Eaton Vance Risk Fund Technical Analysis
| ETJ Fund | USD 8.90 0.04 0.45% |
As of the 31st of January, Eaton Vance shows the Coefficient Of Variation of 2256.44, downside deviation of 0.637, and Mean Deviation of 0.4866. Eaton Vance Risk 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.
Eaton Vance Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Eaton, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to EatonEaton |
Eaton Vance '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 Eaton Vance's fund 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 Eaton Vance.
| 11/02/2025 |
| 01/31/2026 |
If you would invest 0.00 in Eaton Vance on November 2, 2025 and sell it all today you would earn a total of 0.00 from holding Eaton Vance Risk or generate 0.0% return on investment in Eaton Vance over 90 days. Eaton Vance is related to or competes with Cohen Steers, Nuveen California, Calamos Dynamic, Aberdeen Standard, Eaton Vance, American Beacon, and Alger Capital. Eaton Vance Risk-Managed Diversified Equity Income Fund is a closed ended equity mutual fund launched and managed by Eat... More
Eaton Vance 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 Eaton Vance's fund 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 Eaton Vance Risk upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.637 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 2.57 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.04 |
Eaton Vance Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Eaton Vance's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Eaton Vance's standard deviation. In reality, there are many statistical measures that can use Eaton Vance historical prices to predict the future Eaton Vance's volatility.| Risk Adjusted Performance | 0.0306 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0345 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Eaton Vance's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Eaton Vance January 31, 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 | 0.0306 | |||
| Market Risk Adjusted Performance | 0.0445 | |||
| Mean Deviation | 0.4866 | |||
| Semi Deviation | 0.5441 | |||
| Downside Deviation | 0.637 | |||
| Coefficient Of Variation | 2256.44 | |||
| Standard Deviation | 0.6276 | |||
| Variance | 0.3938 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0345 | |||
| Maximum Drawdown | 2.57 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.04 | |||
| Downside Variance | 0.4058 | |||
| Semi Variance | 0.296 | |||
| Expected Short fall | (0.56) | |||
| Skewness | 0.1565 | |||
| Kurtosis | 0.0811 |
Eaton Vance Risk Backtested Returns
Eaton Vance is very steady at the moment. Eaton Vance Risk secures Sharpe Ratio (or Efficiency) of 0.0465, which denotes the fund had a 0.0465 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Eaton Vance Risk, which you can use to evaluate the volatility of the entity. Please confirm Eaton Vance's Coefficient Of Variation of 2256.44, mean deviation of 0.4866, and Downside Deviation of 0.637 to check if the risk estimate we provide is consistent with the expected return of 0.0299%. The fund shows a Beta (market volatility) of 0.52, which means possible diversification benefits within a given portfolio. As returns on the market increase, Eaton Vance's returns are expected to increase less than the market. However, during the bear market, the loss of holding Eaton Vance is expected to be smaller as well.
Auto-correlation | -0.22 |
Weak reverse predictability
Eaton Vance Risk has weak reverse predictability. Overlapping area represents the amount of predictability between Eaton Vance time series from 2nd of November 2025 to 17th of December 2025 and 17th of December 2025 to 31st 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 Eaton Vance Risk price movement. The serial correlation of -0.22 indicates that over 22.0% of current Eaton Vance price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Eaton Vance 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.
Eaton Vance Risk 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 Eaton Vance Risk volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Eaton Vance 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 Eaton Vance Risk 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 Eaton Vance Risk based on its technical analysis. In general, a bottom-up approach, as applied to this fund, focuses on Eaton Vance Risk price pattern first instead of the macroeconomic environment surrounding Eaton Vance Risk. By analyzing Eaton Vance'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 Eaton Vance'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 Eaton Vance specific price patterns or momentum indicators. Please read more on our technical analysis page.
Eaton Vance January 31, 2026 Technical Indicators
Most technical analysis of Eaton 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 Eaton from various momentum indicators to cycle indicators. When you analyze Eaton 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 | 0.0306 | |||
| Market Risk Adjusted Performance | 0.0445 | |||
| Mean Deviation | 0.4866 | |||
| Semi Deviation | 0.5441 | |||
| Downside Deviation | 0.637 | |||
| Coefficient Of Variation | 2256.44 | |||
| Standard Deviation | 0.6276 | |||
| Variance | 0.3938 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0345 | |||
| Maximum Drawdown | 2.57 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.04 | |||
| Downside Variance | 0.4058 | |||
| Semi Variance | 0.296 | |||
| Expected Short fall | (0.56) | |||
| Skewness | 0.1565 | |||
| Kurtosis | 0.0811 |
Eaton Vance January 31, 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 Eaton 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 | 1,946 | ||
| Daily Balance Of Power | 0.44 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 8.86 | ||
| Day Typical Price | 8.87 | ||
| Price Action Indicator | 0.07 |
Other Information on Investing in Eaton Fund
Eaton Vance financial ratios help investors to determine whether Eaton 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 Eaton with respect to the benefits of owning Eaton Vance security.
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