.01  1.09 (1.13) 2.73 
DBLDoubleline Opportunistic Credit 0.02 5 per month 0.35 (0.17) 0.72 (0.53) 2.05 
CAFMorgan Stanley China 0.02 5 per month 0.82  0.1  2.28 (1.77) 6.75 
NCANuveen California Municipal(0.07)2 per month 0.55  0.02  1.19 (0.98) 5.74 
SWCRXSchwab Target 2020 0.00 0 per month 1.36  0.04  0.59 (0.58) 27.99 
TMSRXT Rowe Price 0.00 0 per month 0.00 (0.31) 0.23 (0.34) 2.16 
RFICohen Steers Total 0.07 8 per month 0.00 (0.22) 0.98 (1.09) 2.61 
SAISXSa International Small 0.00 0 per month 0.49  0.11  1.23 (1.06) 2.61 

Other Forecasting Options for Japan Smaller

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

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

Japan Smaller Market Strength Events

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

Japan Smaller Risk Indicators

The analysis of Japan Smaller'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 Japan Smaller's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting japan 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.

Story Coverage note for Japan Smaller

The number of cover stories for Japan Smaller depends on current market conditions and Japan Smaller's risk-adjusted performance over time. The coverage that generates the most noise at a given time depends on the prevailing investment theme that Japan Smaller is classified under. However, while its typical story may have numerous social followers, the rapid visibility can also attract short-sellers, who usually are skeptical about Japan Smaller's long-term prospects. So, having above-average coverage will typically attract above-average short interest, leading to significant price volatility.

Other Macroaxis Stories

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Other Information on Investing in Japan Fund

Japan Smaller financial ratios help investors to determine whether Japan 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 Japan with respect to the benefits of owning Japan Smaller security.
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