Strategic Allocation Moderate Fund Technical Analysis
ASAMX Fund | USD 6.41 0.04 0.63% |
As of the 28th of March, Strategic Allocation has the Coefficient Of Variation of 547.4, risk adjusted performance of 0.0993, and Semi Deviation of 0.2734. Strategic Allocation technical analysis provides you with a way to harness past market data to determine a pattern that measures the direction of the fund's future prices. 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 collected data for nineteen technical drivers for Strategic Allocation Moderate, which can be compared to its competition. Please validate Strategic Allocation standard deviation, value at risk, as well as the relationship between the Value At Risk and kurtosis to decide if Strategic Allocation is priced more or less accurately, providing market reflects its prevalent price of 6.41 per share.
Strategic Allocation Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Strategic, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to StrategicStrategic |
Strategic Allocation 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.
Strategic Allocation 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 Strategic Allocation volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Strategic Allocation Trend Analysis
Use this graph to draw trend lines for Strategic Allocation Moderate. You can use it to identify possible trend reversals for Strategic Allocation 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 Strategic Allocation price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Strategic Allocation Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Strategic Allocation Moderate applied against its price change over selected period. The best fit line has a slop of 0.01 , which means Strategic Allocation Moderate will continue generating value for investors. It has 122 observation points and a regression sum of squares at 1.59, which is the sum of squared deviations for the predicted Strategic Allocation price change compared to its average price change.About Strategic Allocation 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 Strategic Allocation Moderate 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 Strategic Allocation Moderate based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Strategic Allocation price pattern first instead of the macroeconomic environment surrounding Strategic Allocation. By analyzing Strategic Allocation'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 Strategic Allocation'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 Strategic Allocation specific price patterns or momentum indicators. Please read more on our technical analysis page.
Strategic Allocation March 28, 2024 Technical Indicators
Most technical analysis of Strategic 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 Strategic from various momentum indicators to cycle indicators. When you analyze Strategic 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 | 0.0993 | |||
Market Risk Adjusted Performance | 0.1058 | |||
Mean Deviation | 0.3635 | |||
Semi Deviation | 0.2734 | |||
Downside Deviation | 0.4986 | |||
Coefficient Of Variation | 547.4 | |||
Standard Deviation | 0.4579 | |||
Variance | 0.2096 | |||
Information Ratio | (0.11) | |||
Jensen Alpha | (0.02) | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | (0.10) | |||
Treynor Ratio | 0.0958 | |||
Maximum Drawdown | 2.12 | |||
Value At Risk | (0.65) | |||
Potential Upside | 0.8183 | |||
Downside Variance | 0.2486 | |||
Semi Variance | 0.0748 | |||
Expected Short fall | (0.47) | |||
Skewness | (0.33) | |||
Kurtosis | 0.187 |
Strategic Allocation One Year Return
Based on the recorded statements, Strategic Allocation Moderate has an One Year Return of 15.4741%. This is 4282.19% lower than that of the American Century Investments 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 Trending Equities to better understand how to build diversified portfolios, which includes a position in Strategic Allocation Moderate. 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 population. You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
Complementary Tools for Strategic Mutual Fund analysis
When running Strategic Allocation's price analysis, check to measure Strategic Allocation'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 Strategic Allocation is operating at the current time. Most of Strategic Allocation's value examination focuses on studying past and present price action to predict the probability of Strategic Allocation's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Strategic Allocation's price. Additionally, you may evaluate how the addition of Strategic Allocation to your portfolios can decrease your overall portfolio volatility.
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