Sierra Tactical Bond Fund Technical Analysis
| STBDX Fund | USD 26.45 0.03 0.11% |
As of the 27th of November, Sierra Tactical has the Coefficient Of Variation of 817.18, risk adjusted performance of 0.0561, and Semi Deviation of 0.0224. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Sierra Tactical Bond, as well as the relationship between them.
Sierra Tactical Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Sierra, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SierraSierra |
Sierra Tactical 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.
Sierra Tactical Bond Technical Analysis
The output start index for this execution was fourteen with a total number of output elements of fourty-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 Sierra Tactical Bond volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Sierra Tactical Bond Trend Analysis
Use this graph to draw trend lines for Sierra Tactical Bond. You can use it to identify possible trend reversals for Sierra Tactical 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 Sierra Tactical price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Sierra Tactical Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Sierra Tactical Bond applied against its price change over selected period. The best fit line has a slop of 0 , which means Sierra Tactical Bond will continue generating value for investors. It has 122 observation points and a regression sum of squares at 0.2, which is the sum of squared deviations for the predicted Sierra Tactical price change compared to its average price change.About Sierra Tactical 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 Sierra Tactical Bond 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 Sierra Tactical Bond based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Sierra Tactical Bond price pattern first instead of the macroeconomic environment surrounding Sierra Tactical Bond. By analyzing Sierra Tactical'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 Sierra Tactical'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 Sierra Tactical specific price patterns or momentum indicators. Please read more on our technical analysis page.
Sierra Tactical November 27, 2024 Technical Indicators
Most technical analysis of Sierra 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 Sierra from various momentum indicators to cycle indicators. When you analyze Sierra 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 | 0.0561 | |||
| Market Risk Adjusted Performance | 0.1004 | |||
| Mean Deviation | 0.1193 | |||
| Semi Deviation | 0.0224 | |||
| Downside Deviation | 0.196 | |||
| Coefficient Of Variation | 817.18 | |||
| Standard Deviation | 0.1613 | |||
| Variance | 0.026 | |||
| Information Ratio | (0.69) | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.56) | |||
| Treynor Ratio | 0.0904 | |||
| Maximum Drawdown | 0.8359 | |||
| Value At Risk | (0.27) | |||
| Potential Upside | 0.268 | |||
| Downside Variance | 0.0384 | |||
| Semi Variance | 5.0E-4 | |||
| Expected Short fall | (0.16) | |||
| Skewness | (0.39) | |||
| Kurtosis | 0.7738 |
Other Information on Investing in Sierra Mutual Fund
Sierra Tactical financial ratios help investors to determine whether Sierra 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 Sierra with respect to the benefits of owning Sierra Tactical security.
| USA ETFs Find actively traded Exchange Traded Funds (ETF) in USA | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk |