Avantis Large Cap Fund Technical Analysis
| ALCEX Fund | 16.69 0.04 0.24% |
As of the 28th of January, Avantis Us shows the mean deviation of 0.673, and Risk Adjusted Performance of 0.182. Avantis Large Cap technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
Avantis Us Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Avantis, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AvantisAvantis |
Avantis Us 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Avantis Us' mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Avantis Us.
| 10/30/2025 |
| 01/28/2026 |
If you would invest 0.00 in Avantis Us on October 30, 2025 and sell it all today you would earn a total of 0.00 from holding Avantis Large Cap or generate 0.0% return on investment in Avantis Us over 90 days. Avantis Us is related to or competes with Commonwealth Real, Simt Real, Virtus Real, and Aew Real. The fund invests primarily in a diverse group of U.S More
Avantis Us Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Avantis Us' mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Avantis Large Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8213 | |||
| Information Ratio | 0.1531 | |||
| Maximum Drawdown | 3.75 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.66 |
Avantis Us Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Avantis Us' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Avantis Us' standard deviation. In reality, there are many statistical measures that can use Avantis Us historical prices to predict the future Avantis Us' volatility.| Risk Adjusted Performance | 0.182 | |||
| Jensen Alpha | 0.1367 | |||
| Total Risk Alpha | 0.1199 | |||
| Sortino Ratio | 0.1601 | |||
| Treynor Ratio | 0.2169 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Avantis Us' 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.
Avantis Us January 28, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.182 | |||
| Market Risk Adjusted Performance | 0.2269 | |||
| Mean Deviation | 0.673 | |||
| Semi Deviation | 0.4927 | |||
| Downside Deviation | 0.8213 | |||
| Coefficient Of Variation | 407.63 | |||
| Standard Deviation | 0.8589 | |||
| Variance | 0.7377 | |||
| Information Ratio | 0.1531 | |||
| Jensen Alpha | 0.1367 | |||
| Total Risk Alpha | 0.1199 | |||
| Sortino Ratio | 0.1601 | |||
| Treynor Ratio | 0.2169 | |||
| Maximum Drawdown | 3.75 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.66 | |||
| Downside Variance | 0.6746 | |||
| Semi Variance | 0.2428 | |||
| Expected Short fall | (0.80) | |||
| Skewness | 0.1112 | |||
| Kurtosis | (0.07) |
Avantis Large Cap Backtested Returns
Avantis Us appears to be very steady, given 3 months investment horizon. Avantis Large Cap secures Sharpe Ratio (or Efficiency) of 0.25, which signifies that the fund had a 0.25 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Avantis Large Cap, which you can use to evaluate the volatility of the entity. Please makes use of Avantis Us' risk adjusted performance of 0.182, and Mean Deviation of 0.673 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.93, which signifies possible diversification benefits within a given portfolio. Avantis Us returns are very sensitive to returns on the market. As the market goes up or down, Avantis Us is expected to follow.
Auto-correlation | 0.67 |
Good predictability
Avantis Large Cap has good predictability. Overlapping area represents the amount of predictability between Avantis Us time series from 30th of October 2025 to 14th of December 2025 and 14th of December 2025 to 28th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Avantis Large Cap price movement. The serial correlation of 0.67 indicates that around 67.0% of current Avantis Us price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.12 |
Avantis 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.
Avantis Large Cap Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. The Normalized Average True Range is used to analyze tradable apportunities for Avantis Large Cap across different markets.
About Avantis Us 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 Avantis Large Cap 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 Avantis Large Cap based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Avantis Large Cap price pattern first instead of the macroeconomic environment surrounding Avantis Large Cap. By analyzing Avantis Us'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 Avantis Us'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 Avantis Us specific price patterns or momentum indicators. Please read more on our technical analysis page.
Avantis Us January 28, 2026 Technical Indicators
Most technical analysis of Avantis 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 Avantis from various momentum indicators to cycle indicators. When you analyze Avantis 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 | 0.182 | |||
| Market Risk Adjusted Performance | 0.2269 | |||
| Mean Deviation | 0.673 | |||
| Semi Deviation | 0.4927 | |||
| Downside Deviation | 0.8213 | |||
| Coefficient Of Variation | 407.63 | |||
| Standard Deviation | 0.8589 | |||
| Variance | 0.7377 | |||
| Information Ratio | 0.1531 | |||
| Jensen Alpha | 0.1367 | |||
| Total Risk Alpha | 0.1199 | |||
| Sortino Ratio | 0.1601 | |||
| Treynor Ratio | 0.2169 | |||
| Maximum Drawdown | 3.75 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.66 | |||
| Downside Variance | 0.6746 | |||
| Semi Variance | 0.2428 | |||
| Expected Short fall | (0.80) | |||
| Skewness | 0.1112 | |||
| Kurtosis | (0.07) |
Avantis Us January 28, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Avantis stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 16.69 | ||
| Day Typical Price | 16.69 | ||
| Price Action Indicator | 0.02 |
Other Information on Investing in Avantis Mutual Fund
Avantis Us financial ratios help investors to determine whether Avantis 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 Avantis with respect to the benefits of owning Avantis Us security.
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