Intech Managed Volatility Fund Price on December 4, 2024
If you're considering investing in Intech Mutual Fund, it is important to understand the factors that can impact its price. At this stage we consider Intech Mutual Fund to be very steady. Intech Managed Volatility holds Efficiency (Sharpe) Ratio of 0.24, which attests that the entity had a 0.24% return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Intech Managed Volatility, which you can use to evaluate the volatility of the entity. Please check out Intech Us' Market Risk Adjusted Performance of 0.237, risk adjusted performance of 0.1769, and Downside Deviation of 0.681 to validate if the risk estimate we provide is consistent with the expected return of 0.15%.
Intech Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Intech |
Sharpe Ratio = 0.241
Best Portfolio | Best Equity | |||
Good Returns | ||||
Average Returns | ||||
Small Returns | JRSCX | |||
Cash | Small Risk | Average Risk | High Risk | Huge Risk |
Negative Returns |
Estimated Market Risk
0.64 actual daily | 5 95% of assets are more volatile |
Expected Return
0.15 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
0.24 actual daily | 18 82% of assets perform better |
Based on monthly moving average Intech Us is performing at about 18% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Intech Us by adding it to a well-diversified portfolio.
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Price Boundaries
Intech Us Period Price Range
Low | December 7, 2024
| High |
0.00 | 0.00 |
Intech Managed Volatility cannot be verified against its exchange. Please verify the symbol is currently traded on NMFQS Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
Intech Us December 7, 2024 Market Strength
Market strength indicators help investors to evaluate how Intech Us mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Intech Us shares will generate the highest return on investment. By undertsting and applying Intech Us mutual fund market strength indicators, traders can identify Intech Managed Volatility entry and exit signals to maximize returns
Intech Us Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Intech Us' price direction in advance. Along with the technical and fundamental analysis of Intech Mutual Fund historical price patterns, it is also worthwhile for investors to track various predictive indicators of Intech to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
Risk Adjusted Performance | 0.1769 | |||
Jensen Alpha | 0.0608 | |||
Total Risk Alpha | 0.031 | |||
Sortino Ratio | 0.0185 | |||
Treynor Ratio | 0.227 |
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Other Information on Investing in Intech Mutual Fund
Intech Us financial ratios help investors to determine whether Intech 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 Intech with respect to the benefits of owning Intech Us security.
Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators | |
Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio |