Sustainable Equity Fund Technical Analysis
| AFEGX Fund | USD 58.54 0.32 0.55% |
As of the 30th of November, Sustainable Equity has the Risk Adjusted Performance of 0.0934, semi deviation of 0.7181, and Coefficient Of Variation of 820.72. Sustainable Equity technical analysis provides you with a way to harness past market data to determine a pattern that measures the direction of the fund's future prices.
Sustainable Equity Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Sustainable, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SustainableSustainable |
Sustainable Equity 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.
Sustainable Equity Technical Analysis
The output start index for this execution was ten with a total number of output elements of fifty-one. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Sustainable Equity volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Sustainable Equity Trend Analysis
Use this graph to draw trend lines for Sustainable Equity Fund. You can use it to identify possible trend reversals for Sustainable Equity as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Sustainable Equity price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Sustainable Equity Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Sustainable Equity Fund applied against its price change over selected period. The best fit line has a slop of 0.05 , which means Sustainable Equity Fund will continue generating value for investors. It has 122 observation points and a regression sum of squares at 108.81, which is the sum of squared deviations for the predicted Sustainable Equity price change compared to its average price change.About Sustainable Equity Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Sustainable Equity Fund on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Sustainable Equity Fund based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Sustainable Equity price pattern first instead of the macroeconomic environment surrounding Sustainable Equity. By analyzing Sustainable Equity's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Sustainable Equity's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Sustainable Equity specific price patterns or momentum indicators. Please read more on our technical analysis page.
Sustainable Equity November 30, 2024 Technical Indicators
Most technical analysis of Sustainable help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Sustainable from various momentum indicators to cycle indicators. When you analyze Sustainable charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0934 | |||
| Market Risk Adjusted Performance | 0.1108 | |||
| Mean Deviation | 0.5619 | |||
| Semi Deviation | 0.7181 | |||
| Downside Deviation | 0.8556 | |||
| Coefficient Of Variation | 820.72 | |||
| Standard Deviation | 0.7827 | |||
| Variance | 0.6127 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.1008 | |||
| Maximum Drawdown | 3.89 | |||
| Value At Risk | (1.45) | |||
| Potential Upside | 1.15 | |||
| Downside Variance | 0.7321 | |||
| Semi Variance | 0.5157 | |||
| Expected Short fall | (0.58) | |||
| Skewness | (0.42) | |||
| Kurtosis | 2.01 |
Sustainable Equity One Year Return
Based on the recorded statements, Sustainable Equity Fund has an One Year Return of 28.7159%. This is 7861.05% lower than that of the American Century Investments family and notably lower than that of the Large Blend category. The one year return for all United States funds is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Other Information on Investing in Sustainable Mutual Fund
Sustainable Equity financial ratios help investors to determine whether Sustainable 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 Sustainable with respect to the benefits of owning Sustainable Equity security.
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Global Correlations Find global opportunities by holding instruments from different markets |