Ishares Russell 2000 Fund Technical Analysis
| CIETX Fund | USD 31.99 0.05 0.16% |
As of the 2nd of December, Ishares Russell retains the Market Risk Adjusted Performance of 0.1398, risk adjusted performance of 0.1042, and Downside Deviation of 1.15. Our technical analysis interface lets you check existing technical drivers of Ishares Russell 2000, as well as the relationship between them.
Ishares Russell Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Ishares, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to IsharesIshares |
Ishares Russell 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.
Ishares Russell 2000 Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. 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 Ishares Russell 2000 volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Ishares Russell 2000 Trend Analysis
Use this graph to draw trend lines for Ishares Russell 2000. You can use it to identify possible trend reversals for Ishares Russell 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 Ishares Russell price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Ishares Russell Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Ishares Russell 2000 applied against its price change over selected period. The best fit line has a slop of 0.06 , which means Ishares Russell 2000 will continue generating value for investors. It has 122 observation points and a regression sum of squares at 127.97, which is the sum of squared deviations for the predicted Ishares Russell price change compared to its average price change.About Ishares Russell 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 Ishares Russell 2000 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 Ishares Russell 2000 based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Ishares Russell 2000 price pattern first instead of the macroeconomic environment surrounding Ishares Russell 2000. By analyzing Ishares Russell'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 Ishares Russell'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 Ishares Russell specific price patterns or momentum indicators. Please read more on our technical analysis page.
Ishares Russell December 2, 2024 Technical Indicators
Most technical analysis of Ishares 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 Ishares from various momentum indicators to cycle indicators. When you analyze Ishares 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.
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1042 | |||
| Market Risk Adjusted Performance | 0.1398 | |||
| Mean Deviation | 0.8711 | |||
| Semi Deviation | 0.7673 | |||
| Downside Deviation | 1.15 | |||
| Coefficient Of Variation | 762.91 | |||
| Standard Deviation | 1.28 | |||
| Variance | 1.65 | |||
| Information Ratio | 0.0239 | |||
| Jensen Alpha | 0.0027 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0267 | |||
| Treynor Ratio | 0.1298 | |||
| Maximum Drawdown | 7.55 | |||
| Value At Risk | (1.73) | |||
| Potential Upside | 2.1 | |||
| Downside Variance | 1.32 | |||
| Semi Variance | 0.5888 | |||
| Expected Short fall | (1.19) | |||
| Skewness | 1.37 | |||
| Kurtosis | 4.86 |
Other Information on Investing in Ishares Mutual Fund
Ishares Russell financial ratios help investors to determine whether Ishares 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 Ishares with respect to the benefits of owning Ishares Russell security.
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