Duff And Phelps Fund Technical Analysis
| DPG Fund | USD 12.22 0.06 0.49% |
As of the 23rd of November, Duff shows the Mean Deviation of 0.6844, downside deviation of 0.99, and Coefficient Of Variation of 397.64. Duff And Phelps technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the entity's future prices. Please confirm Duff And Phelps standard deviation and the relationship between the treynor ratio and downside variance to decide if Duff And Phelps is priced favorably, providing market reflects its regular price of 12.22 per share.
Duff Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Duff, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to DuffDuff |
Duff technical 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.
Duff And Phelps 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 Duff And Phelps volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Duff And Phelps Trend Analysis
Use this graph to draw trend lines for Duff And Phelps. You can use it to identify possible trend reversals for Duff 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 Duff price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Duff Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Duff And Phelps applied against its price change over selected period. The best fit line has a slop of 0.01 , which may imply that Duff And Phelps will maintain its good market sentiment and make money for investors. It has 122 observation points and a regression sum of squares at 4.82, which is the sum of squared deviations for the predicted Duff price change compared to its average price change.About Duff 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 Duff And Phelps 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 Duff And Phelps based on its technical analysis. In general, a bottom-up approach, as applied to this fund, focuses on Duff And Phelps price pattern first instead of the macroeconomic environment surrounding Duff And Phelps. By analyzing Duff'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 Duff'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 Duff specific price patterns or momentum indicators. Please read more on our technical analysis page.
Duff November 23, 2024 Technical Indicators
Most technical analysis of Duff 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 Duff from various momentum indicators to cycle indicators. When you analyze Duff 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 | 0.1943 | |||
| Market Risk Adjusted Performance | 0.9834 | |||
| Mean Deviation | 0.6844 | |||
| Semi Deviation | 0.6764 | |||
| Downside Deviation | 0.99 | |||
| Coefficient Of Variation | 397.64 | |||
| Standard Deviation | 0.8964 | |||
| Variance | 0.8035 | |||
| Information Ratio | 0.1056 | |||
| Jensen Alpha | 0.1887 | |||
| Total Risk Alpha | 0.0743 | |||
| Sortino Ratio | 0.0956 | |||
| Treynor Ratio | 0.9734 | |||
| Maximum Drawdown | 4.17 | |||
| Value At Risk | (1.29) | |||
| Potential Upside | 1.5 | |||
| Downside Variance | 0.9801 | |||
| Semi Variance | 0.4576 | |||
| Expected Short fall | (0.78) | |||
| Skewness | (0.52) | |||
| Kurtosis | 0.703 |
Other Information on Investing in Duff Fund
Duff financial ratios help investors to determine whether Duff 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 Duff with respect to the benefits of owning Duff security.
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account | |
| Commodity Channel Use Commodity Channel Index to analyze current equity momentum | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |