Quantified Alternative Investment Fund Technical Analysis
QALTX Fund | USD 9.27 0.02 0.22% |
As of the 20th of April, Quantified Alternative holds the Coefficient Of Variation of 694.36, risk adjusted performance of 0.0872, and Semi Deviation of 0.392. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Quantified Alternative, as well as the relationship between them. Put it differently, you can use this information to find out if the fund will indeed mirror its model of past market data, or the prices will eventually revert. We were able to interpolate and analyze data for nineteen technical drivers for Quantified Alternative, which can be compared to its competitors. Please check Quantified Alternative mean deviation, information ratio, as well as the relationship between the Information Ratio and downside variance to decide if Quantified Alternative is priced some-what accurately, providing market reflects its current price of 9.27 per share.
Quantified Alternative Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Quantified, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to QuantifiedQuantified |
Quantified Alternative 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.
Quantified Alternative 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 Quantified Alternative volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Quantified Alternative Trend Analysis
Use this graph to draw trend lines for Quantified Alternative Investment. You can use it to identify possible trend reversals for Quantified Alternative 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 Quantified Alternative price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Quantified Alternative Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Quantified Alternative Investment applied against its price change over selected period. The best fit line has a slop of 0.01 , which means Quantified Alternative Investment will continue generating value for investors. It has 122 observation points and a regression sum of squares at 1.99, which is the sum of squared deviations for the predicted Quantified Alternative price change compared to its average price change.About Quantified Alternative 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 Quantified Alternative Investment 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 Quantified Alternative Investment based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Quantified Alternative price pattern first instead of the macroeconomic environment surrounding Quantified Alternative. By analyzing Quantified Alternative'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 Quantified Alternative'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 Quantified Alternative specific price patterns or momentum indicators. Please read more on our technical analysis page.
Quantified Alternative April 20, 2024 Technical Indicators
Most technical analysis of Quantified 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 Quantified from various momentum indicators to cycle indicators. When you analyze Quantified 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 | 0.0872 | |||
Market Risk Adjusted Performance | 0.1325 | |||
Mean Deviation | 0.3994 | |||
Semi Deviation | 0.392 | |||
Downside Deviation | 0.6969 | |||
Coefficient Of Variation | 694.36 | |||
Standard Deviation | 0.5583 | |||
Variance | 0.3117 | |||
Information Ratio | (0.01) | |||
Jensen Alpha | 0.0271 | |||
Total Risk Alpha | 0.0016 | |||
Sortino Ratio | (0.01) | |||
Treynor Ratio | 0.1225 | |||
Maximum Drawdown | 3.53 | |||
Value At Risk | (0.84) | |||
Potential Upside | 0.8547 | |||
Downside Variance | 0.4857 | |||
Semi Variance | 0.1537 | |||
Expected Short fall | (0.55) | |||
Skewness | (0.30) | |||
Kurtosis | 2.27 |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Quantified Alternative Investment. 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 estimate. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.