Roumell Opportunistic Value Fund Technical Analysis
RAMSX Fund | USD 4.97 0.03 0.61% |
As of the 29th of March, Roumell Opportunistic holds the Risk Adjusted Performance of 0.0633, semi deviation of 0.8394, and Coefficient Of Variation of 939.83. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Roumell Opportunistic, 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 are able to interpolate and collect nineteen technical drivers for Roumell Opportunistic, which can be compared to its competitors. Please check Roumell Opportunistic jensen alpha and semi variance to decide if Roumell Opportunistic is priced some-what accurately, providing market reflects its current price of 4.97 per share.
Roumell Opportunistic Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Roumell, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to RoumellRoumell |
Roumell Opportunistic 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.
Roumell Opportunistic Technical Analysis
Incorrect Input. Please change your parameters or increase the time horizon required for running this function. The output start index for this execution was zero with a total number of output elements of zero. 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 Roumell Opportunistic volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Roumell Opportunistic Trend Analysis
Use this graph to draw trend lines for Roumell Opportunistic Value. You can use it to identify possible trend reversals for Roumell Opportunistic 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 Roumell Opportunistic price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Roumell Opportunistic Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Roumell Opportunistic Value applied against its price change over selected period. The best fit line has a slop of 0.01 , which means Roumell Opportunistic Value will continue generating value for investors. It has 122 observation points and a regression sum of squares at 1.8, which is the sum of squared deviations for the predicted Roumell Opportunistic price change compared to its average price change.About Roumell Opportunistic 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 Roumell Opportunistic Value 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 Roumell Opportunistic Value based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Roumell Opportunistic price pattern first instead of the macroeconomic environment surrounding Roumell Opportunistic. By analyzing Roumell Opportunistic'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 Roumell Opportunistic'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 Roumell Opportunistic specific price patterns or momentum indicators. Please read more on our technical analysis page.
Roumell Opportunistic March 29, 2024 Technical Indicators
Most technical analysis of Roumell 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 Roumell from various momentum indicators to cycle indicators. When you analyze Roumell 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 | 0.0633 | |||
Market Risk Adjusted Performance | 0.0912 | |||
Mean Deviation | 0.7061 | |||
Semi Deviation | 0.8394 | |||
Downside Deviation | 1.09 | |||
Coefficient Of Variation | 939.83 | |||
Standard Deviation | 0.9602 | |||
Variance | 0.9219 | |||
Information Ratio | (0.03) | |||
Jensen Alpha | (0.05) | |||
Total Risk Alpha | (0.12) | |||
Sortino Ratio | (0.03) | |||
Treynor Ratio | 0.0812 | |||
Maximum Drawdown | 5.13 | |||
Value At Risk | (1.73) | |||
Potential Upside | 1.91 | |||
Downside Variance | 1.18 | |||
Semi Variance | 0.7046 | |||
Expected Short fall | (0.81) | |||
Skewness | 0.0292 | |||
Kurtosis | 0.7592 |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Roumell Opportunistic Value. 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 state. You can also try the Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.
Complementary Tools for Roumell Mutual Fund analysis
When running Roumell Opportunistic's price analysis, check to measure Roumell Opportunistic'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 Roumell Opportunistic is operating at the current time. Most of Roumell Opportunistic's value examination focuses on studying past and present price action to predict the probability of Roumell Opportunistic's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Roumell Opportunistic's price. Additionally, you may evaluate how the addition of Roumell Opportunistic to your portfolios can decrease your overall portfolio volatility.
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