Global Managed Volatility Fund Technical Analysis
UGMVX Fund | USD 10.49 0.07 0.67% |
As of the 28th of March, Global Managed retains the Market Risk Adjusted Performance of 0.1206, risk adjusted performance of 0.1057, and Downside Deviation of 0.571. Concerning fundamental indicators, the technical analysis model lets you check existing technical drivers of Global Managed Volatility, as well as the relationship between them. Simply put, you can use this information to find out if the entity will indeed mirror its model of historical price patterns, or the prices will eventually revert. We were able to interpolate and analyze data for nineteen technical drivers for Global Managed Volatility, which can be compared to its competitors. Please check out Global Managed Volatility variance and potential upside to decide if Global Managed is priced fairly, providing market reflects its last-minute price of 10.49 per share.
Global Managed Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Global, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to GlobalGlobal |
Global Managed 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.
Global Managed Volatility 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 Global Managed Volatility volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Global Managed Volatility Trend Analysis
Use this graph to draw trend lines for Global Managed Volatility. You can use it to identify possible trend reversals for Global Managed 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 Global Managed price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Global Managed Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Global Managed Volatility applied against its price change over selected period. The best fit line has a slop of 0.01 , which means Global Managed Volatility will continue generating value for investors. It has 122 observation points and a regression sum of squares at 6.88, which is the sum of squared deviations for the predicted Global Managed price change compared to its average price change.About Global Managed 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 Global Managed Volatility 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 Global Managed Volatility based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Global Managed Volatility price pattern first instead of the macroeconomic environment surrounding Global Managed Volatility. By analyzing Global Managed'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 Global Managed'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 Global Managed specific price patterns or momentum indicators. Please read more on our technical analysis page.
Global Managed March 28, 2024 Technical Indicators
Most technical analysis of Global 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 Global from various momentum indicators to cycle indicators. When you analyze Global 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 | 0.1057 | |||
Market Risk Adjusted Performance | 0.1206 | |||
Mean Deviation | 0.4455 | |||
Semi Deviation | 0.3263 | |||
Downside Deviation | 0.571 | |||
Coefficient Of Variation | 527.51 | |||
Standard Deviation | 0.5773 | |||
Variance | 0.3332 | |||
Information Ratio | (0.04) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.04) | |||
Treynor Ratio | 0.1106 | |||
Maximum Drawdown | 2.53 | |||
Value At Risk | (0.78) | |||
Potential Upside | 1.07 | |||
Downside Variance | 0.326 | |||
Semi Variance | 0.1065 | |||
Expected Short fall | (0.53) | |||
Skewness | 5.0E-4 | |||
Kurtosis | 0.153 |
Global Managed March 28, 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 Global 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 | 1.01 | ||
Day Median Price | 10.49 | ||
Day Typical Price | 10.49 | ||
Price Action Indicator | 0.04 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Global Managed Volatility. 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 real. You can also try the USA ETFs module to find actively traded Exchange Traded Funds (ETF) in USA.
Complementary Tools for Global Mutual Fund analysis
When running Global Managed's price analysis, check to measure Global Managed'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 Global Managed is operating at the current time. Most of Global Managed's value examination focuses on studying past and present price action to predict the probability of Global Managed's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Global Managed's price. Additionally, you may evaluate how the addition of Global Managed to your portfolios can decrease your overall portfolio volatility.
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