VanEck FTSE (Australia) Technical Analysis
IFRA Etf | 22.60 0.26 1.16% |
As of the 23rd of November, VanEck FTSE has the Semi Deviation of 0.5027, risk adjusted performance of 0.0961, and Coefficient Of Variation of 786.91. VanEck FTSE technical analysis provides you with a way to harness past market data to determine a pattern that measures the direction of the etf's future prices.
VanEck FTSE Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as VanEck, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to VanEckVanEck |
VanEck FTSE 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.
VanEck FTSE Global 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 VanEck FTSE Global volatility. High ATR values indicate high volatility, and low values indicate low volatility.
VanEck FTSE Global Trend Analysis
Use this graph to draw trend lines for VanEck FTSE Global. You can use it to identify possible trend reversals for VanEck FTSE 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 VanEck FTSE price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.VanEck FTSE Best Fit Change Line
The following chart estimates an ordinary least squares regression model for VanEck FTSE Global applied against its price change over selected period. The best fit line has a slop of 0 , which means VanEck FTSE Global will continue generating value for investors. It has 122 observation points and a regression sum of squares at 0.86, which is the sum of squared deviations for the predicted VanEck FTSE price change compared to its average price change.About VanEck FTSE 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 VanEck FTSE Global 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 VanEck FTSE Global based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on VanEck FTSE Global price pattern first instead of the macroeconomic environment surrounding VanEck FTSE Global. By analyzing VanEck FTSE'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 VanEck FTSE'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 VanEck FTSE specific price patterns or momentum indicators. Please read more on our technical analysis page.
VanEck FTSE November 23, 2024 Technical Indicators
Most technical analysis of VanEck 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 VanEck from various momentum indicators to cycle indicators. When you analyze VanEck 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 | 0.0961 | |||
Market Risk Adjusted Performance | 0.624 | |||
Mean Deviation | 0.5142 | |||
Semi Deviation | 0.5027 | |||
Downside Deviation | 0.6576 | |||
Coefficient Of Variation | 786.91 | |||
Standard Deviation | 0.6739 | |||
Variance | 0.4542 | |||
Information Ratio | (0.07) | |||
Jensen Alpha | 0.0608 | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.07) | |||
Treynor Ratio | 0.614 | |||
Maximum Drawdown | 3.27 | |||
Value At Risk | (0.99) | |||
Potential Upside | 1.16 | |||
Downside Variance | 0.4324 | |||
Semi Variance | 0.2527 | |||
Expected Short fall | (0.55) | |||
Skewness | 0.2545 | |||
Kurtosis | 0.2734 |
Other Information on Investing in VanEck Etf
VanEck FTSE financial ratios help investors to determine whether VanEck Etf 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 VanEck with respect to the benefits of owning VanEck FTSE security.