The Arbitrage Credit Fund Technical Analysis
| AGCAX Fund | USD 9.77 0.01 0.10% |
As of the 12th of December 2024, Arbitrage Credit shows the Mean Deviation of 0.043, risk adjusted performance of 0.0326, and Downside Deviation of 0.1109. Arbitrage Credit technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity's future prices.
Arbitrage Credit Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Arbitrage, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ArbitrageArbitrage |
Arbitrage Credit 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.
Arbitrage Credit Technical Analysis
The output start index for this execution was fourty-two with a total number of output elements of nineteen. 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 Arbitrage Credit volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Arbitrage Credit Trend Analysis
Use this graph to draw trend lines for The Arbitrage Credit. You can use it to identify possible trend reversals for Arbitrage Credit 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 Arbitrage Credit price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Arbitrage Credit Best Fit Change Line
The following chart estimates an ordinary least squares regression model for The Arbitrage Credit applied against its price change over selected period. The best fit line has a slop of 0 , which means The Arbitrage Credit will continue generating value for investors. It has 122 observation points and a regression sum of squares at 0.04, which is the sum of squared deviations for the predicted Arbitrage Credit price change compared to its average price change.About Arbitrage Credit 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 The Arbitrage Credit 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 The Arbitrage Credit based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Arbitrage Credit price pattern first instead of the macroeconomic environment surrounding Arbitrage Credit. By analyzing Arbitrage Credit'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 Arbitrage Credit'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 Arbitrage Credit specific price patterns or momentum indicators. Please read more on our technical analysis page.
Arbitrage Credit December 12, 2024 Technical Indicators
Most technical analysis of Arbitrage 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 Arbitrage from various momentum indicators to cycle indicators. When you analyze Arbitrage 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 | 0.0326 | |||
| Market Risk Adjusted Performance | (0.29) | |||
| Mean Deviation | 0.043 | |||
| Downside Deviation | 0.1109 | |||
| Coefficient Of Variation | 638.25 | |||
| Standard Deviation | 0.0797 | |||
| Variance | 0.0064 | |||
| Information Ratio | (1.40) | |||
| Jensen Alpha | 0.0034 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | (1.01) | |||
| Treynor Ratio | (0.30) | |||
| Maximum Drawdown | 0.5151 | |||
| Value At Risk | (0.10) | |||
| Potential Upside | 0.1031 | |||
| Downside Variance | 0.0123 | |||
| Semi Variance | (0.01) | |||
| Expected Short fall | (0.15) | |||
| Skewness | 2.66 | |||
| Kurtosis | 11.48 |
Other Information on Investing in Arbitrage Mutual Fund
Arbitrage Credit financial ratios help investors to determine whether Arbitrage 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 Arbitrage with respect to the benefits of owning Arbitrage Credit security.
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