Fator IFIX (Brazil) Technical Analysis
| RBFF11 Fund | BRL 62.35 0.08 0.13% |
As of the 23rd of April, Fator IFIX shows the Downside Deviation of 0.6231, mean deviation of 0.4126, and Coefficient Of Variation of 1652.05. In respect to fundamental indicators, the technical analysis model provides you with a way to check existing technical drivers of Fator IFIX, as well as the relationship between them. Put another way, you can use this information to find out if the entity will indeed mirror its model of historical prices and volume momentum, or the prices will eventually revert. We were able to interpolate nineteen technical drivers for Fator IFIX Fundo, which can be compared to its peers. Please confirm Fator IFIX Fundo treynor ratio and the relationship between the maximum drawdown and potential upsidetreynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside to decide if Fator IFIX Fundo is priced favorably, providing market reflects its regular price of 62.35 per share.
Fator IFIX Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Fator, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to FatorFator |
Fator IFIX 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.
Fator IFIX Fundo Technical Analysis
The output start index for this execution was fourteen with a total number of output elements of fourty-seven. 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 Fator IFIX Fundo volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Fator IFIX Fundo Trend Analysis
Use this graph to draw trend lines for Fator IFIX Fundo. You can use it to identify possible trend reversals for Fator IFIX 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 Fator IFIX price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Fator IFIX Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Fator IFIX Fundo applied against its price change over selected period. The best fit line has a slop of 0.03 , which means Fator IFIX Fundo will continue generating value for investors. It has 122 observation points and a regression sum of squares at 34.51, which is the sum of squared deviations for the predicted Fator IFIX price change compared to its average price change.About Fator IFIX 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 Fator IFIX Fundo 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 Fator IFIX Fundo based on its technical analysis. In general, a bottom-up approach, as applied to this fund, focuses on Fator IFIX Fundo price pattern first instead of the macroeconomic environment surrounding Fator IFIX Fundo. By analyzing Fator IFIX'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 Fator IFIX'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 Fator IFIX specific price patterns or momentum indicators. Please read more on our technical analysis page.
Fator IFIX April 23, 2024 Technical Indicators
Most technical analysis of Fator 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 Fator from various momentum indicators to cycle indicators. When you analyze Fator 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 | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0366 | |||
| Market Risk Adjusted Performance | 0.1472 | |||
| Mean Deviation | 0.4126 | |||
| Semi Deviation | 0.5539 | |||
| Downside Deviation | 0.6231 | |||
| Coefficient Of Variation | 1652.05 | |||
| Standard Deviation | 0.575 | |||
| Variance | 0.3306 | |||
| Information Ratio | (0.09) | |||
| Jensen Alpha | 0.0105 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.1372 | |||
| Maximum Drawdown | 3.28 | |||
| Value At Risk | (0.62) | |||
| Potential Upside | 0.7718 | |||
| Downside Variance | 0.3883 | |||
| Semi Variance | 0.3069 | |||
| Expected Short fall | (0.45) | |||
| Skewness | (0.91) | |||
| Kurtosis | 3.39 |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Fator IFIX Fundo. Also, note that the market value of any fund could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Sign In To Macroaxis module to sign in to explore Macroaxis' wealth optimization platform and fintech modules.