Picton Mahoney Fortified Etf Technical Analysis
| PFMS Etf | CAD 15.63 0.35 2.19% |
As of the 1st of February, Picton Mahoney holds the Coefficient Of Variation of 703.28, risk adjusted performance of 0.1043, and Semi Deviation of 0.7846. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Picton Mahoney, as well as the relationship between them.
Picton Mahoney Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Picton, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to PictonPicton |
Picton Mahoney '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 Picton Mahoney'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 Picton Mahoney.
| 11/03/2025 |
| 02/01/2026 |
If you would invest 0.00 in Picton Mahoney on November 3, 2025 and sell it all today you would earn a total of 0.00 from holding Picton Mahoney Fortified or generate 0.0% return on investment in Picton Mahoney over 90 days. Picton Mahoney is related to or competes with Accelerate Absolute, Purpose Multi, First Trust, Harvest Eli, First Asset, IShares Short, and Brompton Global. The investment objective of the Picton Mahoney Fortified Multi-Strategy Alternative Fund is to provide consistent long-t... More
Picton Mahoney 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 Picton Mahoney'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 Picton Mahoney Fortified upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9264 | |||
| Information Ratio | 0.089 | |||
| Maximum Drawdown | 4.59 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.21 |
Picton Mahoney Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Picton Mahoney's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Picton Mahoney's standard deviation. In reality, there are many statistical measures that can use Picton Mahoney historical prices to predict the future Picton Mahoney's volatility.| Risk Adjusted Performance | 0.1043 | |||
| Jensen Alpha | 0.1113 | |||
| Total Risk Alpha | 0.0693 | |||
| Sortino Ratio | 0.0812 | |||
| Treynor Ratio | (3.46) |
Picton Mahoney 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 | 0.1043 | |||
| Market Risk Adjusted Performance | (3.45) | |||
| Mean Deviation | 0.6232 | |||
| Semi Deviation | 0.7846 | |||
| Downside Deviation | 0.9264 | |||
| Coefficient Of Variation | 703.28 | |||
| Standard Deviation | 0.845 | |||
| Variance | 0.714 | |||
| Information Ratio | 0.089 | |||
| Jensen Alpha | 0.1113 | |||
| Total Risk Alpha | 0.0693 | |||
| Sortino Ratio | 0.0812 | |||
| Treynor Ratio | (3.46) | |||
| Maximum Drawdown | 4.59 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.21 | |||
| Downside Variance | 0.8581 | |||
| Semi Variance | 0.6156 | |||
| Expected Short fall | (0.67) | |||
| Skewness | (0.17) | |||
| Kurtosis | 1.37 |
Picton Mahoney Fortified Backtested Returns
As of now, Picton Etf is very steady. Picton Mahoney Fortified maintains Sharpe Ratio (i.e., Efficiency) of 0.14, which implies the entity had a 0.14 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Picton Mahoney Fortified, which you can use to evaluate the volatility of the etf. Please check Picton Mahoney's Coefficient Of Variation of 703.28, risk adjusted performance of 0.1043, and Semi Deviation of 0.7846 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The etf holds a Beta of -0.0318, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Picton Mahoney are expected to decrease at a much lower rate. During the bear market, Picton Mahoney is likely to outperform the market.
Auto-correlation | -0.04 |
Very weak reverse predictability
Picton Mahoney Fortified has very weak reverse predictability. Overlapping area represents the amount of predictability between Picton Mahoney 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 Picton Mahoney Fortified price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Picton Mahoney price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | 0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Picton Mahoney 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.
Picton Mahoney Fortified 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 Picton Mahoney Fortified volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Picton Mahoney 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 Picton Mahoney Fortified 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 Picton Mahoney Fortified based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Picton Mahoney Fortified price pattern first instead of the macroeconomic environment surrounding Picton Mahoney Fortified. By analyzing Picton Mahoney'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 Picton Mahoney'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 Picton Mahoney specific price patterns or momentum indicators. Please read more on our technical analysis page.
Picton Mahoney February 1, 2026 Technical Indicators
Most technical analysis of Picton 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 Picton from various momentum indicators to cycle indicators. When you analyze Picton 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 | 0.1043 | |||
| Market Risk Adjusted Performance | (3.45) | |||
| Mean Deviation | 0.6232 | |||
| Semi Deviation | 0.7846 | |||
| Downside Deviation | 0.9264 | |||
| Coefficient Of Variation | 703.28 | |||
| Standard Deviation | 0.845 | |||
| Variance | 0.714 | |||
| Information Ratio | 0.089 | |||
| Jensen Alpha | 0.1113 | |||
| Total Risk Alpha | 0.0693 | |||
| Sortino Ratio | 0.0812 | |||
| Treynor Ratio | (3.46) | |||
| Maximum Drawdown | 4.59 | |||
| Value At Risk | (1.47) | |||
| Potential Upside | 1.21 | |||
| Downside Variance | 0.8581 | |||
| Semi Variance | 0.6156 | |||
| Expected Short fall | (0.67) | |||
| Skewness | (0.17) | |||
| Kurtosis | 1.37 |
Picton Mahoney 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 Picton 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 | 0.02 | ||
| Daily Balance Of Power | (1.00) | ||
| Rate Of Daily Change | 0.98 | ||
| Day Median Price | 15.80 | ||
| Day Typical Price | 15.74 | ||
| Price Action Indicator | (0.34) | ||
| Market Facilitation Index | 0.35 |
Other Information on Investing in Picton Etf
Picton Mahoney financial ratios help investors to determine whether Picton 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 Picton with respect to the benefits of owning Picton Mahoney security.