Allianzgi Small Cap Blend Fund Technical Analysis
| AZBIX Fund | USD 22.50 0.08 0.35% |
As of the 25th of April, Allianzgi Small shows the Downside Deviation of 1.18, risk adjusted performance of 0.0385, and Mean Deviation of 0.7793. Allianzgi Small Cap technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates 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 collect and analyze data for nineteen technical drivers for Allianzgi Small Cap Blend, which can be compared to its peers. Please confirm Allianzgi Small Cap downside deviation, treynor ratio, as well as the relationship between the Treynor Ratio and expected short fall to decide if Allianzgi Small Cap is priced correctly, providing market reflects its regular price of 22.5 per share.
Allianzgi Small Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Allianzgi, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AllianzgiAllianzgi |
Allianzgi Small 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.
Allianzgi Small Cap Technical Analysis
The output start index for this execution was three with a total number of output elements of fifty-eight. 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 Allianzgi Small Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Allianzgi Small Cap Trend Analysis
Use this graph to draw trend lines for Allianzgi Small Cap Blend. You can use it to identify possible trend reversals for Allianzgi Small 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 Allianzgi Small price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Allianzgi Small Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Allianzgi Small Cap Blend applied against its price change over selected period. The best fit line has a slop of 0.01 , which means Allianzgi Small Cap Blend will continue generating value for investors. It has 122 observation points and a regression sum of squares at 4.12, which is the sum of squared deviations for the predicted Allianzgi Small price change compared to its average price change.About Allianzgi Small 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 Allianzgi Small Cap Blend 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 Allianzgi Small Cap Blend based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Allianzgi Small Cap price pattern first instead of the macroeconomic environment surrounding Allianzgi Small Cap. By analyzing Allianzgi Small'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 Allianzgi Small'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 Allianzgi Small specific price patterns or momentum indicators. Please read more on our technical analysis page.
Allianzgi Small April 25, 2024 Technical Indicators
Most technical analysis of Allianzgi 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 Allianzgi from various momentum indicators to cycle indicators. When you analyze Allianzgi 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 | 0.0385 | |||
| Market Risk Adjusted Performance | 0.0452 | |||
| Mean Deviation | 0.7793 | |||
| Semi Deviation | 1.07 | |||
| Downside Deviation | 1.18 | |||
| Coefficient Of Variation | 1797.7 | |||
| Standard Deviation | 1.01 | |||
| Variance | 1.02 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0352 | |||
| Maximum Drawdown | 4.57 | |||
| Value At Risk | (1.70) | |||
| Potential Upside | 1.56 | |||
| Downside Variance | 1.39 | |||
| Semi Variance | 1.15 | |||
| Expected Short fall | (0.79) | |||
| Skewness | (0.65) | |||
| Kurtosis | 0.6697 |
Allianzgi Small April 25, 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 Allianzgi 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 | 1.00 | ||
| Day Median Price | 22.50 | ||
| Day Typical Price | 22.50 | ||
| Price Action Indicator | (0.04) |
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Allianzgi Small Cap Blend. 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 gross domestic product. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.