Amg Managers Cadence Fund Technical Analysis
MECZX Fund | USD 50.35 0.32 0.64% |
As of the 28th of March, Amg Managers shows the risk adjusted performance of 0.1169, and Mean Deviation of 0.4835. In respect to fundamental indicators, the technical analysis model gives you tools to check existing technical drivers of Amg Managers, as well as the relationship between them. 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 Managers Cadence, which can be compared to its rivals. Please confirm Amg Managers Cadence semi deviation, jensen alpha, as well as the relationship between the Jensen Alpha and semi variance to decide if Amg Managers Cadence is priced correctly, providing market reflects its regular price of 50.35 per share.
Amg Managers 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 Managers 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 Managers Cadence 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 Amg Managers Cadence volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Amg Managers Cadence Trend Analysis
Use this graph to draw trend lines for Amg Managers Cadence. You can use it to identify possible trend reversals for Amg Managers 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 Managers price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Amg Managers Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Amg Managers Cadence applied against its price change over selected period. The best fit line has a slop of 0.07 , which means Amg Managers Cadence will continue generating value for investors. It has 122 observation points and a regression sum of squares at 205.75, which is the sum of squared deviations for the predicted Amg Managers price change compared to its average price change.About Amg Managers 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 Managers Cadence 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 Managers Cadence based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Amg Managers Cadence price pattern first instead of the macroeconomic environment surrounding Amg Managers Cadence. By analyzing Amg Managers'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 Managers'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 Managers specific price patterns or momentum indicators. Please read more on our technical analysis page.
Amg Managers March 28, 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 | 0.1169 | |||
Market Risk Adjusted Performance | 0.153 | |||
Mean Deviation | 0.4835 | |||
Semi Deviation | 0.5372 | |||
Downside Deviation | 0.7386 | |||
Coefficient Of Variation | 480.21 | |||
Standard Deviation | 0.631 | |||
Variance | 0.3981 | |||
Information Ratio | (0) | |||
Jensen Alpha | 0.0159 | |||
Total Risk Alpha | (0.02) | |||
Sortino Ratio | (0) | |||
Treynor Ratio | 0.143 | |||
Maximum Drawdown | 2.9 | |||
Value At Risk | (1.10) | |||
Potential Upside | 0.9454 | |||
Downside Variance | 0.5455 | |||
Semi Variance | 0.2886 | |||
Expected Short fall | (0.50) | |||
Skewness | (0.64) | |||
Kurtosis | 0.6837 |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in Amg Managers Cadence. 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 Managers Cadence information on this page should be used as a complementary analysis to other Amg Managers' 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 Watchlist Optimization module to optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm.
Complementary Tools for Amg Mutual Fund analysis
When running Amg Managers' price analysis, check to measure Amg Managers' 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 Amg Managers is operating at the current time. Most of Amg Managers' value examination focuses on studying past and present price action to predict the probability of Amg Managers' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Amg Managers' price. Additionally, you may evaluate how the addition of Amg Managers to your portfolios can decrease your overall portfolio volatility.
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