Spectrum Low Volatility Fund Technical Analysis
| SVARX Fund | USD 24.19 0.02 0.08% |
As of the 24th of November, Spectrum Low has the Risk Adjusted Performance of (0.01), coefficient of variation of 2859.09, and Semi Deviation of 0.1366. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Spectrum Low Volatility, as well as the relationship between them.
Spectrum Low 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 Low 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 Low Volatility Technical Analysis
The output start index for this execution was three with a total number of output elements of fifty-eight. 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 Low Volatility volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Spectrum Low Volatility Trend Analysis
Use this graph to draw trend lines for Spectrum Low Volatility. You can use it to identify possible trend reversals for Spectrum Low 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 Low price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Spectrum Low Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Spectrum Low Volatility applied against its price change over selected period. The best fit line has a slop of 0.0043 , which may suggest that Spectrum Low Volatility market price will keep on failing further. It has 122 observation points and a regression sum of squares at 0.68, which is the sum of squared deviations for the predicted Spectrum Low price change compared to its average price change.About Spectrum Low 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 Low Volatility 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 Low Volatility based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Spectrum Low Volatility price pattern first instead of the macroeconomic environment surrounding Spectrum Low Volatility. By analyzing Spectrum Low'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 Low'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 Low specific price patterns or momentum indicators. Please read more on our technical analysis page.
Spectrum Low November 24, 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 | (0.01) | |||
| Market Risk Adjusted Performance | (0.08) | |||
| Mean Deviation | 0.1114 | |||
| Semi Deviation | 0.1366 | |||
| Downside Deviation | 0.1974 | |||
| Coefficient Of Variation | 2859.09 | |||
| Standard Deviation | 0.1653 | |||
| Variance | 0.0273 | |||
| Information Ratio | (0.76) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.63) | |||
| Treynor Ratio | (0.09) | |||
| Maximum Drawdown | 0.9897 | |||
| Value At Risk | (0.29) | |||
| Potential Upside | 0.2876 | |||
| Downside Variance | 0.0389 | |||
| Semi Variance | 0.0187 | |||
| Expected Short fall | (0.14) | |||
| Skewness | (0.66) | |||
| Kurtosis | 2.83 |
Other Information on Investing in Spectrum Mutual Fund
Spectrum Low 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 Low security.
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