Xtrackers Russell (UK) Technical Analysis
XRSG Etf | 28,083 151.00 0.53% |
As of the 1st of December, Xtrackers Russell maintains the Mean Deviation of 0.9975, downside deviation of 0.95, and Market Risk Adjusted Performance of 0.7362. Relative to fundamental indicators, the technical analysis model lets you check existing technical drivers of Xtrackers Russell 2000, as well as the relationship between them. Please check out Xtrackers Russell 2000 treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside to decide if Xtrackers Russell 2000 is priced fairly, providing market reflects its latest price of 28083.0 per share.
Xtrackers Russell Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Xtrackers, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to XtrackersXtrackers |
Xtrackers Russell 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.
Xtrackers Russell 2000 Technical Analysis
The output start index for this execution was ten with a total number of output elements of fifty-one. 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 Xtrackers Russell 2000 volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Xtrackers Russell 2000 Trend Analysis
Use this graph to draw trend lines for Xtrackers Russell 2000. You can use it to identify possible trend reversals for Xtrackers Russell 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 Xtrackers Russell price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Xtrackers Russell Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Xtrackers Russell 2000 applied against its price change over selected period. The best fit line has a slop of 75.98 , which means Xtrackers Russell 2000 will continue producing value for investors. It has 122 observation points and a regression sum of squares at 2.1834208492E8, which is the sum of squared deviations for the predicted Xtrackers Russell price change compared to its average price change.About Xtrackers Russell 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 Xtrackers Russell 2000 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 Xtrackers Russell 2000 based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Xtrackers Russell 2000 price pattern first instead of the macroeconomic environment surrounding Xtrackers Russell 2000. By analyzing Xtrackers Russell'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 Xtrackers Russell'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 Xtrackers Russell specific price patterns or momentum indicators. Please read more on our technical analysis page.
Xtrackers Russell December 1, 2024 Technical Indicators
Most technical analysis of Xtrackers 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 Xtrackers from various momentum indicators to cycle indicators. When you analyze Xtrackers 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 | 0.126 | |||
Market Risk Adjusted Performance | 0.7362 | |||
Mean Deviation | 0.9975 | |||
Semi Deviation | 0.7169 | |||
Downside Deviation | 0.95 | |||
Coefficient Of Variation | 629.06 | |||
Standard Deviation | 1.38 | |||
Variance | 1.91 | |||
Information Ratio | 0.0593 | |||
Jensen Alpha | 0.1727 | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | 0.0862 | |||
Treynor Ratio | 0.7262 | |||
Maximum Drawdown | 8.79 | |||
Value At Risk | (1.36) | |||
Potential Upside | 2.37 | |||
Downside Variance | 0.9025 | |||
Semi Variance | 0.514 | |||
Expected Short fall | (1.20) | |||
Skewness | 1.76 | |||
Kurtosis | 6.4 |
Other Information on Investing in Xtrackers Etf
Xtrackers Russell financial ratios help investors to determine whether Xtrackers Etf 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 Xtrackers with respect to the benefits of owning Xtrackers Russell security.