Brunara SA (Spain) Technical Analysis
| S1013 Fund | EUR 24.36 0.06 0.25% |
As of the 11th of December 2024, Brunara SA shows the Downside Deviation of 0.5088, mean deviation of 0.3646, and Risk Adjusted Performance of 0.0893. Our technical analysis interface gives you tools to check existing technical drivers of Brunara SA SICAV, as well as the relationship between them. Please confirm Brunara SA SICAV treynor ratio and the relationship between the maximum drawdown and potential upsidetreynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside to decide if Brunara SA SICAV is priced correctly, providing market reflects its regular price of 24.36 per share.
Brunara SA Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Brunara, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to BrunaraBrunara |
Brunara SA technical 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.
Brunara SA SICAV Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. 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 Brunara SA SICAV volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Brunara SA SICAV Trend Analysis
Use this graph to draw trend lines for Brunara SA SICAV. You can use it to identify possible trend reversals for Brunara SA 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 Brunara SA price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Brunara SA Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Brunara SA SICAV applied against its price change over selected period. The best fit line has a slop of 0.01 , which means Brunara SA SICAV will continue generating value for investors. It has 122 observation points and a regression sum of squares at 3.15, which is the sum of squared deviations for the predicted Brunara SA price change compared to its average price change.About Brunara SA 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 Brunara SA SICAV 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 Brunara SA SICAV based on its technical analysis. In general, a bottom-up approach, as applied to this fund, focuses on Brunara SA SICAV price pattern first instead of the macroeconomic environment surrounding Brunara SA SICAV. By analyzing Brunara SA'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 Brunara SA'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 Brunara SA specific price patterns or momentum indicators. Please read more on our technical analysis page.
Brunara SA December 11, 2024 Technical Indicators
Most technical analysis of Brunara 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 Brunara from various momentum indicators to cycle indicators. When you analyze Brunara 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 | 0.0893 | |||
| Market Risk Adjusted Performance | 2.58 | |||
| Mean Deviation | 0.3646 | |||
| Semi Deviation | 0.3758 | |||
| Downside Deviation | 0.5088 | |||
| Coefficient Of Variation | 772.0 | |||
| Standard Deviation | 0.5052 | |||
| Variance | 0.2552 | |||
| Information Ratio | (0.12) | |||
| Jensen Alpha | 0.053 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | 2.57 | |||
| Maximum Drawdown | 3.03 | |||
| Value At Risk | (0.66) | |||
| Potential Upside | 0.7933 | |||
| Downside Variance | 0.2589 | |||
| Semi Variance | 0.1413 | |||
| Expected Short fall | (0.44) | |||
| Skewness | 0.0202 | |||
| Kurtosis | 3.19 |
Other Information on Investing in Brunara Fund
Brunara SA financial ratios help investors to determine whether Brunara 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 Brunara with respect to the benefits of owning Brunara SA security.
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