Managed Volatility Fund Technical Analysis
| BRBPX Fund | USD 10.85 0.00 0.00% |
As of the 23rd of November, Managed Volatility secures the Mean Deviation of 1.08, standard deviation of 4.47, and Risk Adjusted Performance of (0.08). Managed Volatility Fund technical analysis lets you operate historical price patterns with an objective to determine a pattern that forecasts the direction of the fund's future prices.
Managed Volatility Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Managed, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ManagedManaged |
Managed Volatility 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.
Managed Volatility Technical Analysis
The output start index for this execution was three with a total number of output elements of fifty-eight. 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 Managed Volatility volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Managed Volatility Trend Analysis
Use this graph to draw trend lines for Managed Volatility Fund. You can use it to identify possible trend reversals for Managed Volatility 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 Managed Volatility price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Managed Volatility Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Managed Volatility Fund applied against its price change over selected period. The best fit line has a slop of 0.0082 , which may suggest that Managed Volatility Fund market price will keep on failing further. It has 122 observation points and a regression sum of squares at 2.51, which is the sum of squared deviations for the predicted Managed Volatility price change compared to its average price change.About Managed Volatility 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 Managed Volatility 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 Managed Volatility Fund based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Managed Volatility price pattern first instead of the macroeconomic environment surrounding Managed Volatility. By analyzing Managed Volatility'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 Managed Volatility'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 Managed Volatility specific price patterns or momentum indicators. Please read more on our technical analysis page.
Managed Volatility November 23, 2024 Technical Indicators
Most technical analysis of Managed 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 Managed from various momentum indicators to cycle indicators. When you analyze Managed 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 | (0.08) | |||
| Market Risk Adjusted Performance | (0.34) | |||
| Mean Deviation | 1.08 | |||
| Coefficient Of Variation | (830.41) | |||
| Standard Deviation | 4.47 | |||
| Variance | 19.97 | |||
| Information Ratio | (0.15) | |||
| Jensen Alpha | (0.73) | |||
| Total Risk Alpha | (1.25) | |||
| Treynor Ratio | (0.35) | |||
| Maximum Drawdown | 36.35 | |||
| Potential Upside | 0.0927 | |||
| Skewness | (8.12) | |||
| Kurtosis | 65.99 |
Other Information on Investing in Managed Mutual Fund
Managed Volatility financial ratios help investors to determine whether Managed 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 Managed with respect to the benefits of owning Managed Volatility security.
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