Ab Sustainable Thematic Fund Technical Analysis
| SUTAX Fund | USD 20.43 0.06 0.29% |
As of the 29th of November, Ab Sustainable owns the Standard Deviation of 0.7913, market risk adjusted performance of 0.0163, and Coefficient Of Variation of 5271.42. Concerning fundamental indicators, the technical analysis model gives you tools to check potential technical drivers of Ab Sustainable Thematic, as well as the relationship between them.
Ab Sustainable Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as SUTAX, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SUTAXSUTAX |
Ab Sustainable 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.
Ab Sustainable Thematic Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-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 Ab Sustainable Thematic volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Ab Sustainable Thematic Trend Analysis
Use this graph to draw trend lines for Ab Sustainable Thematic. You can use it to identify possible trend reversals for Ab Sustainable 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 Ab Sustainable price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Ab Sustainable Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Ab Sustainable Thematic applied against its price change over selected period. The best fit line has a slop of 0 , which means Ab Sustainable Thematic will continue generating value for investors. It has 122 observation points and a regression sum of squares at 0.28, which is the sum of squared deviations for the predicted Ab Sustainable price change compared to its average price change.About Ab Sustainable 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 Ab Sustainable Thematic 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 Ab Sustainable Thematic based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Ab Sustainable Thematic price pattern first instead of the macroeconomic environment surrounding Ab Sustainable Thematic. By analyzing Ab Sustainable'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 Ab Sustainable'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 Ab Sustainable specific price patterns or momentum indicators. Please read more on our technical analysis page.
Ab Sustainable November 29, 2024 Technical Indicators
Most technical analysis of SUTAX 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 SUTAX from various momentum indicators to cycle indicators. When you analyze SUTAX 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 | 0.0149 | |||
| Market Risk Adjusted Performance | 0.0163 | |||
| Mean Deviation | 0.5977 | |||
| Semi Deviation | 0.8906 | |||
| Downside Deviation | 0.9659 | |||
| Coefficient Of Variation | 5271.42 | |||
| Standard Deviation | 0.7913 | |||
| Variance | 0.6262 | |||
| Information Ratio | (0.14) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | 0.0063 | |||
| Maximum Drawdown | 3.96 | |||
| Value At Risk | (1.34) | |||
| Potential Upside | 1.1 | |||
| Downside Variance | 0.933 | |||
| Semi Variance | 0.7931 | |||
| Expected Short fall | (0.58) | |||
| Skewness | (0.92) | |||
| Kurtosis | 1.49 |
Other Information on Investing in SUTAX Mutual Fund
Ab Sustainable financial ratios help investors to determine whether SUTAX 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 SUTAX with respect to the benefits of owning Ab Sustainable security.
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Portfolio Analyzer Portfolio analysis module that provides access to portfolio diagnostics and optimization engine | |
| Analyst Advice Analyst recommendations and target price estimates broken down by several categories |