Intech Managed Volatility Fund Price on November 22, 2024
| JRSCX Fund | USD 11.74 0.05 0.42% |
Below is the normalized historical share price chart for Intech Managed Volatility extending back to January 09, 2006. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Intech Us stands at 11.74, as last reported on the 29th of November, with the highest price reaching 11.74 and the lowest price hitting 11.74 during the day.
If you're considering investing in Intech Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Intech Mutual Fund to be very steady. Intech Managed Volatility holds Efficiency (Sharpe) Ratio of 0.17, which attests that the entity had a 0.17% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Intech Managed Volatility, which you can use to evaluate the volatility of the entity. Please check out Intech Us' Risk Adjusted Performance of 0.0979, market risk adjusted performance of 0.1172, and Downside Deviation of 0.7834 to validate if the risk estimate we provide is consistent with the expected return of 0.11%.
Intech Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Intech |
Sharpe Ratio = 0.1674
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| Cash | JRSCX | Average Risk | High Risk | Huge Risk |
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Estimated Market Risk
| 0.68 actual daily | 6 94% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.17 actual daily | 13 87% of assets perform better |
Based on monthly moving average Intech Us is performing at about 13% 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 Intech Us by adding it to a well-diversified portfolio.
Intech Us Valuation on November 22, 2024
It is possible to determine the worth of Intech Us on a given historical date. On November 22, 2024 Intech was worth 11.66 at the beginning of the trading date compared to the closed value of 11.66. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Intech Us mutual fund. Still, in general, we apply an absolute valuation method to find Intech Us' 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 Intech Us where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Intech Us' related companies.
| Open | High | Low | Close | Volume | |
| 11.61 | 11.61 | 11.61 | 11.61 | 1.00 | |
11/22/2024 | 11.66 | 11.66 | 11.66 | 11.66 | 1.00 |
| 11.70 | 11.70 | 11.70 | 11.70 | 1.00 |
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Intech Us Trading Date Momentum on November 22, 2024
| On November 25 2024 Intech Managed Volatility was traded for 11.70 at the closing time. The highest daily price throughout the period was 11.70 and the lowest price was 11.70 . There was no trading activity during the period 1.0. Lack of trading volume on 11/25/2024 added to the next day price jump. The trading delta at closing time to closing price of the next trading day was 0.34% . The trading delta at closing time to current closing price is 0.69% . |
Intech Managed Volatility Fundamentals Correlations and Trends
By evaluating Intech Us' financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Intech Us' main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Intech financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Intech Us Mutual Fund history
Intech Us investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Intech is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Intech Managed Volatility will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Intech Us stock prices may prove useful in developing a viable investing in Intech Us
The fund invests, under normal circumstances, at least 80 percent of its net assets in equity securities of U.S. companies, including, but not limited to, common stocks, depositary receipts. It seeks to achieve market-like returns with lower volatility over a full market cycle than the Russell 1000 Index. The fund seeks to generate such returns with volatility that can range from approximately 0 percent to 40 percent lower than the Russell 1000 Index.
Intech Us Mutual Fund Technical Analysis
Intech Us technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Price Boundaries
Intech Us Period Price Range
Low | November 29, 2024
| High |
0.00 | 0.00 |
Intech Managed Volatility cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS 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.
Intech Us November 29, 2024 Market Strength
Market strength indicators help investors to evaluate how Intech Us 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 Intech Us shares will generate the highest return on investment. By undertsting and applying Intech Us mutual fund market strength indicators, traders can identify Intech Managed Volatility entry and exit signals to maximize returns
Intech Us Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Intech Us' price direction in advance. Along with the technical and fundamental analysis of Intech Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Intech 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 | 0.0979 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.1072 |
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Other Information on Investing in Intech Mutual Fund
Intech Us financial ratios help investors to determine whether Intech 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 Intech with respect to the benefits of owning Intech Us security.
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
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