Smead Value Fund Technical Analysis
SMVLX Fund | USD 83.81 1.46 1.77% |
As of the 28th of March, Smead Value has the Risk Adjusted Performance of 0.1143, coefficient of variation of 498.37, and Semi Deviation of 0.6254. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Smead Value Fund, 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 and interpolate nineteen technical drivers for Smead Value Fund, which can be compared to its competition. Please validate Smead Value Fund semi deviation, jensen alpha, as well as the relationship between the Jensen Alpha and semi variance to decide if Smead Value is priced more or less accurately, providing market reflects its prevalent price of 83.81 per share.
Smead 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 Smead, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SmeadSmead |
Smead Value 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.
Smead Value Fund 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 Smead Value Fund volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Smead Value Fund Trend Analysis
Use this graph to draw trend lines for Smead Value Fund. You can use it to identify possible trend reversals for Smead 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 Smead Value price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Smead Value Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Smead Value Fund applied against its price change over selected period. The best fit line has a slop of 0.12 , which means Smead Value Fund will continue generating value for investors. It has 122 observation points and a regression sum of squares at 584.03, which is the sum of squared deviations for the predicted Smead Value price change compared to its average price change.About Smead 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 Smead Value 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 Smead Value Fund based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Smead Value Fund price pattern first instead of the macroeconomic environment surrounding Smead Value Fund. By analyzing Smead 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 Smead 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 Smead Value specific price patterns or momentum indicators. Please read more on our technical analysis page.
Smead Value March 28, 2024 Technical Indicators
Most technical analysis of Smead 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 Smead from various momentum indicators to cycle indicators. When you analyze Smead 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 | 0.1143 | |||
Market Risk Adjusted Performance | 0.1308 | |||
Mean Deviation | 0.6083 | |||
Semi Deviation | 0.6254 | |||
Downside Deviation | 0.7866 | |||
Coefficient Of Variation | 498.37 | |||
Standard Deviation | 0.7811 | |||
Variance | 0.6101 | |||
Information Ratio | 0.0288 | |||
Jensen Alpha | (0) | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | 0.0286 | |||
Treynor Ratio | 0.1208 | |||
Maximum Drawdown | 3.55 | |||
Value At Risk | (1.16) | |||
Potential Upside | 1.37 | |||
Downside Variance | 0.6187 | |||
Semi Variance | 0.3912 | |||
Expected Short fall | (0.67) | |||
Skewness | (0.23) | |||
Kurtosis | 0.3074 |
Smead Value March 28, 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 Smead 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 | 0.00 | ||
Daily Balance Of Power | Huge | ||
Rate Of Daily Change | 1.02 | ||
Day Median Price | 83.81 | ||
Day Typical Price | 83.81 | ||
Price Action Indicator | 0.73 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Smead Value 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 bureau of economic analysis. You can also try the Fundamental Analysis module to view fundamental data based on most recent published financial statements.
Complementary Tools for Smead Mutual Fund analysis
When running Smead Value's price analysis, check to measure Smead 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 Smead Value is operating at the current time. Most of Smead Value's value examination focuses on studying past and present price action to predict the probability of Smead 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 Smead Value's price. Additionally, you may evaluate how the addition of Smead Value to your portfolios can decrease your overall portfolio volatility.
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