Balanced Strategy Fund Technical Analysis
| RBLCX Fund | USD 9.68 0.09 0.92% |
As of the 16th of April 2024, Balanced Strategy shows the Mean Deviation of 0.3654, risk adjusted performance of 0.0628, and Downside Deviation of 0.5815. In respect to fundamental indicators, the technical analysis model gives you tools to check existing technical drivers of Balanced Strategy, 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 break down nineteen technical drivers for Balanced Strategy Fund, which can be compared to its peers. Please confirm Balanced Strategy standard deviation, maximum drawdown, as well as the relationship between the Maximum Drawdown and expected short fall to decide if Balanced Strategy is priced correctly, providing market reflects its regular price of 9.68 per share.
Balanced Strategy Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Balanced, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to BalancedBalanced |
Balanced Strategy 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.
Balanced Strategy Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. 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 Balanced Strategy volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Balanced Strategy Trend Analysis
Use this graph to draw trend lines for Balanced Strategy Fund. You can use it to identify possible trend reversals for Balanced Strategy 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 Balanced Strategy price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Balanced Strategy Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Balanced Strategy Fund applied against its price change over selected period. The best fit line has a slop of 0.01 , which means Balanced Strategy Fund will continue generating value for investors. It has 122 observation points and a regression sum of squares at 2.37, which is the sum of squared deviations for the predicted Balanced Strategy price change compared to its average price change.About Balanced Strategy 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 Balanced Strategy Fund 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 Balanced Strategy Fund based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Balanced Strategy price pattern first instead of the macroeconomic environment surrounding Balanced Strategy. By analyzing Balanced Strategy'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 Balanced Strategy'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 Balanced Strategy specific price patterns or momentum indicators. Please read more on our technical analysis page.
Balanced Strategy April 16, 2024 Technical Indicators
Most technical analysis of Balanced 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 Balanced from various momentum indicators to cycle indicators. When you analyze Balanced 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 | 0.0628 | |||
| Market Risk Adjusted Performance | 3.44 | |||
| Mean Deviation | 0.3654 | |||
| Semi Deviation | 0.4335 | |||
| Downside Deviation | 0.5815 | |||
| Coefficient Of Variation | 951.57 | |||
| Standard Deviation | 0.4802 | |||
| Variance | 0.2306 | |||
| Information Ratio | (0.03) | |||
| Jensen Alpha | 0.0398 | |||
| Total Risk Alpha | 1.0E-4 | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 3.43 | |||
| Maximum Drawdown | 2.27 | |||
| Value At Risk | (0.74) | |||
| Potential Upside | 0.7187 | |||
| Downside Variance | 0.3382 | |||
| Semi Variance | 0.1879 | |||
| Expected Short fall | (0.41) | |||
| Skewness | (0.58) | |||
| Kurtosis | 0.5974 |
Balanced Strategy One Year Return
Based on the recorded statements, Balanced Strategy Fund has an One Year Return of 10.3989%. This is 1383.81% lower than that of the Russell family and significantly higher than that of the Allocation--50% to 70% Equity 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 Your Equity Center to better understand how to build diversified portfolios, which includes a position in Balanced Strategy Fund. 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 main economic indicators. Note that the Balanced Strategy information on this page should be used as a complementary analysis to other Balanced Strategy'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 Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.