Holbrook Structured Income Fund Technical Analysis
| HOSTX Fund | USD 9.80 0.04 0.41% |
As of the 4th of February, Holbrook Structured retains the Mean Deviation of 0.0751, risk adjusted performance of 0.1214, and Standard Deviation of 0.1406. Holbrook Structured 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.
Holbrook Structured Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Holbrook, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to HolbrookHolbrook |
Holbrook Structured '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 Holbrook Structured's mutual 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 Holbrook Structured.
| 11/06/2025 |
| 02/04/2026 |
If you would invest 0.00 in Holbrook Structured on November 6, 2025 and sell it all today you would earn a total of 0.00 from holding Holbrook Structured Income or generate 0.0% return on investment in Holbrook Structured over 90 days. Holbrook Structured is related to or competes with Small Cap, Jpmorgan Diversified, Aqr Diversified, Lord Abbett, Huber Capital, T Rowe, and Sentinel Small. The Advisor expects, under normal conditions, to be primarily invested in commercial and residential mortgage-backed sec... More
Holbrook Structured 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 Holbrook Structured's mutual 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 Holbrook Structured Income upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.1118 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 0.7293 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.4098 |
Holbrook Structured Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Holbrook Structured's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Holbrook Structured's standard deviation. In reality, there are many statistical measures that can use Holbrook Structured historical prices to predict the future Holbrook Structured's volatility.| Risk Adjusted Performance | 0.1214 | |||
| Total Risk Alpha | 0.0131 | |||
| Sortino Ratio | (0.19) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Holbrook Structured'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.
Holbrook Structured February 4, 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 | 0.1214 | |||
| Mean Deviation | 0.0751 | |||
| Downside Deviation | 0.1118 | |||
| Coefficient Of Variation | 448.68 | |||
| Standard Deviation | 0.1406 | |||
| Variance | 0.0198 | |||
| Information Ratio | (0.15) | |||
| Total Risk Alpha | 0.0131 | |||
| Sortino Ratio | (0.19) | |||
| Maximum Drawdown | 0.7293 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.4098 | |||
| Downside Variance | 0.0125 | |||
| Semi Variance | (0.03) | |||
| Expected Short fall | (0.28) | |||
| Skewness | 3.23 | |||
| Kurtosis | 10.81 |
Holbrook Structured Backtested Returns
At this stage we consider Holbrook Mutual Fund to be very steady. Holbrook Structured holds Efficiency (Sharpe) Ratio of 0.21, which attests that the entity had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Holbrook Structured, which you can use to evaluate the volatility of the entity. Please check out Holbrook Structured's Mean Deviation of 0.0751, risk adjusted performance of 0.1214, and Standard Deviation of 0.1406 to validate if the risk estimate we provide is consistent with the expected return of 0.0258%. The fund retains a Market Volatility (i.e., Beta) of 0.0, which attests to not very significant fluctuations relative to the market. the returns on MARKET and Holbrook Structured are completely uncorrelated.
Auto-correlation | 0.47 |
Average predictability
Holbrook Structured Income has average predictability. Overlapping area represents the amount of predictability between Holbrook Structured time series from 6th of November 2025 to 21st of December 2025 and 21st of December 2025 to 4th 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 Holbrook Structured price movement. The serial correlation of 0.47 indicates that about 47.0% of current Holbrook Structured price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Holbrook Structured technical mutual 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.
Holbrook Structured 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 Holbrook Structured volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Holbrook Structured 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 Holbrook Structured Income 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 Holbrook Structured Income based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Holbrook Structured price pattern first instead of the macroeconomic environment surrounding Holbrook Structured. By analyzing Holbrook Structured'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 Holbrook Structured'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 Holbrook Structured specific price patterns or momentum indicators. Please read more on our technical analysis page.
Holbrook Structured February 4, 2026 Technical Indicators
Most technical analysis of Holbrook 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 Holbrook from various momentum indicators to cycle indicators. When you analyze Holbrook 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 | 0.1214 | |||
| Mean Deviation | 0.0751 | |||
| Downside Deviation | 0.1118 | |||
| Coefficient Of Variation | 448.68 | |||
| Standard Deviation | 0.1406 | |||
| Variance | 0.0198 | |||
| Information Ratio | (0.15) | |||
| Total Risk Alpha | 0.0131 | |||
| Sortino Ratio | (0.19) | |||
| Maximum Drawdown | 0.7293 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.4098 | |||
| Downside Variance | 0.0125 | |||
| Semi Variance | (0.03) | |||
| Expected Short fall | (0.28) | |||
| Skewness | 3.23 | |||
| Kurtosis | 10.81 |
Holbrook Structured February 4, 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 Holbrook 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 | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 9.80 | ||
| Day Typical Price | 9.80 | ||
| Price Action Indicator | 0.02 |
Other Information on Investing in Holbrook Mutual Fund
Holbrook Structured financial ratios help investors to determine whether Holbrook Mutual 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 Holbrook with respect to the benefits of owning Holbrook Structured security.
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments |