Aspiriant Risk Managed Equity Fund Technical Analysis
| RMEAX Fund | USD 17.09 0.07 0.41% |
As of the 13th of December 2024, Aspiriant Risk shows the Mean Deviation of 0.3617, downside deviation of 0.4574, and Risk Adjusted Performance of 0.0912. In respect to fundamental indicators, the technical analysis model gives you tools to check existing technical drivers of Aspiriant Risk, as well as the relationship between them.
Aspiriant Risk Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Aspiriant, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AspiriantAspiriant |
Aspiriant Risk 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.
Aspiriant Risk Managed Technical Analysis
The output start index for this execution was fourteen with a total number of output elements of fourty-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 Aspiriant Risk Managed volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Aspiriant Risk Managed Trend Analysis
Use this graph to draw trend lines for Aspiriant Risk Managed Equity. You can use it to identify possible trend reversals for Aspiriant Risk 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 Aspiriant Risk price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Aspiriant Risk Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Aspiriant Risk Managed Equity applied against its price change over selected period. The best fit line has a slop of 0 , which means Aspiriant Risk Managed Equity will continue generating value for investors. It has 122 observation points and a regression sum of squares at 0.24, which is the sum of squared deviations for the predicted Aspiriant Risk price change compared to its average price change.About Aspiriant Risk 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 Aspiriant Risk Managed Equity 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 Aspiriant Risk Managed Equity based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Aspiriant Risk Managed price pattern first instead of the macroeconomic environment surrounding Aspiriant Risk Managed. By analyzing Aspiriant Risk'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 Aspiriant Risk'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 Aspiriant Risk specific price patterns or momentum indicators. Please read more on our technical analysis page.
Aspiriant Risk December 13, 2024 Technical Indicators
Most technical analysis of Aspiriant 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 Aspiriant from various momentum indicators to cycle indicators. When you analyze Aspiriant 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 | 0.0912 | |||
| Market Risk Adjusted Performance | 1.21 | |||
| Mean Deviation | 0.3617 | |||
| Semi Deviation | 0.2965 | |||
| Downside Deviation | 0.4574 | |||
| Coefficient Of Variation | 749.58 | |||
| Standard Deviation | 0.4622 | |||
| Variance | 0.2137 | |||
| Information Ratio | (0.11) | |||
| Jensen Alpha | 0.0473 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | 1.2 | |||
| Maximum Drawdown | 2.31 | |||
| Value At Risk | (0.59) | |||
| Potential Upside | 0.7784 | |||
| Downside Variance | 0.2092 | |||
| Semi Variance | 0.0879 | |||
| Expected Short fall | (0.45) | |||
| Skewness | 0.034 | |||
| Kurtosis | 0.3349 |
Other Information on Investing in Aspiriant Mutual Fund
Aspiriant Risk financial ratios help investors to determine whether Aspiriant 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 Aspiriant with respect to the benefits of owning Aspiriant Risk security.
| Volatility Analysis Get historical volatility and risk analysis based on latest market data | |
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum |