Federated Strategic Value Fund Technical Analysis
| SVALX Fund | USD 5.31 0.03 0.56% |
As of the 18th of April 2024, Federated Strategic shows the Mean Deviation of 0.5525, variance of 0.4863, and Standard Deviation of 0.6974. In respect to fundamental indicators, the technical analysis model provides you with a way to check existing technical drivers of Federated Strategic, 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 break down and interpolate thirteen technical drivers for Federated Strategic Value, which can be compared to its peers. Please confirm Federated Strategic Value coefficient of variation and value at risk to decide if Federated Strategic Value is priced favorably, providing market reflects its regular price of 5.31 per share.
Federated Strategic Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Federated, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to FederatedFederated |
Federated Strategic 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.
Federated Strategic Value 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 Federated Strategic Value volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Federated Strategic Value Trend Analysis
Use this graph to draw trend lines for Federated Strategic Value. You can use it to identify possible trend reversals for Federated Strategic 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 Federated Strategic price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Federated Strategic Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Federated Strategic Value applied against its price change over selected period. The best fit line has a slop of 0 , which means Federated Strategic Value will continue generating value for investors. It has 122 observation points and a regression sum of squares at 0.3, which is the sum of squared deviations for the predicted Federated Strategic price change compared to its average price change.About Federated Strategic 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 Federated Strategic Value 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 Federated Strategic Value based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Federated Strategic Value price pattern first instead of the macroeconomic environment surrounding Federated Strategic Value. By analyzing Federated Strategic'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 Federated Strategic'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 Federated Strategic specific price patterns or momentum indicators. Please read more on our technical analysis page.
Federated Strategic April 18, 2024 Technical Indicators
Most technical analysis of Federated 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 Federated from various momentum indicators to cycle indicators. When you analyze Federated 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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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | (0.04) | |||
| Market Risk Adjusted Performance | 0.9271 | |||
| Mean Deviation | 0.5525 | |||
| Coefficient Of Variation | (1,752) | |||
| Standard Deviation | 0.6974 | |||
| Variance | 0.4863 | |||
| Information Ratio | (0.14) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | 0.9171 | |||
| Maximum Drawdown | 3.79 | |||
| Value At Risk | (1.11) | |||
| Potential Upside | 0.9506 | |||
| Skewness | (0.22) | |||
| Kurtosis | 0.3489 |
Federated Strategic Value One Year Return
Based on the recorded statements, Federated Strategic Value has an One Year Return of -1.8545%. This is 113.59% lower than that of the Federated family and significantly lower than that of the Large Value category. The one year return for all United States funds is notably higher than that of the company.
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.Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Federated Strategic Value. 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 bureau of economic analysis. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.