Moderate Balanced Allocation Fund Technical Analysis
| SBMIX Fund | USD 12.17 0.05 0.41% |
As of the 6th of February, Moderate Balanced secures the Mean Deviation of 0.5274, risk adjusted performance of 0.0917, and Downside Deviation of 0.5673. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Moderate Balanced, as well as the relationship between them.
Moderate Balanced Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Moderate, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ModerateModerate |
Moderate Balanced '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 Moderate Balanced'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 Moderate Balanced.
| 11/08/2025 |
| 02/06/2026 |
If you would invest 0.00 in Moderate Balanced on November 8, 2025 and sell it all today you would earn a total of 0.00 from holding Moderate Balanced Allocation or generate 0.0% return on investment in Moderate Balanced over 90 days. Moderate Balanced is related to or competes with Vanguard Lifestrategy, Ab Bond, Artisan Emerging, and Angel Oak. The Portfolios main investment strategy is to invest in other Saratoga Advantage Trust mutual funds andor unaffiliated r... More
Moderate Balanced 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 Moderate Balanced'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 Moderate Balanced Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5673 | |||
| Information Ratio | 0.0778 | |||
| Maximum Drawdown | 9.46 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 0.9009 |
Moderate Balanced Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moderate Balanced's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moderate Balanced's standard deviation. In reality, there are many statistical measures that can use Moderate Balanced historical prices to predict the future Moderate Balanced's volatility.| Risk Adjusted Performance | 0.0917 | |||
| Jensen Alpha | 0.0966 | |||
| Total Risk Alpha | 0.0704 | |||
| Sortino Ratio | 0.1557 | |||
| Treynor Ratio | 0.1616 |
Moderate Balanced February 6, 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 | 0.0917 | |||
| Market Risk Adjusted Performance | 0.1716 | |||
| Mean Deviation | 0.5274 | |||
| Semi Deviation | 0.3186 | |||
| Downside Deviation | 0.5673 | |||
| Coefficient Of Variation | 851.5 | |||
| Standard Deviation | 1.14 | |||
| Variance | 1.29 | |||
| Information Ratio | 0.0778 | |||
| Jensen Alpha | 0.0966 | |||
| Total Risk Alpha | 0.0704 | |||
| Sortino Ratio | 0.1557 | |||
| Treynor Ratio | 0.1616 | |||
| Maximum Drawdown | 9.46 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 0.9009 | |||
| Downside Variance | 0.3218 | |||
| Semi Variance | 0.1015 | |||
| Expected Short fall | (0.63) | |||
| Skewness | 5.68 | |||
| Kurtosis | 40.92 |
Moderate Balanced Backtested Returns
At this stage we consider Moderate Mutual Fund to be very steady. Moderate Balanced has Sharpe Ratio of 0.12, which conveys that the entity had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Moderate Balanced, which you can use to evaluate the volatility of the fund. Please verify Moderate Balanced's Mean Deviation of 0.5274, downside deviation of 0.5673, and Risk Adjusted Performance of 0.0917 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. The fund secures a Beta (Market Risk) of 0.76, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Moderate Balanced's returns are expected to increase less than the market. However, during the bear market, the loss of holding Moderate Balanced is expected to be smaller as well.
Auto-correlation | 0.12 |
Insignificant predictability
Moderate Balanced Allocation has insignificant predictability. Overlapping area represents the amount of predictability between Moderate Balanced time series from 8th of November 2025 to 23rd of December 2025 and 23rd of December 2025 to 6th 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 Moderate Balanced price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Moderate Balanced price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Moderate Balanced 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.
Moderate Balanced Technical Analysis
The output start index for this execution was fifty with a total number of output elements of eleven. 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 Moderate Balanced volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Moderate Balanced 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 Moderate Balanced Allocation 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 Moderate Balanced Allocation based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Moderate Balanced price pattern first instead of the macroeconomic environment surrounding Moderate Balanced. By analyzing Moderate Balanced'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 Moderate Balanced'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 Moderate Balanced specific price patterns or momentum indicators. Please read more on our technical analysis page.
Moderate Balanced February 6, 2026 Technical Indicators
Most technical analysis of Moderate 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 Moderate from various momentum indicators to cycle indicators. When you analyze Moderate 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 | 0.0917 | |||
| Market Risk Adjusted Performance | 0.1716 | |||
| Mean Deviation | 0.5274 | |||
| Semi Deviation | 0.3186 | |||
| Downside Deviation | 0.5673 | |||
| Coefficient Of Variation | 851.5 | |||
| Standard Deviation | 1.14 | |||
| Variance | 1.29 | |||
| Information Ratio | 0.0778 | |||
| Jensen Alpha | 0.0966 | |||
| Total Risk Alpha | 0.0704 | |||
| Sortino Ratio | 0.1557 | |||
| Treynor Ratio | 0.1616 | |||
| Maximum Drawdown | 9.46 | |||
| Value At Risk | (0.90) | |||
| Potential Upside | 0.9009 | |||
| Downside Variance | 0.3218 | |||
| Semi Variance | 0.1015 | |||
| Expected Short fall | (0.63) | |||
| Skewness | 5.68 | |||
| Kurtosis | 40.92 |
Moderate Balanced February 6, 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 Moderate 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 | 1.00 | ||
| Day Median Price | 12.17 | ||
| Day Typical Price | 12.17 | ||
| Price Action Indicator | (0.03) |
Other Information on Investing in Moderate Mutual Fund
Moderate Balanced financial ratios help investors to determine whether Moderate 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 Moderate with respect to the benefits of owning Moderate Balanced security.
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