Saat Defensive Strategy Fund Technical Analysis
SEDIX Fund | USD 9.30 0.02 0.21% |
As of the 19th of March, Saat Defensive has the Risk Adjusted Performance of 0.095, downside deviation of 0.1955, and Standard Deviation of 0.1592. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Saat Defensive Strategy, 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 collect and analyze data for eighteen technical drivers for Saat Defensive Strategy, which can be compared to its competition. Please validate Saat Defensive Strategy mean deviation, jensen alpha, as well as the relationship between the Jensen Alpha and semi variance to decide if Saat Defensive is priced more or less accurately, providing market reflects its prevalent price of 9.3 per share.
Saat Defensive Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Saat, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SaatSaat |
Saat Defensive 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.
Saat Defensive Strategy Technical Analysis
The output start index for this execution was ten with a total number of output elements of fifty-one. 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 Saat Defensive Strategy volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Saat Defensive Strategy Trend Analysis
Use this graph to draw trend lines for Saat Defensive Strategy. You can use it to identify possible trend reversals for Saat Defensive 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 Saat Defensive price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Saat Defensive Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Saat Defensive Strategy applied against its price change over selected period. The best fit line has a slop of 0 , which means Saat Defensive Strategy will continue generating value for investors. It has 122 observation points and a regression sum of squares at 0.14, which is the sum of squared deviations for the predicted Saat Defensive price change compared to its average price change.About Saat Defensive 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 Saat Defensive Strategy 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 Saat Defensive Strategy based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Saat Defensive Strategy price pattern first instead of the macroeconomic environment surrounding Saat Defensive Strategy. By analyzing Saat Defensive'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 Saat Defensive'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 Saat Defensive specific price patterns or momentum indicators. Please read more on our technical analysis page.
Saat Defensive March 19, 2024 Technical Indicators
Most technical analysis of Saat 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 Saat from various momentum indicators to cycle indicators. When you analyze Saat 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 | 0.095 | |||
Market Risk Adjusted Performance | (2.37) | |||
Mean Deviation | 0.1181 | |||
Downside Deviation | 0.1955 | |||
Coefficient Of Variation | 506.85 | |||
Standard Deviation | 0.1592 | |||
Variance | 0.0253 | |||
Information Ratio | (0.71) | |||
Jensen Alpha | 0.0226 | |||
Total Risk Alpha | (0.01) | |||
Sortino Ratio | (0.57) | |||
Treynor Ratio | (2.38) | |||
Maximum Drawdown | 1.09 | |||
Value At Risk | (0.22) | |||
Potential Upside | 0.2172 | |||
Downside Variance | 0.0382 | |||
Semi Variance | (0.02) | |||
Expected Short fall | (0.17) | |||
Skewness | 0.4245 | |||
Kurtosis | 3.18 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Saat Defensive Strategy. 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 gross domestic product. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Complementary Tools for Saat Mutual Fund analysis
When running Saat Defensive's price analysis, check to measure Saat Defensive'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 Saat Defensive is operating at the current time. Most of Saat Defensive's value examination focuses on studying past and present price action to predict the probability of Saat Defensive's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Saat Defensive's price. Additionally, you may evaluate how the addition of Saat Defensive to your portfolios can decrease your overall portfolio volatility.
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