Fulcrum Diversified Absolute Fund Technical Analysis
| FARIX Fund | USD 9.28 0.02 0.22% |
As of the 25th of April, Fulcrum Diversified shows the Downside Deviation of 0.3509, coefficient of variation of 827.38, and Mean Deviation of 0.2729. Fulcrum Diversified 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 collect and analyze data for nineteen technical drivers for Fulcrum Diversified Absolute, which can be compared to its peers. Please confirm Fulcrum Diversified downside deviation, treynor ratio, as well as the relationship between the Treynor Ratio and expected short fall to decide if Fulcrum Diversified is priced favorably, providing market reflects its regular price of 9.28 per share.
Fulcrum Diversified Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Fulcrum, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to FulcrumFulcrum |
Fulcrum Diversified 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.
Fulcrum Diversified 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 Fulcrum Diversified volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Fulcrum Diversified Trend Analysis
Use this graph to draw trend lines for Fulcrum Diversified Absolute. You can use it to identify possible trend reversals for Fulcrum Diversified 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 Fulcrum Diversified price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Fulcrum Diversified Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Fulcrum Diversified Absolute applied against its price change over selected period. The best fit line has a slop of 0.01 , which means Fulcrum Diversified Absolute will continue generating value for investors. It has 122 observation points and a regression sum of squares at 1.01, which is the sum of squared deviations for the predicted Fulcrum Diversified price change compared to its average price change.About Fulcrum Diversified 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 Fulcrum Diversified Absolute 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 Fulcrum Diversified Absolute based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Fulcrum Diversified price pattern first instead of the macroeconomic environment surrounding Fulcrum Diversified. By analyzing Fulcrum Diversified'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 Fulcrum Diversified'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 Fulcrum Diversified specific price patterns or momentum indicators. Please read more on our technical analysis page.
Fulcrum Diversified April 25, 2024 Technical Indicators
Most technical analysis of Fulcrum 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 Fulcrum from various momentum indicators to cycle indicators. When you analyze Fulcrum 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 | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0674 | |||
| Market Risk Adjusted Performance | 0.1669 | |||
| Mean Deviation | 0.2729 | |||
| Semi Deviation | 0.2116 | |||
| Downside Deviation | 0.3509 | |||
| Coefficient Of Variation | 827.38 | |||
| Standard Deviation | 0.3473 | |||
| Variance | 0.1206 | |||
| Information Ratio | (0.15) | |||
| Jensen Alpha | 0.0146 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.15) | |||
| Treynor Ratio | 0.1569 | |||
| Maximum Drawdown | 1.62 | |||
| Value At Risk | (0.54) | |||
| Potential Upside | 0.7439 | |||
| Downside Variance | 0.1231 | |||
| Semi Variance | 0.0448 | |||
| Expected Short fall | (0.34) | |||
| Skewness | 0.1379 | |||
| Kurtosis | 0.0613 |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Fulcrum Diversified Absolute. 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 Efficient Frontier module to plot and analyze your portfolio and positions against risk-return landscape of the market..