Value Fund A Fund Technical Analysis
TWADX Fund | USD 8.27 0.04 0.49% |
As of the 29th of March, Value Fund has the Coefficient Of Variation of 559.3, risk adjusted performance of 0.0992, and Semi Deviation of 0.4076. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Value Fund A, as well as the relationship between them. In other words, you can use this information to find out if the fund will indeed mirror its model of past prices and volume data, or the prices will eventually revert. We were able to break down nineteen technical drivers for Value Fund A, which can be compared to its competition. Please validate Value Fund A standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and expected short fall to decide if Value Fund is priced more or less accurately, providing market reflects its prevalent price of 8.27 per share.
Value Fund Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Value, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ValueValue |
Value Fund 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.
Value Fund A 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 Value Fund A volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Value Fund A Trend Analysis
Use this graph to draw trend lines for Value Fund A. You can use it to identify possible trend reversals for Value Fund 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 Value Fund price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Value Fund Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Value Fund A applied against its price change over selected period. The best fit line has a slop of 0.01 , which means Value Fund A will continue generating value for investors. It has 122 observation points and a regression sum of squares at 1.75, which is the sum of squared deviations for the predicted Value Fund price change compared to its average price change.About Value Fund 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 Value Fund A 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 Value Fund A based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Value Fund A price pattern first instead of the macroeconomic environment surrounding Value Fund A. By analyzing Value Fund'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 Value Fund'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 Value Fund specific price patterns or momentum indicators. Please read more on our technical analysis page.
Value Fund March 29, 2024 Technical Indicators
Most technical analysis of Value 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 Value from various momentum indicators to cycle indicators. When you analyze Value 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 | 0.0992 | |||
Market Risk Adjusted Performance | 0.1182 | |||
Mean Deviation | 0.412 | |||
Semi Deviation | 0.4076 | |||
Downside Deviation | 0.6333 | |||
Coefficient Of Variation | 559.3 | |||
Standard Deviation | 0.5479 | |||
Variance | 0.3002 | |||
Information Ratio | (0.07) | |||
Jensen Alpha | (0.01) | |||
Total Risk Alpha | (0.04) | |||
Sortino Ratio | (0.06) | |||
Treynor Ratio | 0.1082 | |||
Maximum Drawdown | 2.56 | |||
Value At Risk | (0.87) | |||
Potential Upside | 0.7762 | |||
Downside Variance | 0.401 | |||
Semi Variance | 0.1661 | |||
Expected Short fall | (0.49) | |||
Skewness | (0.17) | |||
Kurtosis | 1.1 |
Value Fund A One Year Return
Based on the recorded statements, Value Fund A has an One Year Return of 16.5244%. This is 4566.05% lower than that of the American Century 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 World Market Map to better understand how to build diversified portfolios, which includes a position in Value Fund A. 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 unemployment. Note that the Value Fund A information on this page should be used as a complementary analysis to other Value Fund'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 Latest Portfolios module to quick portfolio dashboard that showcases your latest portfolios.
Complementary Tools for Value Mutual Fund analysis
When running Value Fund's price analysis, check to measure Value Fund'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 Value Fund is operating at the current time. Most of Value Fund's value examination focuses on studying past and present price action to predict the probability of Value Fund's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Value Fund's price. Additionally, you may evaluate how the addition of Value Fund to your portfolios can decrease your overall portfolio volatility.
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