Aggressive Balanced Allocation Fund Technical Analysis
SABIX Fund | USD 11.55 0.08 0.70% |
As of the 28th of March, Aggressive Balanced shows the mean deviation of 0.4324, and Risk Adjusted Performance of 0.116. In respect to fundamental indicators, the technical analysis model gives you tools to check existing technical drivers of Aggressive Balanced, as well as the relationship between them. Put another way, you can use this information to find out if the entity will indeed mirror its model of historical prices and volume momentum, or the prices will eventually revert. We were able to collect and analyze data for nineteen technical drivers for Aggressive Balanced Allocation, which can be compared to its rivals. Please confirm Aggressive Balanced downside deviation, jensen alpha, as well as the relationship between the Jensen Alpha and downside variance to decide if Aggressive Balanced is priced correctly, providing market reflects its regular price of 11.55 per share.
Aggressive Balanced Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Aggressive, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AggressiveAggressive |
Aggressive Balanced 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.
Aggressive Balanced Technical Analysis
Incorrect Input. Please change your parameters or increase the time horizon required for running this function. The output start index for this execution was zero with a total number of output elements of zero. 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 Aggressive Balanced volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Aggressive Balanced Trend Analysis
Use this graph to draw trend lines for Aggressive Balanced Allocation. You can use it to identify possible trend reversals for Aggressive Balanced 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 Aggressive Balanced price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Aggressive Balanced Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Aggressive Balanced Allocation applied against its price change over selected period. The best fit line has a slop of 0.02 , which means Aggressive Balanced Allocation will continue generating value for investors. It has 122 observation points and a regression sum of squares at 10.41, which is the sum of squared deviations for the predicted Aggressive Balanced price change compared to its average price change.About Aggressive Balanced 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 Aggressive Balanced Allocation 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 Aggressive Balanced Allocation based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Aggressive Balanced price pattern first instead of the macroeconomic environment surrounding Aggressive Balanced. By analyzing Aggressive Balanced'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 Aggressive Balanced'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 Aggressive Balanced specific price patterns or momentum indicators. Please read more on our technical analysis page.
Aggressive Balanced March 28, 2024 Technical Indicators
Most technical analysis of Aggressive 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 Aggressive from various momentum indicators to cycle indicators. When you analyze Aggressive 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 | 0.116 | |||
Market Risk Adjusted Performance | 0.1325 | |||
Mean Deviation | 0.4324 | |||
Semi Deviation | 0.3146 | |||
Downside Deviation | 0.5991 | |||
Coefficient Of Variation | 478.45 | |||
Standard Deviation | 0.548 | |||
Variance | 0.3003 | |||
Information Ratio | (0.04) | |||
Jensen Alpha | (0) | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0.03) | |||
Treynor Ratio | 0.1225 | |||
Maximum Drawdown | 2.39 | |||
Value At Risk | (1.01) | |||
Potential Upside | 0.8435 | |||
Downside Variance | 0.359 | |||
Semi Variance | 0.099 | |||
Expected Short fall | (0.51) | |||
Skewness | (0.26) | |||
Kurtosis | 0.0881 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Aggressive Balanced Allocation. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Stocks Directory module to find actively traded stocks across global markets.
Complementary Tools for Aggressive Mutual Fund analysis
When running Aggressive Balanced's price analysis, check to measure Aggressive Balanced's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Aggressive Balanced is operating at the current time. Most of Aggressive Balanced's value examination focuses on studying past and present price action to predict the probability of Aggressive Balanced's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aggressive Balanced's price. Additionally, you may evaluate how the addition of Aggressive Balanced to your portfolios can decrease your overall portfolio volatility.
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