Sparinvest Value (Denmark) Technical Analysis
SPIVEMKLA | DKK 135.00 0.50 0.37% |
As of the 18th of March 2024, Sparinvest Value has the Coefficient Of Variation of 747.64, risk adjusted performance of 0.0862, and Semi Deviation of 0.5079. Our technical analysis interface makes it possible for you to check existing technical drivers of Sparinvest Value Emerging, 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 analyze and collect data for nineteen technical drivers for Sparinvest Value Emerging, which can be compared to its competition. Please validate Sparinvest Value Emerging variance, as well as the relationship between the value at risk and skewness to decide if Sparinvest Value is priced more or less accurately, providing market reflects its prevalent price of 135.0 per share.
Sparinvest Value Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Sparinvest, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SparinvestSparinvest |
Sparinvest Value technical 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.
Sparinvest Value Emerging Technical Analysis
The output start index for this execution was fourty with a total number of output elements of twenty-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 Sparinvest Value Emerging volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Sparinvest Value Emerging Trend Analysis
Use this graph to draw trend lines for Sparinvest Value Emerging. You can use it to identify possible trend reversals for Sparinvest Value 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 Sparinvest Value price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Sparinvest Value Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Sparinvest Value Emerging applied against its price change over selected period. The best fit line has a slop of 0.16 , which means Sparinvest Value Emerging will continue generating value for investors. It has 122 observation points and a regression sum of squares at 939.83, which is the sum of squared deviations for the predicted Sparinvest Value price change compared to its average price change.About Sparinvest Value 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 Sparinvest Value Emerging 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 Sparinvest Value Emerging based on its technical analysis. In general, a bottom-up approach, as applied to this fund, focuses on Sparinvest Value Emerging price pattern first instead of the macroeconomic environment surrounding Sparinvest Value Emerging. By analyzing Sparinvest Value'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 Sparinvest Value'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 Sparinvest Value specific price patterns or momentum indicators. Please read more on our technical analysis page.
Sparinvest Value March 18, 2024 Technical Indicators
Most technical analysis of Sparinvest 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 Sparinvest from various momentum indicators to cycle indicators. When you analyze Sparinvest 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 | 0.0862 | |||
Market Risk Adjusted Performance | 0.363 | |||
Mean Deviation | 0.5487 | |||
Semi Deviation | 0.5079 | |||
Downside Deviation | 0.6813 | |||
Coefficient Of Variation | 747.64 | |||
Standard Deviation | 0.7516 | |||
Variance | 0.5649 | |||
Information Ratio | (0.06) | |||
Jensen Alpha | 0.0567 | |||
Total Risk Alpha | (0.07) | |||
Sortino Ratio | (0.06) | |||
Treynor Ratio | 0.353 | |||
Maximum Drawdown | 3.54 | |||
Value At Risk | (0.99) | |||
Potential Upside | 1.48 | |||
Downside Variance | 0.4642 | |||
Semi Variance | 0.2579 | |||
Expected Short fall | (0.66) | |||
Skewness | 0.3448 | |||
Kurtosis | 2.18 |
Sparinvest Value March 18, 2024 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Sparinvest stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
Accumulation Distribution | 0.06 | ||
Daily Balance Of Power | 1.00 | ||
Rate Of Daily Change | 1.00 | ||
Day Median Price | 134.75 | ||
Day Typical Price | 134.83 | ||
Price Action Indicator | 0.50 | ||
Market Facilitation Index | 0.03 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Sparinvest Value Emerging. Also, note that the market value of any Fund could be tightly coupled with the direction of predictive economic indicators such as signals in income. Note that the Sparinvest Value Emerging information on this page should be used as a complementary analysis to other Sparinvest Value'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 Stocks Directory module to find actively traded stocks across global markets.
Complementary Tools for Sparinvest Fund analysis
When running Sparinvest Value's price analysis, check to measure Sparinvest Value's 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 Sparinvest Value is operating at the current time. Most of Sparinvest Value's value examination focuses on studying past and present price action to predict the probability of Sparinvest Value's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sparinvest Value's price. Additionally, you may evaluate how the addition of Sparinvest Value to your portfolios can decrease your overall portfolio volatility.
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