Source Bloomberg (UK) Technical Analysis
| CMOD Etf | 29.85 0.24 0.80% |
As of the 30th of January, Source Bloomberg has the Semi Deviation of 0.4145, risk adjusted performance of 0.2035, and Coefficient Of Variation of 359.52. Source Bloomberg technical analysis provides you with a way to harness past market data to determine a pattern that measures the direction of the etf's future prices. Please validate Source Bloomberg Com information ratio, treynor ratio, value at risk, as well as the relationship between the jensen alpha and maximum drawdown to decide if Source Bloomberg is priced more or less accurately, providing market reflects its prevalent price of 29.85 per share.
Source Bloomberg Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Source, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SourceSource |
Source Bloomberg '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 Source Bloomberg's etf 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 Source Bloomberg.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Source Bloomberg on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Source Bloomberg Commodity or generate 0.0% return on investment in Source Bloomberg over 90 days. Source Bloomberg is related to or competes with Source Physical, Source Real, Source STOXX, Source STOXX, and Source Bloomberg. More
Source Bloomberg 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 Source Bloomberg's etf 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 Source Bloomberg Commodity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7335 | |||
| Information Ratio | 0.2066 | |||
| Maximum Drawdown | 3.17 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.5 |
Source Bloomberg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Source Bloomberg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Source Bloomberg's standard deviation. In reality, there are many statistical measures that can use Source Bloomberg historical prices to predict the future Source Bloomberg's volatility.| Risk Adjusted Performance | 0.2035 | |||
| Jensen Alpha | 0.2286 | |||
| Total Risk Alpha | 0.1677 | |||
| Sortino Ratio | 0.2413 | |||
| Treynor Ratio | (33.08) |
Source Bloomberg January 30, 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 | 0.2035 | |||
| Market Risk Adjusted Performance | (33.07) | |||
| Mean Deviation | 0.7193 | |||
| Semi Deviation | 0.4145 | |||
| Downside Deviation | 0.7335 | |||
| Coefficient Of Variation | 359.52 | |||
| Standard Deviation | 0.8567 | |||
| Variance | 0.7339 | |||
| Information Ratio | 0.2066 | |||
| Jensen Alpha | 0.2286 | |||
| Total Risk Alpha | 0.1677 | |||
| Sortino Ratio | 0.2413 | |||
| Treynor Ratio | (33.08) | |||
| Maximum Drawdown | 3.17 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.5 | |||
| Downside Variance | 0.5381 | |||
| Semi Variance | 0.1718 | |||
| Expected Short fall | (0.85) | |||
| Skewness | 0.03 | |||
| Kurtosis | (0.81) |
Source Bloomberg Com Backtested Returns
Source Bloomberg appears to be very steady, given 3 months investment horizon. Source Bloomberg Com owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.28, which indicates the etf had a 0.28 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Source Bloomberg Commodity, which you can use to evaluate the volatility of the etf. Please review Source Bloomberg's Coefficient Of Variation of 359.52, risk adjusted performance of 0.2035, and Semi Deviation of 0.4145 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.0069, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Source Bloomberg are expected to decrease at a much lower rate. During the bear market, Source Bloomberg is likely to outperform the market.
Auto-correlation | 0.51 |
Modest predictability
Source Bloomberg Commodity has modest predictability. Overlapping area represents the amount of predictability between Source Bloomberg time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th 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 Source Bloomberg Com price movement. The serial correlation of 0.51 indicates that about 51.0% of current Source Bloomberg price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 1.31 |
Source Bloomberg technical etf 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, etf market cycles, or different charting patterns.
Source Bloomberg Com Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. 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 Source Bloomberg Com volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Source Bloomberg 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 Source Bloomberg Commodity 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 Source Bloomberg Commodity based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Source Bloomberg Com price pattern first instead of the macroeconomic environment surrounding Source Bloomberg Com. By analyzing Source Bloomberg'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 Source Bloomberg'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 Source Bloomberg specific price patterns or momentum indicators. Please read more on our technical analysis page.
Source Bloomberg January 30, 2026 Technical Indicators
Most technical analysis of Source 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 Source from various momentum indicators to cycle indicators. When you analyze Source 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 | 0.2035 | |||
| Market Risk Adjusted Performance | (33.07) | |||
| Mean Deviation | 0.7193 | |||
| Semi Deviation | 0.4145 | |||
| Downside Deviation | 0.7335 | |||
| Coefficient Of Variation | 359.52 | |||
| Standard Deviation | 0.8567 | |||
| Variance | 0.7339 | |||
| Information Ratio | 0.2066 | |||
| Jensen Alpha | 0.2286 | |||
| Total Risk Alpha | 0.1677 | |||
| Sortino Ratio | 0.2413 | |||
| Treynor Ratio | (33.08) | |||
| Maximum Drawdown | 3.17 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.5 | |||
| Downside Variance | 0.5381 | |||
| Semi Variance | 0.1718 | |||
| Expected Short fall | (0.85) | |||
| Skewness | 0.03 | |||
| Kurtosis | (0.81) |
Source Bloomberg January 30, 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 Source 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 | 5,678 | ||
| Daily Balance Of Power | (0.39) | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 29.70 | ||
| Day Typical Price | 29.75 | ||
| Price Action Indicator | 0.03 |
Other Information on Investing in Source Etf
Source Bloomberg financial ratios help investors to determine whether Source Etf 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 Source with respect to the benefits of owning Source Bloomberg security.