Imgp Dbi Managed Etf Technical Analysis
| DBMF Etf | USD 29.20 0.48 1.62% |
As of the 6th of February, IMGP DBi retains the downside deviation of 0.8924, and Risk Adjusted Performance of 0.103. IMGP DBi technical analysis makes it possible for you to employ historical prices and volume momentum with the intention to determine a pattern that calculates the direction of the entity's future prices. Please check out iMGP DBi Managed coefficient of variation, maximum drawdown, skewness, as well as the relationship between the information ratio and downside variance to decide if IMGP DBi is priced fairly, providing market reflects its last-minute price of 29.2 per share.
IMGP DBi Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as IMGP, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to IMGPIMGP DBi's Momentum analyses are specifically helpful, as they help investors time the market using mark points where the market can reverse. The reversal spots are usually identified through divergence between price movement and momentum.iMGP DBi Managed's market price often diverges from its book value, the accounting figure shown on IMGP's balance sheet. Smart investors calculate IMGP DBi's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since IMGP DBi's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between IMGP DBi's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding IMGP DBi should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, IMGP DBi's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
IMGP DBi '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 IMGP DBi'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 IMGP DBi.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in IMGP DBi on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding iMGP DBi Managed or generate 0.0% return on investment in IMGP DBi over 90 days. IMGP DBi is related to or competes with Invesco BuyBack, Vanguard, IShares Broker, Simplify Exchange, Janus Detroit, AB Active, and Franklin Templeton. The fund seeks to achieve its objective by investing its assets pursuant to a managed futures strategy allocating up to ... More
IMGP DBi 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 IMGP DBi'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 iMGP DBi Managed upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8924 | |||
| Information Ratio | 0.0796 | |||
| Maximum Drawdown | 5.26 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.23 |
IMGP DBi Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for IMGP DBi's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as IMGP DBi's standard deviation. In reality, there are many statistical measures that can use IMGP DBi historical prices to predict the future IMGP DBi's volatility.| Risk Adjusted Performance | 0.103 | |||
| Jensen Alpha | 0.0839 | |||
| Total Risk Alpha | 0.0613 | |||
| Sortino Ratio | 0.071 | |||
| Treynor Ratio | 0.2376 |
IMGP DBi February 6, 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 | 0.103 | |||
| Market Risk Adjusted Performance | 0.2476 | |||
| Mean Deviation | 0.5476 | |||
| Semi Deviation | 0.7461 | |||
| Downside Deviation | 0.8924 | |||
| Coefficient Of Variation | 733.95 | |||
| Standard Deviation | 0.7961 | |||
| Variance | 0.6338 | |||
| Information Ratio | 0.0796 | |||
| Jensen Alpha | 0.0839 | |||
| Total Risk Alpha | 0.0613 | |||
| Sortino Ratio | 0.071 | |||
| Treynor Ratio | 0.2376 | |||
| Maximum Drawdown | 5.26 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.23 | |||
| Downside Variance | 0.7963 | |||
| Semi Variance | 0.5567 | |||
| Expected Short fall | (0.58) | |||
| Skewness | (1.06) | |||
| Kurtosis | 4.72 |
iMGP DBi Managed Backtested Returns
At this point, IMGP DBi is very steady. iMGP DBi Managed holds Efficiency (Sharpe) Ratio of 0.14, which attests that the entity had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for iMGP DBi Managed, which you can use to evaluate the volatility of the entity. Please check out IMGP DBi's risk adjusted performance of 0.103, and Downside Deviation of 0.8924 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. The etf retains a Market Volatility (i.e., Beta) of 0.41, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, IMGP DBi's returns are expected to increase less than the market. However, during the bear market, the loss of holding IMGP DBi is expected to be smaller as well.
Auto-correlation | 0.71 |
Good predictability
iMGP DBi Managed has good predictability. Overlapping area represents the amount of predictability between IMGP DBi time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th of February 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 iMGP DBi Managed price movement. The serial correlation of 0.71 indicates that around 71.0% of current IMGP DBi price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 0.37 |
IMGP DBi 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.
iMGP DBi Managed Technical Analysis
The output start index for this execution was fifty with a total number of output elements of eleven. 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 iMGP DBi Managed volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About IMGP DBi 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 iMGP DBi Managed 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 iMGP DBi Managed based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on iMGP DBi Managed price pattern first instead of the macroeconomic environment surrounding iMGP DBi Managed. By analyzing IMGP DBi'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 IMGP DBi'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 IMGP DBi specific price patterns or momentum indicators. Please read more on our technical analysis page.
IMGP DBi February 6, 2026 Technical Indicators
Most technical analysis of IMGP 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 IMGP from various momentum indicators to cycle indicators. When you analyze IMGP 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 | 0.103 | |||
| Market Risk Adjusted Performance | 0.2476 | |||
| Mean Deviation | 0.5476 | |||
| Semi Deviation | 0.7461 | |||
| Downside Deviation | 0.8924 | |||
| Coefficient Of Variation | 733.95 | |||
| Standard Deviation | 0.7961 | |||
| Variance | 0.6338 | |||
| Information Ratio | 0.0796 | |||
| Jensen Alpha | 0.0839 | |||
| Total Risk Alpha | 0.0613 | |||
| Sortino Ratio | 0.071 | |||
| Treynor Ratio | 0.2376 | |||
| Maximum Drawdown | 5.26 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.23 | |||
| Downside Variance | 0.7963 | |||
| Semi Variance | 0.5567 | |||
| Expected Short fall | (0.58) | |||
| Skewness | (1.06) | |||
| Kurtosis | 4.72 |
IMGP DBi February 6, 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 IMGP 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 | 11,853 | ||
| Daily Balance Of Power | (1.09) | ||
| Rate Of Daily Change | 0.98 | ||
| Day Median Price | 29.30 | ||
| Day Typical Price | 29.27 | ||
| Price Action Indicator | (0.34) |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in iMGP DBi Managed. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in industry. You can also try the Money Flow Index module to determine momentum by analyzing Money Flow Index and other technical indicators.
iMGP DBi Managed's market price often diverges from its book value, the accounting figure shown on IMGP's balance sheet. Smart investors calculate IMGP DBi's intrinsic value - its true economic worth - which may differ significantly from both market price and book value. Market participants employ diverse analytical approaches to determine fair value and identify buying opportunities when prices dip below calculated worth. Since IMGP DBi's trading price responds to investor sentiment, macroeconomic conditions, and market psychology, it can swing far from fundamental value.
It's important to distinguish between IMGP DBi's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding IMGP DBi should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. However, IMGP DBi's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.