Amg Fq Long Short Fund Technical Analysis
| FQUAX Fund | USD 18.31 0.04 0.22% |
As of the 25th of April, Amg Fq shows the mean deviation of 0.4756, and Risk Adjusted Performance of 0.1455. Amg Fq Long 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 analyze nineteen technical drivers for Amg Fq Long Short, which can be compared to its peers. Please confirm Amg Fq Long mean deviation, information ratio, as well as the relationship between the Information Ratio and downside variance to decide if Amg Fq Long is priced correctly, providing market reflects its regular price of 18.31 per share.
Amg Fq Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Amg, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AmgAmg |
Amg Fq 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.
Amg Fq Long Technical Analysis
The output start index for this execution was ten with a total number of output elements of fifty-one. 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 Amg Fq Long volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Amg Fq Long Trend Analysis
Use this graph to draw trend lines for Amg Fq Long Short. You can use it to identify possible trend reversals for Amg Fq 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 Amg Fq price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Amg Fq Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Amg Fq Long Short applied against its price change over selected period. The best fit line has a slop of 0.03 , which means Amg Fq Long Short will continue generating value for investors. It has 122 observation points and a regression sum of squares at 26.77, which is the sum of squared deviations for the predicted Amg Fq price change compared to its average price change.About Amg Fq 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 Amg Fq Long Short 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 Amg Fq Long Short based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Amg Fq Long price pattern first instead of the macroeconomic environment surrounding Amg Fq Long. By analyzing Amg Fq'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 Amg Fq'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 Amg Fq specific price patterns or momentum indicators. Please read more on our technical analysis page.
Amg Fq April 25, 2024 Technical Indicators
Most technical analysis of Amg 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 Amg from various momentum indicators to cycle indicators. When you analyze Amg 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 | 0.1455 | |||
| Market Risk Adjusted Performance | 0.1849 | |||
| Mean Deviation | 0.4756 | |||
| Semi Deviation | 0.3787 | |||
| Downside Deviation | 0.618 | |||
| Coefficient Of Variation | 428.03 | |||
| Standard Deviation | 0.613 | |||
| Variance | 0.3758 | |||
| Information Ratio | 0.0781 | |||
| Jensen Alpha | 0.0682 | |||
| Total Risk Alpha | 0.0493 | |||
| Sortino Ratio | 0.0775 | |||
| Treynor Ratio | 0.1749 | |||
| Maximum Drawdown | 3.22 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 1.05 | |||
| Downside Variance | 0.3819 | |||
| Semi Variance | 0.1434 | |||
| Expected Short fall | (0.56) | |||
| Skewness | (0.47) | |||
| Kurtosis | 0.9595 |
Check out Investing Opportunities to better understand how to build diversified portfolios, which includes a position in Amg Fq Long Short. 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 Amg Fq Long information on this page should be used as a complementary analysis to other Amg Fq'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 Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.