Davis Real Estate Fund Technical Analysis
| RPFRX Fund | USD 46.35 0.25 0.54% |
As of the 2nd of December, Davis Real shows the Coefficient Of Variation of 2032.27, mean deviation of 0.7033, and Downside Deviation of 0.8802. In respect to fundamental indicators, the technical analysis model provides you with a way to check existing technical drivers of Davis Real, as well as the relationship between them.
Davis Real Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Davis, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to DavisDavis |
Davis Real 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.
Davis Real Estate Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. 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 Davis Real Estate volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Davis Real Estate Trend Analysis
Use this graph to draw trend lines for Davis Real Estate. You can use it to identify possible trend reversals for Davis Real 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 Davis Real price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Davis Real Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Davis Real Estate applied against its price change over selected period. The best fit line has a slop of 0.02 , which may suggest that Davis Real Estate market price will keep on failing further. It has 122 observation points and a regression sum of squares at 10.25, which is the sum of squared deviations for the predicted Davis Real price change compared to its average price change.About Davis Real 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 Davis Real Estate 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 Davis Real Estate based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Davis Real Estate price pattern first instead of the macroeconomic environment surrounding Davis Real Estate. By analyzing Davis Real'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 Davis Real'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 Davis Real specific price patterns or momentum indicators. Please read more on our technical analysis page.
Davis Real December 2, 2024 Technical Indicators
Most technical analysis of Davis 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 Davis from various momentum indicators to cycle indicators. When you analyze Davis 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 | 0.0387 | |||
| Market Risk Adjusted Performance | 0.1505 | |||
| Mean Deviation | 0.7033 | |||
| Semi Deviation | 0.8131 | |||
| Downside Deviation | 0.8802 | |||
| Coefficient Of Variation | 2032.27 | |||
| Standard Deviation | 0.8536 | |||
| Variance | 0.7286 | |||
| Information Ratio | (0.11) | |||
| Jensen Alpha | 0.0029 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.11) | |||
| Treynor Ratio | 0.1405 | |||
| Maximum Drawdown | 3.53 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.36 | |||
| Downside Variance | 0.7748 | |||
| Semi Variance | 0.6611 | |||
| Expected Short fall | (0.72) | |||
| Skewness | (0.26) | |||
| Kurtosis | (0.53) |
Other Information on Investing in Davis Mutual Fund
Davis Real financial ratios help investors to determine whether Davis Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Davis with respect to the benefits of owning Davis Real security.
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
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