Sa Mkt Fd Fund Technical Analysis
| SAMKX Fund | USD 37.49 0.20 0.54% |
As of the 1st of December, Sa Us owns the Risk Adjusted Performance of 0.1177, downside deviation of 0.8161, and Mean Deviation of 0.5535. In respect to fundamental indicators, the technical analysis model makes it possible for you to check possible technical drivers of Sa Mkt Fd, as well as the relationship between them.
Sa Us Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as SAMKX, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SAMKXSAMKX |
Sa Us 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.
Sa Mkt Fd Technical Analysis
The output start index for this execution was ten with a total number of output elements of fifty-one. 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 Sa Mkt Fd volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Sa Mkt Fd Trend Analysis
Use this graph to draw trend lines for Sa Mkt Fd. You can use it to identify possible trend reversals for Sa Us 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 Sa Us price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Sa Us Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Sa Mkt Fd applied against its price change over selected period. The best fit line has a slop of 0.05 , which means Sa Mkt Fd will continue generating value for investors. It has 122 observation points and a regression sum of squares at 79.31, which is the sum of squared deviations for the predicted Sa Us price change compared to its average price change.About Sa Us 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 Sa Mkt Fd 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 Sa Mkt Fd based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Sa Mkt Fd price pattern first instead of the macroeconomic environment surrounding Sa Mkt Fd. By analyzing Sa Us'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 Sa Us'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 Sa Us specific price patterns or momentum indicators. Please read more on our technical analysis page.
Sa Us December 1, 2024 Technical Indicators
Most technical analysis of SAMKX 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 SAMKX from various momentum indicators to cycle indicators. When you analyze SAMKX 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 | 0.1177 | |||
| Market Risk Adjusted Performance | 0.1352 | |||
| Mean Deviation | 0.5535 | |||
| Semi Deviation | 0.632 | |||
| Downside Deviation | 0.8161 | |||
| Coefficient Of Variation | 649.5 | |||
| Standard Deviation | 0.7661 | |||
| Variance | 0.5869 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.1252 | |||
| Maximum Drawdown | 4.1 | |||
| Value At Risk | (1.46) | |||
| Potential Upside | 1.07 | |||
| Downside Variance | 0.666 | |||
| Semi Variance | 0.3995 | |||
| Expected Short fall | (0.59) | |||
| Skewness | (0.20) | |||
| Kurtosis | 2.2 |
Other Information on Investing in SAMKX Mutual Fund
Sa Us financial ratios help investors to determine whether SAMKX 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 SAMKX with respect to the benefits of owning Sa Us security.
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets |