UBSFund Solutions (Switzerland) Technical Analysis
JPNA Etf | JPY 3,495 22.00 0.63% |
As of the 18th of March 2024, UBSFund Solutions has the Risk Adjusted Performance of 0.1249, market risk adjusted performance of 1.43, and Downside Deviation of 1.07. Our technical analysis interface makes it possible for you to check practical technical drivers of UBSFund Solutions MSCI, as well as the relationship between them. In other words, you can use this information to find out if the entity will indeed mirror its model of past prices and volume data, or the prices will eventually revert. We were able to interpolate nineteen technical drivers for UBSFund Solutions MSCI, which can be compared to its competition. Please validate UBSFund Solutions MSCI information ratio, treynor ratio, value at risk, as well as the relationship between the jensen alpha and maximum drawdown to decide if UBSFund Solutions is priced adequately, providing market reflects its prevalent price of 3495.0 per share.
UBSFund Solutions Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as UBSFund, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to UBSFundUBSFund |
UBSFund Solutions technical etf 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, etf market cycles, or different charting patterns.
UBSFund Solutions MSCI Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. 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 UBSFund Solutions MSCI volatility. High ATR values indicate high volatility, and low values indicate low volatility.
UBSFund Solutions MSCI Trend Analysis
Use this graph to draw trend lines for UBSFund Solutions MSCI. You can use it to identify possible trend reversals for UBSFund Solutions 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 UBSFund Solutions price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.UBSFund Solutions Best Fit Change Line
The following chart estimates an ordinary least squares regression model for UBSFund Solutions MSCI applied against its price change over selected period. The best fit line has a slop of 9.67 , which means UBSFund Solutions MSCI will continue producing value for investors. It has 122 observation points and a regression sum of squares at 3533733.79, which is the sum of squared deviations for the predicted UBSFund Solutions price change compared to its average price change.About UBSFund Solutions 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 UBSFund Solutions MSCI 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 UBSFund Solutions MSCI based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on UBSFund Solutions MSCI price pattern first instead of the macroeconomic environment surrounding UBSFund Solutions MSCI. By analyzing UBSFund Solutions'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 UBSFund Solutions'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 UBSFund Solutions specific price patterns or momentum indicators. Please read more on our technical analysis page.
UBSFund Solutions March 18, 2024 Technical Indicators
Most technical analysis of UBSFund 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 UBSFund from various momentum indicators to cycle indicators. When you analyze UBSFund 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 | 0.1249 | |||
Market Risk Adjusted Performance | 1.43 | |||
Mean Deviation | 0.704 | |||
Semi Deviation | 0.7853 | |||
Downside Deviation | 1.07 | |||
Coefficient Of Variation | 520.78 | |||
Standard Deviation | 0.9714 | |||
Variance | 0.9436 | |||
Information Ratio | 0.0459 | |||
Jensen Alpha | 0.1601 | |||
Total Risk Alpha | (0.03) | |||
Sortino Ratio | 0.0418 | |||
Treynor Ratio | 1.42 | |||
Maximum Drawdown | 5.93 | |||
Value At Risk | (1.29) | |||
Potential Upside | 1.81 | |||
Downside Variance | 1.14 | |||
Semi Variance | 0.6167 | |||
Expected Short fall | (0.74) | |||
Skewness | (0.30) | |||
Kurtosis | 1.88 |
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in UBSFund Solutions MSCI. Also, note that the market value of any ETF could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Theme Ratings module to determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Complementary Tools for UBSFund Etf analysis
When running UBSFund Solutions' price analysis, check to measure UBSFund Solutions' 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 UBSFund Solutions is operating at the current time. Most of UBSFund Solutions' value examination focuses on studying past and present price action to predict the probability of UBSFund Solutions' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move UBSFund Solutions' price. Additionally, you may evaluate how the addition of UBSFund Solutions to your portfolios can decrease your overall portfolio volatility.
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