XP Selection (Brazil) Technical Analysis
| XPSF11 Fund | BRL 5.91 0.15 2.48% |
As of the 13th of December 2024, XP Selection owns the information ratio of (0.39), and Market Risk Adjusted Performance of (2.92). Our technical analysis interface lets you check potential technical drivers of XP Selection Fundo, as well as the relationship between them.
XP Selection Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as XPSF11, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to XPSF11XPSF11 |
XP Selection technical 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.
XP Selection Fundo 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 XP Selection Fundo volatility. High ATR values indicate high volatility, and low values indicate low volatility.
XP Selection Fundo Trend Analysis
Use this graph to draw trend lines for XP Selection Fundo. You can use it to identify possible trend reversals for XP Selection 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 XP Selection price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.XP Selection Best Fit Change Line
The following chart estimates an ordinary least squares regression model for XP Selection Fundo applied against its price change over selected period. The best fit line has a slop of 0.01 , which may suggest that XP Selection Fundo market price will keep on failing further. It has 122 observation points and a regression sum of squares at 7.1, which is the sum of squared deviations for the predicted XP Selection price change compared to its average price change.About XP Selection 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 XP Selection Fundo 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 XP Selection Fundo based on its technical analysis. In general, a bottom-up approach, as applied to this fund, focuses on XP Selection Fundo price pattern first instead of the macroeconomic environment surrounding XP Selection Fundo. By analyzing XP Selection'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 XP Selection'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 XP Selection specific price patterns or momentum indicators. Please read more on our technical analysis page.
XP Selection December 13, 2024 Technical Indicators
Most technical analysis of XPSF11 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 XPSF11 from various momentum indicators to cycle indicators. When you analyze XPSF11 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 | (0.20) | |||
| Market Risk Adjusted Performance | (2.92) | |||
| Mean Deviation | 0.7864 | |||
| Coefficient Of Variation | (352.42) | |||
| Standard Deviation | 1.03 | |||
| Variance | 1.05 | |||
| Information Ratio | (0.39) | |||
| Jensen Alpha | (0.31) | |||
| Total Risk Alpha | (0.45) | |||
| Treynor Ratio | (2.93) | |||
| Maximum Drawdown | 5.75 | |||
| Value At Risk | (2.27) | |||
| Potential Upside | 1.23 | |||
| Skewness | (0.12) | |||
| Kurtosis | 0.7818 |
Other Information on Investing in XPSF11 Fund
XP Selection financial ratios help investors to determine whether XPSF11 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 XPSF11 with respect to the benefits of owning XP Selection security.
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets |