Spectrum Fund Institutional Fund Technical Analysis
| SRUIX Fund | USD 15.36 0.09 0.59% |
As of the 30th of November, Spectrum Fund has the Risk Adjusted Performance of 0.0752, semi deviation of 0.6311, and Coefficient Of Variation of 1016.97. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Spectrum Fund Instit, as well as the relationship between them.
Spectrum Fund Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Spectrum, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SpectrumSpectrum |
Spectrum Fund 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.
Spectrum Fund Instit 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 Spectrum Fund Instit volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Spectrum Fund Instit Trend Analysis
Use this graph to draw trend lines for Spectrum Fund Institutional. You can use it to identify possible trend reversals for Spectrum Fund 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 Spectrum Fund price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Spectrum Fund Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Spectrum Fund Institutional applied against its price change over selected period. The best fit line has a slop of 0.01 , which means Spectrum Fund Institutional will continue generating value for investors. It has 122 observation points and a regression sum of squares at 5.84, which is the sum of squared deviations for the predicted Spectrum Fund price change compared to its average price change.About Spectrum Fund 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 Spectrum Fund Institutional 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 Spectrum Fund Institutional based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Spectrum Fund Instit price pattern first instead of the macroeconomic environment surrounding Spectrum Fund Instit. By analyzing Spectrum Fund'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 Spectrum Fund'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 Spectrum Fund specific price patterns or momentum indicators. Please read more on our technical analysis page.
Spectrum Fund November 30, 2024 Technical Indicators
Most technical analysis of Spectrum 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 Spectrum from various momentum indicators to cycle indicators. When you analyze Spectrum 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 | 0.0752 | |||
| Market Risk Adjusted Performance | 0.0845 | |||
| Mean Deviation | 0.5688 | |||
| Semi Deviation | 0.6311 | |||
| Downside Deviation | 0.7471 | |||
| Coefficient Of Variation | 1016.97 | |||
| Standard Deviation | 0.7697 | |||
| Variance | 0.5924 | |||
| Information Ratio | (0.08) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0745 | |||
| Maximum Drawdown | 3.81 | |||
| Value At Risk | (1.12) | |||
| Potential Upside | 0.9669 | |||
| Downside Variance | 0.5581 | |||
| Semi Variance | 0.3983 | |||
| Expected Short fall | (0.66) | |||
| Skewness | 0.1292 | |||
| Kurtosis | 2.2 |
Other Information on Investing in Spectrum Mutual Fund
Spectrum Fund financial ratios help investors to determine whether Spectrum 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 Spectrum with respect to the benefits of owning Spectrum Fund security.
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