SISF BRIC (Germany) Technical Analysis
| SRVQ Fund | EUR 214.07 0.00 0.00% |
As of the 27th of November, SISF BRIC has the risk adjusted performance of 0.1097, and Coefficient Of Variation of 719.49. Our technical analysis interface makes it possible for you to check practical technical drivers of SISF BRIC AC, as well as the relationship between them. Please validate SISF BRIC AC treynor ratio and the relationship between the maximum drawdown and potential upsidetreynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside to decide if SISF BRIC is priced adequately, providing market reflects its prevalent price of 214.07 per share.
SISF BRIC Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as SISF, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SISFSISF |
SISF BRIC technical 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.
SISF BRIC AC Technical Analysis
The output start index for this execution was four with a total number of output elements of fifty-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 SISF BRIC AC volatility. High ATR values indicate high volatility, and low values indicate low volatility.
SISF BRIC AC Trend Analysis
Use this graph to draw trend lines for SISF BRIC AC. You can use it to identify possible trend reversals for SISF BRIC 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 SISF BRIC price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.SISF BRIC Best Fit Change Line
The following chart estimates an ordinary least squares regression model for SISF BRIC AC applied against its price change over selected period. The best fit line has a slop of 0.34 , which means SISF BRIC AC will continue generating value for investors. It has 122 observation points and a regression sum of squares at 4326.63, which is the sum of squared deviations for the predicted SISF BRIC price change compared to its average price change.About SISF BRIC 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 SISF BRIC AC 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 SISF BRIC AC based on its technical analysis. In general, a bottom-up approach, as applied to this fund, focuses on SISF BRIC AC price pattern first instead of the macroeconomic environment surrounding SISF BRIC AC. By analyzing SISF BRIC'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 SISF BRIC'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 SISF BRIC specific price patterns or momentum indicators. Please read more on our technical analysis page.
SISF BRIC November 27, 2024 Technical Indicators
Most technical analysis of SISF 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 SISF from various momentum indicators to cycle indicators. When you analyze SISF 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 | 0.1097 | |||
| Market Risk Adjusted Performance | (1.26) | |||
| Mean Deviation | 0.9263 | |||
| Semi Deviation | 0.9064 | |||
| Downside Deviation | 1.08 | |||
| Coefficient Of Variation | 719.49 | |||
| Standard Deviation | 1.17 | |||
| Variance | 1.38 | |||
| Information Ratio | 0.028 | |||
| Jensen Alpha | 0.1678 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0305 | |||
| Treynor Ratio | (1.27) | |||
| Maximum Drawdown | 5.57 | |||
| Value At Risk | (1.85) | |||
| Potential Upside | 2.18 | |||
| Downside Variance | 1.16 | |||
| Semi Variance | 0.8216 | |||
| Expected Short fall | (1.03) | |||
| Skewness | 0.155 | |||
| Kurtosis | 0.0622 |
Other Information on Investing in SISF Fund
SISF BRIC financial ratios help investors to determine whether SISF 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 SISF with respect to the benefits of owning SISF BRIC security.
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