Simt Global Managed Fund Technical Analysis
| SGLYX Fund | USD 9.94 0.03 0.30% |
As of the 19th of April, Simt Global has the Coefficient Of Variation of 2000.82, semi deviation of 0.2973, and Risk Adjusted Performance of 0.0232. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Simt Global Managed, 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 have analyzed and interpolated nineteen technical drivers for Simt Global Managed, which can be compared to its competition. Please validate Simt Global Managed jensen alpha and the relationship between the value at risk and semi variance to decide if Simt Global is priced more or less accurately, providing market reflects its prevalent price of 9.94 per share.
Simt Global Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Simt, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SimtSimt |
Simt Global 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.
Simt Global Managed Technical Analysis
Incorrect Input. Please change your parameters or increase the time horizon required for running this function. The output start index for this execution was zero with a total number of output elements of zero. 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 Simt Global Managed volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Simt Global Managed Trend Analysis
Use this graph to draw trend lines for Simt Global Managed. You can use it to identify possible trend reversals for Simt Global 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 Simt Global price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Simt Global Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Simt Global Managed applied against its price change over selected period. The best fit line has a slop of 0 , which means Simt Global Managed will continue generating value for investors. It has 122 observation points and a regression sum of squares at 0.78, which is the sum of squared deviations for the predicted Simt Global price change compared to its average price change.About Simt Global 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 Simt Global Managed 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 Simt Global Managed based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Simt Global Managed price pattern first instead of the macroeconomic environment surrounding Simt Global Managed. By analyzing Simt Global'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 Simt Global'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 Simt Global specific price patterns or momentum indicators. Please read more on our technical analysis page.
Simt Global April 19, 2024 Technical Indicators
Most technical analysis of Simt 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 Simt from various momentum indicators to cycle indicators. When you analyze Simt 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 | 0.0232 | |||
| Market Risk Adjusted Performance | 0.0257 | |||
| Mean Deviation | 0.2724 | |||
| Semi Deviation | 0.2973 | |||
| Downside Deviation | 0.4113 | |||
| Coefficient Of Variation | 2000.82 | |||
| Standard Deviation | 0.3494 | |||
| Variance | 0.1221 | |||
| Information Ratio | (0.15) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | 0.0157 | |||
| Maximum Drawdown | 1.48 | |||
| Value At Risk | (0.59) | |||
| Potential Upside | 0.6067 | |||
| Downside Variance | 0.1692 | |||
| Semi Variance | 0.0884 | |||
| Expected Short fall | (0.32) | |||
| Skewness | 0.0098 | |||
| Kurtosis | (0.40) |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Simt Global Managed. 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 manufacturing. You can also try the Volatility Analysis module to get historical volatility and risk analysis based on latest market data.