Multifactor Equity Fund Technical Analysis
| RTDCX Fund | USD 13.49 0.27 2.04% |
As of the 8th of February, Multifactor secures the Coefficient Of Variation of 764.4, mean deviation of 1.54, and Risk Adjusted Performance of 0.1141. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Multifactor Equity, as well as the relationship between them.
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 Multifactor, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to MultifactorMultifactor |
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 Multifactor'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 Multifactor.
| 11/10/2025 |
| 02/08/2026 |
If you would invest 0.00 in Multifactor on November 10, 2025 and sell it all today you would earn a total of 0.00 from holding Multifactor Equity Fund or generate 0.0% return on investment in Multifactor over 90 days. Multifactor is related to or competes with Pace High, California High-yield, Ab High, Ab Global, Intal High, Pace High, and Calvert High. The fund has a non-fundamental policy to invest, under normal circumstances, at least 80 percent of the value of its net... More
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 Multifactor'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 Multifactor Equity Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8019 | |||
| Information Ratio | 0.1157 | |||
| Maximum Drawdown | 49.71 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.4 |
Multifactor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Multifactor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Multifactor's standard deviation. In reality, there are many statistical measures that can use Multifactor historical prices to predict the future Multifactor's volatility.| Risk Adjusted Performance | 0.1141 | |||
| Jensen Alpha | 0.7554 | |||
| Total Risk Alpha | 0.1794 | |||
| Sortino Ratio | 0.8553 | |||
| Treynor Ratio | 5.99 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Multifactor's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Multifactor February 8, 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 | 0.1141 | |||
| Market Risk Adjusted Performance | 6.0 | |||
| Mean Deviation | 1.54 | |||
| Downside Deviation | 0.8019 | |||
| Coefficient Of Variation | 764.4 | |||
| Standard Deviation | 5.93 | |||
| Variance | 35.15 | |||
| Information Ratio | 0.1157 | |||
| Jensen Alpha | 0.7554 | |||
| Total Risk Alpha | 0.1794 | |||
| Sortino Ratio | 0.8553 | |||
| Treynor Ratio | 5.99 | |||
| Maximum Drawdown | 49.71 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.4 | |||
| Downside Variance | 0.643 | |||
| Semi Variance | (0.41) | |||
| Expected Short fall | (1.88) | |||
| Skewness | 7.93 | |||
| Kurtosis | 63.92 |
Multifactor Equity Backtested Returns
Multifactor appears to be slightly risky, given 3 months investment horizon. Multifactor Equity has Sharpe Ratio of 0.14, which conveys that the entity had a 0.14 % return per unit of risk over the last 3 months. By analyzing Multifactor's technical indicators, you can evaluate if the expected return of 0.83% is justified by implied risk. Please exercise Multifactor's Risk Adjusted Performance of 0.1141, mean deviation of 1.54, and Coefficient Of Variation of 764.4 to check out if our risk estimates are consistent with your expectations. The fund secures a Beta (Market Risk) of 0.13, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Multifactor's returns are expected to increase less than the market. However, during the bear market, the loss of holding Multifactor is expected to be smaller as well.
Auto-correlation | -0.08 |
Very weak reverse predictability
Multifactor Equity Fund has very weak reverse predictability. Overlapping area represents the amount of predictability between Multifactor time series from 10th of November 2025 to 25th of December 2025 and 25th of December 2025 to 8th 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 Multifactor Equity price movement. The serial correlation of -0.08 indicates that barely 8.0% of current Multifactor price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.08 | |
| Spearman Rank Test | 0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Multifactor 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.
Multifactor Equity 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 Multifactor Equity volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About 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 Multifactor Equity Fund 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 Multifactor Equity Fund based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Multifactor Equity price pattern first instead of the macroeconomic environment surrounding Multifactor Equity. By analyzing 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 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 Multifactor specific price patterns or momentum indicators. Please read more on our technical analysis page.
Multifactor February 8, 2026 Technical Indicators
Most technical analysis of Multifactor 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 Multifactor from various momentum indicators to cycle indicators. When you analyze Multifactor 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 | 0.1141 | |||
| Market Risk Adjusted Performance | 6.0 | |||
| Mean Deviation | 1.54 | |||
| Downside Deviation | 0.8019 | |||
| Coefficient Of Variation | 764.4 | |||
| Standard Deviation | 5.93 | |||
| Variance | 35.15 | |||
| Information Ratio | 0.1157 | |||
| Jensen Alpha | 0.7554 | |||
| Total Risk Alpha | 0.1794 | |||
| Sortino Ratio | 0.8553 | |||
| Treynor Ratio | 5.99 | |||
| Maximum Drawdown | 49.71 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.4 | |||
| Downside Variance | 0.643 | |||
| Semi Variance | (0.41) | |||
| Expected Short fall | (1.88) | |||
| Skewness | 7.93 | |||
| Kurtosis | 63.92 |
Multifactor Equity One Year Return
Based on the recorded statements, Multifactor Equity Fund has an One Year Return of 13.107%. This is 1718.15% lower than that of the Russell family and significantly higher than that of the Large Blend category. The one year return for all United States funds is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Multifactor February 8, 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 Multifactor 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 | 1.02 | ||
| Day Median Price | 13.49 | ||
| Day Typical Price | 13.49 | ||
| Price Action Indicator | 0.13 |
Other Information on Investing in Multifactor Mutual Fund
Multifactor financial ratios help investors to determine whether Multifactor 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 Multifactor with respect to the benefits of owning Multifactor security.
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