Saat Aggressive Strategy Fund Technical Analysis
| SASDX Fund | USD 13.00 0.09 0.70% |
As of the 23rd of April, Saat Aggressive has the Semi Deviation of 0.4556, coefficient of variation of 974.09, and Risk Adjusted Performance of 0.0611. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Saat Aggressive Strategy, as well as the relationship between them. In other words, you can use this information to find out if the fund will indeed mirror its model of past prices and volume data, or the prices will eventually revert. We were able to break down nineteen technical drivers for Saat Aggressive Strategy, which can be compared to its competition. Please validate Saat Aggressive Strategy mean deviation, information ratio, as well as the relationship between the Information Ratio and downside variance to decide if Saat Aggressive is priced more or less accurately, providing market reflects its prevalent price of 13.0 per share.
Saat Aggressive Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Saat, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SaatSaat |
Saat Aggressive 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.
Saat Aggressive Strategy Technical Analysis
The output start index for this execution was fourteen with a total number of output elements of fourty-seven. 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 Saat Aggressive Strategy volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Saat Aggressive Strategy Trend Analysis
Use this graph to draw trend lines for Saat Aggressive Strategy. You can use it to identify possible trend reversals for Saat Aggressive 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 Saat Aggressive price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Saat Aggressive Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Saat Aggressive Strategy applied against its price change over selected period. The best fit line has a slop of 0.01 , which means Saat Aggressive Strategy will continue generating value for investors. It has 122 observation points and a regression sum of squares at 2.2, which is the sum of squared deviations for the predicted Saat Aggressive price change compared to its average price change.About Saat Aggressive 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 Saat Aggressive Strategy 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 Saat Aggressive Strategy based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Saat Aggressive Strategy price pattern first instead of the macroeconomic environment surrounding Saat Aggressive Strategy. By analyzing Saat Aggressive'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 Saat Aggressive'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 Saat Aggressive specific price patterns or momentum indicators. Please read more on our technical analysis page.
Saat Aggressive April 23, 2024 Technical Indicators
Most technical analysis of Saat 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 Saat from various momentum indicators to cycle indicators. When you analyze Saat 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 | ||
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| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0611 | |||
| Market Risk Adjusted Performance | 0.0655 | |||
| Mean Deviation | 0.4019 | |||
| Semi Deviation | 0.4556 | |||
| Downside Deviation | 0.5812 | |||
| Coefficient Of Variation | 974.09 | |||
| Standard Deviation | 0.509 | |||
| Variance | 0.2591 | |||
| Information Ratio | (0.07) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0555 | |||
| Maximum Drawdown | 2.21 | |||
| Value At Risk | (0.76) | |||
| Potential Upside | 0.716 | |||
| Downside Variance | 0.3378 | |||
| Semi Variance | 0.2076 | |||
| Expected Short fall | (0.44) | |||
| Skewness | (0.44) | |||
| Kurtosis | 0.11 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Saat Aggressive Strategy. 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 unemployment. Note that the Saat Aggressive Strategy information on this page should be used as a complementary analysis to other Saat Aggressive'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 Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.