Xtrackers (UK) Technical Analysis
| XS2D Etf | 245.99 1.38 0.56% |
As of the 2nd of December, Xtrackers maintains the Mean Deviation of 1.09, market risk adjusted performance of 0.3951, and Downside Deviation of 1.52. Relative to fundamental indicators, the technical analysis model lets you check existing technical drivers of Xtrackers SP 500, as well as the relationship between them. Please check out Xtrackers SP 500 treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside to decide if Xtrackers SP 500 is priced fairly, providing market reflects its latest price of 245.99 per share.
Xtrackers Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Xtrackers, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to XtrackersXtrackers |
Xtrackers technical etf 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, etf market cycles, or different charting patterns.
Xtrackers SP 500 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 Xtrackers SP 500 volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Xtrackers SP 500 Trend Analysis
Use this graph to draw trend lines for Xtrackers SP 500. You can use it to identify possible trend reversals for Xtrackers 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 Xtrackers price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Xtrackers Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Xtrackers SP 500 applied against its price change over selected period. The best fit line has a slop of 0.53 , which means Xtrackers SP 500 will continue generating value for investors. It has 122 observation points and a regression sum of squares at 10518.83, which is the sum of squared deviations for the predicted Xtrackers price change compared to its average price change.About Xtrackers 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 Xtrackers SP 500 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 Xtrackers SP 500 based on its technical analysis. In general, a bottom-up approach, as applied to this etf, focuses on Xtrackers SP 500 price pattern first instead of the macroeconomic environment surrounding Xtrackers SP 500. By analyzing Xtrackers'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 Xtrackers'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 Xtrackers specific price patterns or momentum indicators. Please read more on our technical analysis page.
Xtrackers December 2, 2024 Technical Indicators
Most technical analysis of Xtrackers 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 Xtrackers from various momentum indicators to cycle indicators. When you analyze Xtrackers 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 | 0.116 | |||
| Market Risk Adjusted Performance | 0.3951 | |||
| Mean Deviation | 1.09 | |||
| Semi Deviation | 1.28 | |||
| Downside Deviation | 1.52 | |||
| Coefficient Of Variation | 688.36 | |||
| Standard Deviation | 1.51 | |||
| Variance | 2.27 | |||
| Information Ratio | 0.0539 | |||
| Jensen Alpha | 0.1395 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0534 | |||
| Treynor Ratio | 0.3851 | |||
| Maximum Drawdown | 8.69 | |||
| Value At Risk | (2.45) | |||
| Potential Upside | 2.45 | |||
| Downside Variance | 2.31 | |||
| Semi Variance | 1.64 | |||
| Expected Short fall | (1.12) | |||
| Skewness | 0.1713 | |||
| Kurtosis | 1.79 |
Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in Xtrackers SP 500. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in board of governors. You can also try the Performance Analysis module to check effects of mean-variance optimization against your current asset allocation.