Intech Managed Volatility Fund Price on October 5, 2023
| JRSTX Fund | USD 11.74 0.08 0.69% |
Below is the normalized historical share price chart for Intech Managed Volatility extending back to July 06, 2009. This chart has been adjusted for all splits and dividends and is plotted against all major global economic recessions. As of today, the current price of Intech Managed stands at 11.74, as last reported on the 25th of December, with the highest price reaching 11.74 and the lowest price hitting 11.74 during the day.
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 0.0191, which attests that the entity had a 0.0191% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Intech Managed Volatility, which you can use to evaluate the volatility of the entity. Please check out Intech Managed's Downside Deviation of 1.03, market risk adjusted performance of 0.2558, and Risk Adjusted Performance of 0.0332 to validate if the risk estimate we provide is consistent with the expected return of 0.0156%.
Intech Mutual Fund price history is provided at the adjusted basis, taking into account all of the recent filings.
Intech |
Sharpe Ratio = 0.0191
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | JRSTX |
Estimated Market Risk
| 0.82 actual daily | 7 93% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average Intech Managed is performing at about 1% 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 Managed by adding it to a well-diversified portfolio.
Intech Managed Valuation on October 5, 2023
It is possible to determine the worth of Intech Managed on a given historical date. On October 5, 2023 Intech was worth 9.02 at the beginning of the trading date compared to the closed value of 9.02. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Intech Managed mutual fund. Still, in general, we apply an absolute valuation method to find Intech Managed's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Intech Managed where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Intech Managed's related companies.
| Open | High | Low | Close | Volume | |
| 9.03 | 9.03 | 9.03 | 9.03 | 1.00 | |
10/05/2023 | 9.02 | 9.02 | 9.02 | 9.02 | 1.00 |
| 9.10 | 9.10 | 9.10 | 9.10 | 1.00 |
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Intech Managed Trading Date Momentum on October 5, 2023
| On October 06 2023 Intech Managed Volatility was traded for 9.10 at the closing time. The highest daily price throughout the period was 9.10 and the lowest price was 9.10 . There was no trading activity during the period 1.0. Lack of trading volume on 10/06/2023 added to the next day price jump. The trading delta at closing time to closing price of the next trading day was 0.89% . The trading delta at closing time to current closing price is 2.33% . |
Intech Managed Volatility Fundamentals Correlations and Trends
By evaluating Intech Managed's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Intech Managed's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Intech financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Intech Managed Mutual Fund history
Intech Managed investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Intech is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Intech Managed Volatility will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Intech Managed stock prices may prove useful in developing a viable investing in Intech Managed
The fund invests, under normal circumstances, at least 80 percent of its net assets in equity securities of U.S. companies, including, but not limited to, common stocks, depositary receipts. It seeks to achieve market-like returns with lower volatility over a full market cycle than the Russell 1000 Index. The fund seeks to generate such returns with volatility that can range from approximately 0 percent to 40 percent lower than the Russell 1000 Index.
Intech Managed Mutual Fund Technical Analysis
Intech Managed 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.
Price Boundaries
Intech Managed Period Price Range
Low | December 25, 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 Managed December 25, 2024 Market Strength
Market strength indicators help investors to evaluate how Intech Managed 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 Managed shares will generate the highest return on investment. By undertsting and applying Intech Managed mutual fund market strength indicators, traders can identify Intech Managed Volatility entry and exit signals to maximize returns
Intech Managed Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Intech Managed's 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 | 0.0332 | |||
| Jensen Alpha | 0.0199 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.2458 |
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| Volatility Indicators | ||
| Volume Indicators |
Other Information on Investing in Intech Mutual Fund
Intech Managed 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 Managed security.
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation |