Analytics (South Africa) Price on December 2, 2024
| 0P0000ZSMO | 9.88 0.04 0.40% |
If you're considering investing in Analytics Fund, it is important to understand the factors that can impact its price. As of today, the current price of Analytics stands at 9.88, as last reported on the 20th of January, with the highest price reaching 9.88 and the lowest price hitting 9.88 during the day. At this stage we consider Analytics Fund to be very steady. Analytics Ci Balanced secures Sharpe Ratio (or Efficiency) of 0.032, which signifies that the fund had a 0.032 % return per unit of standard deviation over the last 3 months. We have found twenty-seven technical indicators for Analytics Ci Balanced, which you can use to evaluate the volatility of the entity. Please confirm Analytics' risk adjusted performance of 0.0332, and Mean Deviation of 0.3056 to double-check if the risk estimate we provide is consistent with the expected return of 0.0126%.
Analytics Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Analytics |
Sharpe Ratio = 0.032
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| Negative Returns | 0P0000ZSMO |
Estimated Market Risk
| 0.4 actual daily | 3 97% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Analytics is performing at about 2% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Analytics by adding it to a well-diversified portfolio.
Analytics Valuation on December 2, 2024
It is possible to determine the worth of Analytics on a given historical date. On December 2, 2024 Analytics was worth 10.0 at the beginning of the trading date compared to the closed value of 10.0. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Analytics fund. Still, in general, we apply an absolute valuation method to find Analytics' value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Analytics where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Analytics' related companies.
| Open | High | Low | Close | Volume | |
| 9.92 | 9.92 | 9.92 | 9.92 | 1.00 | |
12/02/2024 | 10.00 | 10.00 | 10.00 | 10.00 | 1.00 |
| 9.98 | 9.98 | 9.98 | 9.98 | 1.00 |
| Backtest Analytics | | | Analytics History | Previous | Next |
Analytics Trading Date Momentum on December 2, 2024
| On December 03 2024 Analytics Ci Balanced was traded for 9.98 at the closing time. The highest price during the trading period was 9.98 and the lowest recorded bid was listed for 9.98 . There was no trading activity during the period 1.0. Lack of trading volume on December 3, 2024 contributed to the next trading day price decline. The daily price change to the next closing price was 0.20% . The overall trading delta to the current price is 0.70% . |
Price Boundaries
Analytics Period Price Range
Low | January 20, 2025
| High |
0.00 | 0.00 |
Analytics Ci Balanced cannot be verified against its exchange. Please verify the symbol is currently traded on Johannesburg Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Analytics January 20, 2025 Market Strength
Market strength indicators help investors to evaluate how Analytics fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Analytics shares will generate the highest return on investment. By undertsting and applying Analytics fund market strength indicators, traders can identify Analytics Ci Balanced entry and exit signals to maximize returns
Analytics Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Analytics' price direction in advance. Along with the technical and fundamental analysis of Analytics Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Analytics to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0332 | |||
| Jensen Alpha | 0.0112 | |||
| Total Risk Alpha | 0.0016 | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | (0.64) |
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| Volume Indicators |
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