Brandywineglobal Dynamic Etf Technical Analysis
| DVAL Etf | USD 15.41 0.06 0.39% |
As of the 21st of February, BrandywineGLOBAL shows the mean deviation of 0.5115, and Risk Adjusted Performance of 0.1615. BrandywineGLOBAL D technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices. Please confirm BrandywineGLOBAL D information ratio, and the relationship between the downside deviation and value at risk to decide if BrandywineGLOBAL D is priced correctly, providing market reflects its regular price of 15.41 per share.
BrandywineGLOBAL Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as BrandywineGLOBAL, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to BrandywineGLOBALBrandywineGLOBAL | Build AI portfolio with BrandywineGLOBAL Etf |
The market value of BrandywineGLOBAL D is measured differently than its book value, which is the value of BrandywineGLOBAL that is recorded on the company's balance sheet. Investors also form their own opinion of BrandywineGLOBAL's value that differs from its market value or its book value, called intrinsic value, which is BrandywineGLOBAL's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because BrandywineGLOBAL's market value can be influenced by many factors that don't directly affect BrandywineGLOBAL's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between BrandywineGLOBAL's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding BrandywineGLOBAL should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, BrandywineGLOBAL's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
BrandywineGLOBAL '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 BrandywineGLOBAL'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 BrandywineGLOBAL.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in BrandywineGLOBAL on November 23, 2025 and sell it all today you would earn a total of 0.00 from holding BrandywineGLOBAL Dynamic or generate 0.0% return on investment in BrandywineGLOBAL over 90 days. BrandywineGLOBAL is related to or competes with Invesco MSCI, FlexShares Quality, Goldman Sachs, ProShares Ultra, Ultimus Managers, Invesco SP, and SPDR SP. The fund will only invest in U.S. traded companies, which may include companies incorporated outside the U.S More
BrandywineGLOBAL 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 BrandywineGLOBAL'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 BrandywineGLOBAL Dynamic upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6514 | |||
| Information Ratio | 0.0919 | |||
| Maximum Drawdown | 2.94 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 1.29 |
BrandywineGLOBAL Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BrandywineGLOBAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BrandywineGLOBAL's standard deviation. In reality, there are many statistical measures that can use BrandywineGLOBAL historical prices to predict the future BrandywineGLOBAL's volatility.| Risk Adjusted Performance | 0.1615 | |||
| Jensen Alpha | 0.0806 | |||
| Total Risk Alpha | 0.0701 | |||
| Sortino Ratio | 0.0931 | |||
| Treynor Ratio | 0.1828 |
BrandywineGLOBAL February 21, 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 | 0.1615 | |||
| Market Risk Adjusted Performance | 0.1928 | |||
| Mean Deviation | 0.5115 | |||
| Semi Deviation | 0.4046 | |||
| Downside Deviation | 0.6514 | |||
| Coefficient Of Variation | 467.68 | |||
| Standard Deviation | 0.6601 | |||
| Variance | 0.4358 | |||
| Information Ratio | 0.0919 | |||
| Jensen Alpha | 0.0806 | |||
| Total Risk Alpha | 0.0701 | |||
| Sortino Ratio | 0.0931 | |||
| Treynor Ratio | 0.1828 | |||
| Maximum Drawdown | 2.94 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 1.29 | |||
| Downside Variance | 0.4243 | |||
| Semi Variance | 0.1637 | |||
| Expected Short fall | (0.60) | |||
| Skewness | (0.07) | |||
| Kurtosis | 0.2914 |
BrandywineGLOBAL D Backtested Returns
As of now, BrandywineGLOBAL Etf is very steady. BrandywineGLOBAL D secures Sharpe Ratio (or Efficiency) of 0.26, which signifies that the etf had a 0.26 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for BrandywineGLOBAL Dynamic, which you can use to evaluate the volatility of the entity. Please confirm BrandywineGLOBAL's risk adjusted performance of 0.1615, and Mean Deviation of 0.5115 to double-check if the risk estimate we provide is consistent with the expected return of 0.17%. The etf shows a Beta (market volatility) of 0.72, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, BrandywineGLOBAL's returns are expected to increase less than the market. However, during the bear market, the loss of holding BrandywineGLOBAL is expected to be smaller as well.
Auto-correlation | 0.78 |
Good predictability
BrandywineGLOBAL Dynamic has good predictability. Overlapping area represents the amount of predictability between BrandywineGLOBAL time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st 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 BrandywineGLOBAL D price movement. The serial correlation of 0.78 indicates that around 78.0% of current BrandywineGLOBAL price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.78 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
BrandywineGLOBAL 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.
BrandywineGLOBAL D Technical Analysis
The output start index for this execution was ten with a total number of output elements of fifty-one. The Normalized Average True Range is used to analyze tradable apportunities for BrandywineGLOBAL D across different markets.
About BrandywineGLOBAL 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 BrandywineGLOBAL Dynamic 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 BrandywineGLOBAL Dynamic based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on BrandywineGLOBAL D price pattern first instead of the macroeconomic environment surrounding BrandywineGLOBAL D. By analyzing BrandywineGLOBAL'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 BrandywineGLOBAL'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 BrandywineGLOBAL specific price patterns or momentum indicators. Please read more on our technical analysis page.
BrandywineGLOBAL February 21, 2026 Technical Indicators
Most technical analysis of BrandywineGLOBAL 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 BrandywineGLOBAL from various momentum indicators to cycle indicators. When you analyze BrandywineGLOBAL 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 | 0.1615 | |||
| Market Risk Adjusted Performance | 0.1928 | |||
| Mean Deviation | 0.5115 | |||
| Semi Deviation | 0.4046 | |||
| Downside Deviation | 0.6514 | |||
| Coefficient Of Variation | 467.68 | |||
| Standard Deviation | 0.6601 | |||
| Variance | 0.4358 | |||
| Information Ratio | 0.0919 | |||
| Jensen Alpha | 0.0806 | |||
| Total Risk Alpha | 0.0701 | |||
| Sortino Ratio | 0.0931 | |||
| Treynor Ratio | 0.1828 | |||
| Maximum Drawdown | 2.94 | |||
| Value At Risk | (0.97) | |||
| Potential Upside | 1.29 | |||
| Downside Variance | 0.4243 | |||
| Semi Variance | 0.1637 | |||
| Expected Short fall | (0.60) | |||
| Skewness | (0.07) | |||
| Kurtosis | 0.2914 |
BrandywineGLOBAL February 21, 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 BrandywineGLOBAL 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 | 0.01 | ||
| Daily Balance Of Power | 0.55 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 15.39 | ||
| Day Typical Price | 15.39 | ||
| Price Action Indicator | 0.06 | ||
| Market Facilitation Index | 0.11 |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in BrandywineGLOBAL Dynamic. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in nation. You can also try the Global Markets Map module to get a quick overview of global market snapshot using zoomable world map. Drill down to check world indexes.
The market value of BrandywineGLOBAL D is measured differently than its book value, which is the value of BrandywineGLOBAL that is recorded on the company's balance sheet. Investors also form their own opinion of BrandywineGLOBAL's value that differs from its market value or its book value, called intrinsic value, which is BrandywineGLOBAL's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because BrandywineGLOBAL's market value can be influenced by many factors that don't directly affect BrandywineGLOBAL's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
It's important to distinguish between BrandywineGLOBAL's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding BrandywineGLOBAL should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Meanwhile, BrandywineGLOBAL's quoted price indicates the marketplace figure where supply meets demand through bilateral consent.