Segall Bryant Hamill Etf Technical Analysis
USSE Etf | 32.82 0.14 0.43% |
As of the 24th of November, Segall Bryant has the Semi Deviation of 0.672, risk adjusted performance of 0.1207, and Coefficient Of Variation of 641.3. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Segall Bryant Hamill, as well as the relationship between them. Please validate Segall Bryant Hamill downside deviation, jensen alpha, as well as the relationship between the Jensen Alpha and downside variance to decide if Segall Bryant is priced more or less accurately, providing market reflects its prevalent price of 32.82 per share.
Segall Bryant Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Segall, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SegallSegall |
Segall Bryant technical etf 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, etf market cycles, or different charting patterns.
Segall Bryant Hamill 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 Segall Bryant Hamill volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Segall Bryant Hamill Trend Analysis
Use this graph to draw trend lines for Segall Bryant Hamill. You can use it to identify possible trend reversals for Segall Bryant 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 Segall Bryant price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Segall Bryant Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Segall Bryant Hamill applied against its price change over selected period. The best fit line has a slop of 0.04 , which means Segall Bryant Hamill will continue generating value for investors. It has 122 observation points and a regression sum of squares at 69.51, which is the sum of squared deviations for the predicted Segall Bryant price change compared to its average price change.About Segall Bryant 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 Segall Bryant Hamill 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 Segall Bryant Hamill based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Segall Bryant Hamill price pattern first instead of the macroeconomic environment surrounding Segall Bryant Hamill. By analyzing Segall Bryant'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 Segall Bryant'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 Segall Bryant specific price patterns or momentum indicators. Please read more on our technical analysis page.
Segall Bryant November 24, 2024 Technical Indicators
Most technical analysis of Segall 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 Segall from various momentum indicators to cycle indicators. When you analyze Segall 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.
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Volume Indicators |
Risk Adjusted Performance | 0.1207 | |||
Market Risk Adjusted Performance | 0.1445 | |||
Mean Deviation | 0.6521 | |||
Semi Deviation | 0.672 | |||
Downside Deviation | 0.8547 | |||
Coefficient Of Variation | 641.3 | |||
Standard Deviation | 0.8647 | |||
Variance | 0.7477 | |||
Information Ratio | 0.0047 | |||
Jensen Alpha | 0.0128 | |||
Total Risk Alpha | (0.01) | |||
Sortino Ratio | 0.0047 | |||
Treynor Ratio | 0.1345 | |||
Maximum Drawdown | 5.07 | |||
Value At Risk | (1.36) | |||
Potential Upside | 1.22 | |||
Downside Variance | 0.7305 | |||
Semi Variance | 0.4516 | |||
Expected Short fall | (0.70) | |||
Skewness | 0.3901 | |||
Kurtosis | 2.1 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Segall Bryant Hamill. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in state. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.
The market value of Segall Bryant Hamill is measured differently than its book value, which is the value of Segall that is recorded on the company's balance sheet. Investors also form their own opinion of Segall Bryant's value that differs from its market value or its book value, called intrinsic value, which is Segall Bryant's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Segall Bryant's market value can be influenced by many factors that don't directly affect Segall Bryant's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Segall Bryant's value and its price as these two are different measures arrived at by different means. Investors typically determine if Segall Bryant is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Segall Bryant's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.