Fundamental All Cap Fund Technical Analysis
JFACX Fund | USD 32.44 0.29 0.89% |
As of the 28th of March, Fundamental All shows the Downside Deviation of 0.8283, mean deviation of 0.6258, and Coefficient Of Variation of 624.11. Fundamental All Cap technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the entity's future prices. 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 nineteen technical drivers for Fundamental All Cap, which can be compared to its rivals. Please confirm Fundamental All Cap standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and expected short fall to decide if Fundamental All Cap is priced favorably, providing market reflects its regular price of 32.44 per share.
Fundamental All Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Fundamental, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to FundamentalFundamental |
Fundamental All 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.
Fundamental All Cap 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 Fundamental All Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Fundamental All Cap Trend Analysis
Use this graph to draw trend lines for Fundamental All Cap. You can use it to identify possible trend reversals for Fundamental All 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 Fundamental All price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Fundamental All Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Fundamental All Cap applied against its price change over selected period. The best fit line has a slop of 0.05 , which means Fundamental All Cap will continue generating value for investors. It has 122 observation points and a regression sum of squares at 94.06, which is the sum of squared deviations for the predicted Fundamental All price change compared to its average price change.About Fundamental All 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 Fundamental All Cap 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 Fundamental All Cap based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Fundamental All Cap price pattern first instead of the macroeconomic environment surrounding Fundamental All Cap. By analyzing Fundamental All'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 Fundamental All'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 Fundamental All specific price patterns or momentum indicators. Please read more on our technical analysis page.
Fundamental All March 28, 2024 Technical Indicators
Most technical analysis of Fundamental 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 Fundamental from various momentum indicators to cycle indicators. When you analyze Fundamental 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 | 0.0922 | |||
Market Risk Adjusted Performance | (1.31) | |||
Mean Deviation | 0.6258 | |||
Semi Deviation | 0.629 | |||
Downside Deviation | 0.8283 | |||
Coefficient Of Variation | 624.11 | |||
Standard Deviation | 0.8174 | |||
Variance | 0.6681 | |||
Information Ratio | (0) | |||
Jensen Alpha | 0.1323 | |||
Total Risk Alpha | (0.06) | |||
Sortino Ratio | (0) | |||
Treynor Ratio | (1.32) | |||
Maximum Drawdown | 3.88 | |||
Value At Risk | (1.22) | |||
Potential Upside | 1.34 | |||
Downside Variance | 0.686 | |||
Semi Variance | 0.3957 | |||
Expected Short fall | (0.71) | |||
Skewness | (0.42) | |||
Kurtosis | 0.7431 |
Fundamental All Cap One Year Return
Based on the recorded statements, Fundamental All Cap has an One Year Return of 32.5244%. This is 102.77% higher than that of the John Hancock family and significantly higher than that of the Large Blend category. The one year return for all United States funds is notably lower than that of the firm.
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 Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Fundamental All Cap. 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 main economic indicators. Note that the Fundamental All Cap information on this page should be used as a complementary analysis to other Fundamental All's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Complementary Tools for Fundamental Mutual Fund analysis
When running Fundamental All's price analysis, check to measure Fundamental All'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 Fundamental All is operating at the current time. Most of Fundamental All's value examination focuses on studying past and present price action to predict the probability of Fundamental All's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fundamental All's price. Additionally, you may evaluate how the addition of Fundamental All to your portfolios can decrease your overall portfolio volatility.
Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios | |
Portfolio Anywhere Track or share privately all of your investments from the convenience of any device | |
Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
Portfolio Manager State of the art Portfolio Manager to monitor and improve performance of your invested capital | |
Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
Volatility Analysis Get historical volatility and risk analysis based on latest market data |