Small Cap Value Profund Fund Technical Analysis
| SVPSX Fund | USD 93.60 1.84 2.01% |
As of the 26th of November, Small-cap Value has the Coefficient Of Variation of 794.93, semi deviation of 0.8087, and Risk Adjusted Performance of 0.1007. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Small Cap Value, as well as the relationship between them.
Small-cap Value Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Small-cap, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to Small-capSmall-cap |
Small-cap Value 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.
Small Cap Value Technical Analysis
The output start index for this execution was twelve with a total number of output elements of fourty-nine. 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 Small Cap Value volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Small Cap Value Trend Analysis
Use this graph to draw trend lines for Small Cap Value Profund. You can use it to identify possible trend reversals for Small-cap Value 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 Small-cap Value price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Small-cap Value Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Small Cap Value Profund applied against its price change over selected period. The best fit line has a slop of 0.13 , which means Small Cap Value Profund will continue generating value for investors. It has 122 observation points and a regression sum of squares at 678.79, which is the sum of squared deviations for the predicted Small-cap Value price change compared to its average price change.About Small-cap Value 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 Small Cap Value Profund 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 Small Cap Value Profund based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Small Cap Value price pattern first instead of the macroeconomic environment surrounding Small Cap Value. By analyzing Small-cap Value'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 Small-cap Value'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 Small-cap Value specific price patterns or momentum indicators. Please read more on our technical analysis page.
Small-cap Value November 26, 2024 Technical Indicators
Most technical analysis of Small-cap 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 Small-cap from various momentum indicators to cycle indicators. When you analyze Small-cap 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 | 0.1007 | |||
| Market Risk Adjusted Performance | 0.1159 | |||
| Mean Deviation | 0.9347 | |||
| Semi Deviation | 0.8087 | |||
| Downside Deviation | 0.9605 | |||
| Coefficient Of Variation | 794.93 | |||
| Standard Deviation | 1.33 | |||
| Variance | 1.78 | |||
| Information Ratio | 0.0277 | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0385 | |||
| Treynor Ratio | 0.1059 | |||
| Maximum Drawdown | 7.87 | |||
| Value At Risk | (1.71) | |||
| Potential Upside | 1.93 | |||
| Downside Variance | 0.9226 | |||
| Semi Variance | 0.6539 | |||
| Expected Short fall | (1.19) | |||
| Skewness | 1.5 | |||
| Kurtosis | 5.37 |
Small Cap Value One Year Return
Based on the recorded statements, Small Cap Value Profund has an One Year Return of 21.5067%. This is 58.81% lower than that of the ProFunds family and significantly higher than that of the Small Value category. The one year return for all United States funds is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Small-cap Value November 26, 2024 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Small-cap stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.02 | ||
| Day Median Price | 93.60 | ||
| Day Typical Price | 93.60 | ||
| Price Action Indicator | 0.92 |
Other Information on Investing in Small-cap Mutual Fund
Small-cap Value financial ratios help investors to determine whether Small-cap 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 Small-cap with respect to the benefits of owning Small-cap Value security.
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