Source Markets (Germany) Technical Analysis
| SC0Z Etf | EUR 388.65 4.70 1.19% |
As of the 7th of February, Source Markets has the Semi Deviation of 0.4281, risk adjusted performance of 0.1935, and Coefficient Of Variation of 413.41. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Source Markets plc, as well as the relationship between them. Please validate Source Markets plc treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside to decide if Source Markets is priced more or less accurately, providing market reflects its prevalent price of 388.65 per share.
Source Markets Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Source, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SourceSource |
Source Markets '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 Source Markets' etf 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 Source Markets.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in Source Markets on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding Source Markets plc or generate 0.0% return on investment in Source Markets over 90 days. Source Markets is related to or competes with SPDR SP, SSgA SPDR, Vanguard LifeStrategy, Lyxor 1, Lyxor 1, Xtrackers LevDAX, and Xtrackers ShortDAX. Source Markets is entity of Germany. It is traded as Etf on F exchange. More
Source Markets 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 Source Markets' etf 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 Source Markets plc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6923 | |||
| Information Ratio | 0.1154 | |||
| Maximum Drawdown | 3.02 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.32 |
Source Markets Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Source Markets' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Source Markets' standard deviation. In reality, there are many statistical measures that can use Source Markets historical prices to predict the future Source Markets' volatility.| Risk Adjusted Performance | 0.1935 | |||
| Jensen Alpha | 0.1752 | |||
| Total Risk Alpha | 0.0914 | |||
| Sortino Ratio | 0.1182 | |||
| Treynor Ratio | (0.94) |
Source Markets February 7, 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 | 0.1935 | |||
| Market Risk Adjusted Performance | (0.93) | |||
| Mean Deviation | 0.5619 | |||
| Semi Deviation | 0.4281 | |||
| Downside Deviation | 0.6923 | |||
| Coefficient Of Variation | 413.41 | |||
| Standard Deviation | 0.7091 | |||
| Variance | 0.5029 | |||
| Information Ratio | 0.1154 | |||
| Jensen Alpha | 0.1752 | |||
| Total Risk Alpha | 0.0914 | |||
| Sortino Ratio | 0.1182 | |||
| Treynor Ratio | (0.94) | |||
| Maximum Drawdown | 3.02 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.32 | |||
| Downside Variance | 0.4793 | |||
| Semi Variance | 0.1832 | |||
| Expected Short fall | (0.63) | |||
| Skewness | (0.21) | |||
| Kurtosis | (0.16) |
Source Markets plc Backtested Returns
At this point, Source Markets is very steady. Source Markets plc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the etf had a 0.23 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Source Markets plc, which you can use to evaluate the volatility of the etf. Please validate Source Markets' Risk Adjusted Performance of 0.1935, semi deviation of 0.4281, and Coefficient Of Variation of 413.41 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. The entity has a beta of -0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Source Markets are expected to decrease at a much lower rate. During the bear market, Source Markets is likely to outperform the market.
Auto-correlation | -0.42 |
Modest reverse predictability
Source Markets plc has modest reverse predictability. Overlapping area represents the amount of predictability between Source Markets time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th 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 Source Markets plc price movement. The serial correlation of -0.42 indicates that just about 42.0% of current Source Markets price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.42 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 105.86 |
Source Markets technical etf 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, etf market cycles, or different charting patterns.
Source Markets plc 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 Source Markets plc volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Source Markets 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 Source Markets plc 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 Source Markets plc based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Source Markets plc price pattern first instead of the macroeconomic environment surrounding Source Markets plc. By analyzing Source Markets'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 Source Markets'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 Source Markets specific price patterns or momentum indicators. Please read more on our technical analysis page.
Source Markets February 7, 2026 Technical Indicators
Most technical analysis of Source 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 Source from various momentum indicators to cycle indicators. When you analyze Source 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 | 0.1935 | |||
| Market Risk Adjusted Performance | (0.93) | |||
| Mean Deviation | 0.5619 | |||
| Semi Deviation | 0.4281 | |||
| Downside Deviation | 0.6923 | |||
| Coefficient Of Variation | 413.41 | |||
| Standard Deviation | 0.7091 | |||
| Variance | 0.5029 | |||
| Information Ratio | 0.1154 | |||
| Jensen Alpha | 0.1752 | |||
| Total Risk Alpha | 0.0914 | |||
| Sortino Ratio | 0.1182 | |||
| Treynor Ratio | (0.94) | |||
| Maximum Drawdown | 3.02 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.32 | |||
| Downside Variance | 0.4793 | |||
| Semi Variance | 0.1832 | |||
| Expected Short fall | (0.63) | |||
| Skewness | (0.21) | |||
| Kurtosis | (0.16) |
Source Markets February 7, 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 Source 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 | (2.76) | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 389.50 | ||
| Day Typical Price | 389.22 | ||
| Price Action Indicator | (3.20) | ||
| Market Facilitation Index | 1.70 |
Other Information on Investing in Source Etf
Source Markets financial ratios help investors to determine whether Source Etf 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 Source with respect to the benefits of owning Source Markets security.