Clearbridge Value Trust Fund Technical Analysis
| LGVAX Fund | USD 95.28 2.62 2.68% |
As of the 16th of April 2024, Clearbridge Value shows the risk adjusted performance of 0.0754, and Mean Deviation of 0.5779. In respect to fundamental indicators, the technical analysis model gives you tools to check existing technical drivers of Clearbridge Value, 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 analyze nineteen technical drivers for Clearbridge Value Trust, which can be compared to its peers. Please confirm Clearbridge Value Trust mean deviation, information ratio, as well as the relationship between the Information Ratio and downside variance to decide if Clearbridge Value Trust is priced correctly, providing market reflects its regular price of 95.28 per share.
Clearbridge Value Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Clearbridge, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ClearbridgeClearbridge |
Clearbridge Value 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.
Clearbridge Value Trust Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. 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 Clearbridge Value Trust volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Clearbridge Value Trust Trend Analysis
Use this graph to draw trend lines for Clearbridge Value Trust. You can use it to identify possible trend reversals for Clearbridge Value 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 Clearbridge Value price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Clearbridge Value Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Clearbridge Value Trust applied against its price change over selected period. The best fit line has a slop of 0.19 , which means Clearbridge Value Trust will continue generating value for investors. It has 122 observation points and a regression sum of squares at 1316.58, which is the sum of squared deviations for the predicted Clearbridge Value price change compared to its average price change.About Clearbridge Value 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 Clearbridge Value Trust 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 Clearbridge Value Trust based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Clearbridge Value Trust price pattern first instead of the macroeconomic environment surrounding Clearbridge Value Trust. By analyzing Clearbridge Value'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 Clearbridge Value'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 Clearbridge Value specific price patterns or momentum indicators. Please read more on our technical analysis page.
Clearbridge Value April 16, 2024 Technical Indicators
Most technical analysis of Clearbridge 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 Clearbridge from various momentum indicators to cycle indicators. When you analyze Clearbridge 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 | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0754 | |||
| Market Risk Adjusted Performance | 0.0873 | |||
| Mean Deviation | 0.5779 | |||
| Semi Deviation | 0.7381 | |||
| Downside Deviation | 0.9628 | |||
| Coefficient Of Variation | 852.57 | |||
| Standard Deviation | 0.7704 | |||
| Variance | 0.5935 | |||
| Information Ratio | 0.0359 | |||
| Jensen Alpha | 0.0255 | |||
| Total Risk Alpha | 0.0156 | |||
| Sortino Ratio | 0.0287 | |||
| Treynor Ratio | 0.0773 | |||
| Maximum Drawdown | 2.97 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.11 | |||
| Downside Variance | 0.9269 | |||
| Semi Variance | 0.5448 | |||
| Expected Short fall | (0.55) | |||
| Skewness | (0.95) | |||
| Kurtosis | 1.68 |
Clearbridge Value Trust One Year Return
Based on the recorded statements, Clearbridge Value Trust has an One Year Return of 27.4793%. This is much higher than that of the Franklin Templeton Investments family and significantly higher than that of the Large Value 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 Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Clearbridge Value Trust. 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 nation. Note that the Clearbridge Value Trust information on this page should be used as a complementary analysis to other Clearbridge Value'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 Funds Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.