Undiscovered Managers Behavioral Fund Technical Analysis
UBVCX Fund | USD 84.28 0.02 0.02% |
As of the 1st of December, Undiscovered Managers has the Coefficient Of Variation of 933.19, semi deviation of 0.6916, and Risk Adjusted Performance of 0.085. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Undiscovered Managers, as well as the relationship between them.
Undiscovered Managers Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Undiscovered, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to UndiscoveredUndiscovered |
Undiscovered Managers 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.
Undiscovered Managers 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 Undiscovered Managers volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Undiscovered Managers Trend Analysis
Use this graph to draw trend lines for Undiscovered Managers Behavioral. You can use it to identify possible trend reversals for Undiscovered Managers 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 Undiscovered Managers price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Undiscovered Managers Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Undiscovered Managers Behavioral applied against its price change over selected period. The best fit line has a slop of 0.11 , which means Undiscovered Managers Behavioral will continue generating value for investors. It has 122 observation points and a regression sum of squares at 493.09, which is the sum of squared deviations for the predicted Undiscovered Managers price change compared to its average price change.About Undiscovered Managers 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 Undiscovered Managers Behavioral 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 Undiscovered Managers Behavioral based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Undiscovered Managers price pattern first instead of the macroeconomic environment surrounding Undiscovered Managers. By analyzing Undiscovered Managers'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 Undiscovered Managers'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 Undiscovered Managers specific price patterns or momentum indicators. Please read more on our technical analysis page.
Undiscovered Managers December 1, 2024 Technical Indicators
Most technical analysis of Undiscovered 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 Undiscovered from various momentum indicators to cycle indicators. When you analyze Undiscovered 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 | 0.085 | |||
Market Risk Adjusted Performance | 0.0999 | |||
Mean Deviation | 0.7537 | |||
Semi Deviation | 0.6916 | |||
Downside Deviation | 0.8369 | |||
Coefficient Of Variation | 933.19 | |||
Standard Deviation | 1.11 | |||
Variance | 1.24 | |||
Information Ratio | (0.02) | |||
Jensen Alpha | (0.05) | |||
Total Risk Alpha | (0.08) | |||
Sortino Ratio | (0.02) | |||
Treynor Ratio | 0.0899 | |||
Maximum Drawdown | 7.64 | |||
Value At Risk | (1.48) | |||
Potential Upside | 1.54 | |||
Downside Variance | 0.7005 | |||
Semi Variance | 0.4783 | |||
Expected Short fall | (0.84) | |||
Skewness | 2.12 | |||
Kurtosis | 10.03 |
Other Information on Investing in Undiscovered Mutual Fund
Undiscovered Managers financial ratios help investors to determine whether Undiscovered 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 Undiscovered with respect to the benefits of owning Undiscovered Managers security.
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