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Munder technical analysis

 
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Munder Veracity Smal

Fund@NASDAQ Stock Exchange 
United States USD
     
Use Munder Veracity SmallCap Value B technical analysis together with your other fund asset holdings to enhance returns of your portfolios as well as to check it against diversification policy that fits your risk preferences.  Optimize Portfolio
Investment horizon: 
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Time Series Trend Analysis

Use this graph to draw trend lines for Munder Veracity SmallCap Value B. You can use it to identify possible trend reversals for Munder 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 Munder price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Closing Price
 

Munder Best Fit Change Line

The following chart estimates an ordinary least squares regression model for Munder Veracity SmallCap Value B applied against its price change over selected period. The best fit line has a slop of 0.12 % Macroaxis: 0.1176883384932923 Moved Up which means Munder Veracity SmallCap Value B will continue generating value for investors. It has 36 observation points and regression sum of squers of 13.42 which is sum of squared deviations of the predicted Munder price change against its avarage change.
Price Growth (%)  
Munder   Prediction Trend   
 
Munder has a best fit line with a correlation coefficient of 0.95. and coefficient of determination of 0.91. Note, that the company has price-to-book ratio of 1.39.

Munder May 19 2013 Technical Indicators

Risk Adjusted Performance0.2981
Market Risk Adjusted Performance0.3393
Mean Deviation0.7153
Semi-Deviation0.8269
Downside Deviation1.82
Coefficient Of Variation180.99
Standard Deviation1.01
Variance1.03
Information Ratio0.2253
Jensen Alpha0.0129
Total Risk Alpha(0.06)
Sortino Ratio0.1251
Treynor Ratio0.3293
Maximum Drawdown4.44
Value At Risk(2.45)
Potential Upside1.99
Downside Variance3.33
Semi Variance0.6838
Expected Short fall(0.97)
Skewness(1.58)
Kurtosis3.74

Munder One Year Return

Based on recorded statements Munder Veracity SmallCap Value B has One Year Return of -3.12%. This is 196.59% lower than that of Munder family, and 163.72% lower than that of Small Value category, The One Year Return for all funds is 415.15% higher than 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.
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Munder Research Report

Munder vs. Vanguard

Correlation analysis and fundamentals comparison between Munder Veracity Smal and Vanguard Small Cap V

Analyze Munder Fundamentals

One Year Return vs Price to Sales
Price to Earning vs Year to Date Return
One Year Return vs Equity Positions Weight
Three Year Return vs Year to Date Return
One Year Return vs Cash Position Weight
Net Asset vs Year to Date Return

 
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