Olstein All Cap Fund Technical Analysis
| OFAFX Fund | USD 28.31 0.15 0.53% |
As of the 29th of January, Olstein All holds the Semi Deviation of 0.5241, coefficient of variation of 595.59, and Risk Adjusted Performance of 0.1264. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Olstein All, as well as the relationship between them.
Olstein All Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Olstein, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to OlsteinOlstein |
Olstein All '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 Olstein All'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 Olstein All.
| 10/31/2025 |
| 01/29/2026 |
If you would invest 0.00 in Olstein All on October 31, 2025 and sell it all today you would earn a total of 0.00 from holding Olstein All Cap or generate 0.0% return on investment in Olstein All over 90 days. Olstein All is related to or competes with John Hancock, Putnam Global, Transamerica Financial, Prudential Financial, Vanguard Financials, and Fidelity Advisor. The fund seeks to achieve its objectives by investing primarily in a diversified portfolio of common stocks that the fun... More
Olstein All 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 Olstein All'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 Olstein All Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7737 | |||
| Information Ratio | 0.0964 | |||
| Maximum Drawdown | 6.72 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 1.66 |
Olstein All Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Olstein All's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Olstein All's standard deviation. In reality, there are many statistical measures that can use Olstein All historical prices to predict the future Olstein All's volatility.| Risk Adjusted Performance | 0.1264 | |||
| Jensen Alpha | 0.112 | |||
| Total Risk Alpha | 0.0734 | |||
| Sortino Ratio | 0.1304 | |||
| Treynor Ratio | 0.1999 |
Olstein All January 29, 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 | 0.1264 | |||
| Market Risk Adjusted Performance | 0.2099 | |||
| Mean Deviation | 0.7086 | |||
| Semi Deviation | 0.5241 | |||
| Downside Deviation | 0.7737 | |||
| Coefficient Of Variation | 595.59 | |||
| Standard Deviation | 1.05 | |||
| Variance | 1.1 | |||
| Information Ratio | 0.0964 | |||
| Jensen Alpha | 0.112 | |||
| Total Risk Alpha | 0.0734 | |||
| Sortino Ratio | 0.1304 | |||
| Treynor Ratio | 0.1999 | |||
| Maximum Drawdown | 6.72 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 1.66 | |||
| Downside Variance | 0.5987 | |||
| Semi Variance | 0.2746 | |||
| Expected Short fall | (0.85) | |||
| Skewness | 1.76 | |||
| Kurtosis | 7.31 |
Olstein All Cap Backtested Returns
Olstein All appears to be very steady, given 3 months investment horizon. Olstein All Cap maintains Sharpe Ratio (i.e., Efficiency) of 0.24, which implies the entity had a 0.24 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Olstein All Cap, which you can use to evaluate the volatility of the fund. Please evaluate Olstein All's Coefficient Of Variation of 595.59, semi deviation of 0.5241, and Risk Adjusted Performance of 0.1264 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of 0.83, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Olstein All's returns are expected to increase less than the market. However, during the bear market, the loss of holding Olstein All is expected to be smaller as well.
Auto-correlation | 0.62 |
Good predictability
Olstein All Cap has good predictability. Overlapping area represents the amount of predictability between Olstein All time series from 31st of October 2025 to 15th of December 2025 and 15th of December 2025 to 29th 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 Olstein All Cap price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current Olstein All price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.62 | |
| Spearman Rank Test | 0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
Olstein All 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.
Olstein All Cap 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 Olstein All Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Olstein All 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 Olstein All Cap 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 Olstein All Cap based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Olstein All Cap price pattern first instead of the macroeconomic environment surrounding Olstein All Cap. By analyzing Olstein All'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 Olstein All'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 Olstein All specific price patterns or momentum indicators. Please read more on our technical analysis page.
Olstein All January 29, 2026 Technical Indicators
Most technical analysis of Olstein 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 Olstein from various momentum indicators to cycle indicators. When you analyze Olstein 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 | 0.1264 | |||
| Market Risk Adjusted Performance | 0.2099 | |||
| Mean Deviation | 0.7086 | |||
| Semi Deviation | 0.5241 | |||
| Downside Deviation | 0.7737 | |||
| Coefficient Of Variation | 595.59 | |||
| Standard Deviation | 1.05 | |||
| Variance | 1.1 | |||
| Information Ratio | 0.0964 | |||
| Jensen Alpha | 0.112 | |||
| Total Risk Alpha | 0.0734 | |||
| Sortino Ratio | 0.1304 | |||
| Treynor Ratio | 0.1999 | |||
| Maximum Drawdown | 6.72 | |||
| Value At Risk | (1.13) | |||
| Potential Upside | 1.66 | |||
| Downside Variance | 0.5987 | |||
| Semi Variance | 0.2746 | |||
| Expected Short fall | (0.85) | |||
| Skewness | 1.76 | |||
| Kurtosis | 7.31 |
Olstein All January 29, 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 Olstein 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 | 0.99 | ||
| Day Median Price | 28.31 | ||
| Day Typical Price | 28.31 | ||
| Price Action Indicator | (0.08) |
Other Information on Investing in Olstein Mutual Fund
Olstein All financial ratios help investors to determine whether Olstein 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 Olstein with respect to the benefits of owning Olstein All security.
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Portfolio Comparator Compare the composition, asset allocations and performance of any two portfolios in your account |