Manulife Multifactor Canadian Etf Technical Analysis
| MCSM Etf | CAD 63.97 3.13 4.66% |
As of the 1st of February, Manulife Multifactor secures the Mean Deviation of 0.9364, downside deviation of 1.52, and Risk Adjusted Performance of 0.1253. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Manulife Multifactor, as well as the relationship between them.
Manulife Multifactor Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Manulife, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ManulifeManulife |
Manulife Multifactor '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 Manulife Multifactor'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 Manulife Multifactor.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in Manulife Multifactor on November 3, 2025 and sell it all today you would earn a total of 0.00 from holding Manulife Multifactor Canadian or generate 0.0% return on investment in Manulife Multifactor over 90 days. Manulife Multifactor is related to or competes with Manulife Multifactor, IShares ESG, BMO Dow, BMO Equal, IShares SPTSX, IShares MSCI, and First Asset. Manulife Multifactor Canadian SMID Cap Index ETF seeks to replicate, to the extent reasonably possible and before fees a... More
Manulife Multifactor 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 Manulife Multifactor'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 Manulife Multifactor Canadian upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.52 | |||
| Information Ratio | 0.1332 | |||
| Maximum Drawdown | 5.5 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 2.25 |
Manulife Multifactor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Manulife Multifactor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Manulife Multifactor's standard deviation. In reality, there are many statistical measures that can use Manulife Multifactor historical prices to predict the future Manulife Multifactor's volatility.| Risk Adjusted Performance | 0.1253 | |||
| Jensen Alpha | 0.1943 | |||
| Total Risk Alpha | 0.1486 | |||
| Sortino Ratio | 0.1172 | |||
| Treynor Ratio | 0.3941 |
Manulife Multifactor February 1, 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 | 0.1253 | |||
| Market Risk Adjusted Performance | 0.4041 | |||
| Mean Deviation | 0.9364 | |||
| Semi Deviation | 1.23 | |||
| Downside Deviation | 1.52 | |||
| Coefficient Of Variation | 599.4 | |||
| Standard Deviation | 1.34 | |||
| Variance | 1.79 | |||
| Information Ratio | 0.1332 | |||
| Jensen Alpha | 0.1943 | |||
| Total Risk Alpha | 0.1486 | |||
| Sortino Ratio | 0.1172 | |||
| Treynor Ratio | 0.3941 | |||
| Maximum Drawdown | 5.5 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 2.25 | |||
| Downside Variance | 2.31 | |||
| Semi Variance | 1.5 | |||
| Expected Short fall | (1.04) | |||
| Skewness | (0.81) | |||
| Kurtosis | 2.37 |
Manulife Multifactor Backtested Returns
Manulife Multifactor appears to be very steady, given 3 months investment horizon. Manulife Multifactor has Sharpe Ratio of 0.16, which conveys that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Manulife Multifactor, which you can use to evaluate the volatility of the etf. Please exercise Manulife Multifactor's Mean Deviation of 0.9364, downside deviation of 1.52, and Risk Adjusted Performance of 0.1253 to check out if our risk estimates are consistent with your expectations. The etf secures a Beta (Market Risk) of 0.54, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Manulife Multifactor's returns are expected to increase less than the market. However, during the bear market, the loss of holding Manulife Multifactor is expected to be smaller as well.
Auto-correlation | 0.72 |
Good predictability
Manulife Multifactor Canadian has good predictability. Overlapping area represents the amount of predictability between Manulife Multifactor time series from 3rd of November 2025 to 18th of December 2025 and 18th of December 2025 to 1st 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 Manulife Multifactor price movement. The serial correlation of 0.72 indicates that around 72.0% of current Manulife Multifactor price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 7.81 |
Manulife Multifactor 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.
Manulife Multifactor 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 Manulife Multifactor volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Manulife Multifactor 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 Manulife Multifactor Canadian 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 Manulife Multifactor Canadian based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Manulife Multifactor price pattern first instead of the macroeconomic environment surrounding Manulife Multifactor. By analyzing Manulife Multifactor'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 Manulife Multifactor'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 Manulife Multifactor specific price patterns or momentum indicators. Please read more on our technical analysis page.
Manulife Multifactor February 1, 2026 Technical Indicators
Most technical analysis of Manulife 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 Manulife from various momentum indicators to cycle indicators. When you analyze Manulife 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 | 0.1253 | |||
| Market Risk Adjusted Performance | 0.4041 | |||
| Mean Deviation | 0.9364 | |||
| Semi Deviation | 1.23 | |||
| Downside Deviation | 1.52 | |||
| Coefficient Of Variation | 599.4 | |||
| Standard Deviation | 1.34 | |||
| Variance | 1.79 | |||
| Information Ratio | 0.1332 | |||
| Jensen Alpha | 0.1943 | |||
| Total Risk Alpha | 0.1486 | |||
| Sortino Ratio | 0.1172 | |||
| Treynor Ratio | 0.3941 | |||
| Maximum Drawdown | 5.5 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 2.25 | |||
| Downside Variance | 2.31 | |||
| Semi Variance | 1.5 | |||
| Expected Short fall | (1.04) | |||
| Skewness | (0.81) | |||
| Kurtosis | 2.37 |
Manulife Multifactor February 1, 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 Manulife 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 | 0.04 | ||
| Daily Balance Of Power | (1.25) | ||
| Rate Of Daily Change | 0.95 | ||
| Day Median Price | 65.02 | ||
| Day Typical Price | 64.67 | ||
| Price Action Indicator | (2.61) | ||
| Market Facilitation Index | 2.50 |
Other Information on Investing in Manulife Etf
Manulife Multifactor financial ratios help investors to determine whether Manulife 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 Manulife with respect to the benefits of owning Manulife Multifactor security.