Salient Alternative Beta Fund Technical Analysis
| SABCX Fund | USD 12.31 0.07 0.57% |
As of the 27th of November, Salient Alternative has the Risk Adjusted Performance of 0.1154, semi deviation of 0.4783, and Coefficient Of Variation of 649.69. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Salient Alternative Beta, as well as the relationship between them.
Salient Alternative Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Salient, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SalientSalient |
Salient Alternative 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.
Salient Alternative Beta 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 Salient Alternative Beta volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Salient Alternative Beta Trend Analysis
Use this graph to draw trend lines for Salient Alternative Beta. You can use it to identify possible trend reversals for Salient Alternative 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 Salient Alternative price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Salient Alternative Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Salient Alternative Beta applied against its price change over selected period. The best fit line has a slop of 0.01 , which means Salient Alternative Beta will continue generating value for investors. It has 122 observation points and a regression sum of squares at 5.89, which is the sum of squared deviations for the predicted Salient Alternative price change compared to its average price change.About Salient Alternative 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 Salient Alternative Beta 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 Salient Alternative Beta based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Salient Alternative Beta price pattern first instead of the macroeconomic environment surrounding Salient Alternative Beta. By analyzing Salient Alternative'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 Salient Alternative'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 Salient Alternative specific price patterns or momentum indicators. Please read more on our technical analysis page.
Salient Alternative November 27, 2024 Technical Indicators
Most technical analysis of Salient 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 Salient from various momentum indicators to cycle indicators. When you analyze Salient 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 | 0.1154 | |||
| Market Risk Adjusted Performance | 0.1389 | |||
| Mean Deviation | 0.4825 | |||
| Semi Deviation | 0.4783 | |||
| Downside Deviation | 0.64 | |||
| Coefficient Of Variation | 649.69 | |||
| Standard Deviation | 0.6254 | |||
| Variance | 0.3912 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | 0.0057 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.1289 | |||
| Maximum Drawdown | 2.92 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 0.9121 | |||
| Downside Variance | 0.4097 | |||
| Semi Variance | 0.2287 | |||
| Expected Short fall | (0.54) | |||
| Skewness | (0.06) | |||
| Kurtosis | 1.03 |
Other Information on Investing in Salient Mutual Fund
Salient Alternative financial ratios help investors to determine whether Salient 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 Salient with respect to the benefits of owning Salient Alternative security.
| Top Crypto Exchanges Search and analyze digital assets across top global cryptocurrency exchanges | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation |