Pzena Emerging Markets Fund Technical Analysis
| PZIEX Fund | USD 13.02 0.16 1.21% |
As of the 1st of December, Pzena Emerging holds the Risk Adjusted Performance of 0.0078, coefficient of variation of 15640.71, and Semi Deviation of 1.0. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Pzena Emerging, as well as the relationship between them.
Pzena Emerging Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Pzena, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to PzenaPzena |
Pzena Emerging 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.
Pzena Emerging Markets Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. 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 Pzena Emerging Markets volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Pzena Emerging Markets Trend Analysis
Use this graph to draw trend lines for Pzena Emerging Markets. You can use it to identify possible trend reversals for Pzena Emerging 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 Pzena Emerging price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Pzena Emerging Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Pzena Emerging Markets applied against its price change over selected period. The best fit line has a slop of 0.0003 , which may suggest that Pzena Emerging Markets market price will keep on failing further. It has 122 observation points and a regression sum of squares at 0.0, which is the sum of squared deviations for the predicted Pzena Emerging price change compared to its average price change.About Pzena Emerging 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 Pzena Emerging Markets 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 Pzena Emerging Markets based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Pzena Emerging Markets price pattern first instead of the macroeconomic environment surrounding Pzena Emerging Markets. By analyzing Pzena Emerging'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 Pzena Emerging'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 Pzena Emerging specific price patterns or momentum indicators. Please read more on our technical analysis page.
Pzena Emerging December 1, 2024 Technical Indicators
Most technical analysis of Pzena 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 Pzena from various momentum indicators to cycle indicators. When you analyze Pzena 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 | 0.0078 | |||
| Market Risk Adjusted Performance | (0.01) | |||
| Mean Deviation | 0.773 | |||
| Semi Deviation | 1.0 | |||
| Downside Deviation | 1.04 | |||
| Coefficient Of Variation | 15640.71 | |||
| Standard Deviation | 1.08 | |||
| Variance | 1.16 | |||
| Information Ratio | (0.12) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | (0.02) | |||
| Maximum Drawdown | 7.04 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 1.74 | |||
| Downside Variance | 1.07 | |||
| Semi Variance | 1.01 | |||
| Expected Short fall | (0.89) | |||
| Skewness | (0.11) | |||
| Kurtosis | 2.68 |
Other Information on Investing in Pzena Mutual Fund
Pzena Emerging financial ratios help investors to determine whether Pzena 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 Pzena with respect to the benefits of owning Pzena Emerging security.
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