Northeast Investors Trust Fund Technical Analysis
| NTHEX Fund | USD 3.67 0.01 0.27% |
As of the 12th of December 2024, Northeast Investors secures the Risk Adjusted Performance of 0.0362, downside deviation of 0.7131, and Mean Deviation of 0.1543. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Northeast Investors Trust, as well as the relationship between them.
Northeast Investors Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Northeast, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to NortheastNortheast |
Northeast Investors 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.
Northeast Investors Trust 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 Northeast Investors Trust volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Northeast Investors Trust Trend Analysis
Use this graph to draw trend lines for Northeast Investors Trust. You can use it to identify possible trend reversals for Northeast Investors 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 Northeast Investors price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Northeast Investors Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Northeast Investors Trust applied against its price change over selected period. The best fit line has a slop of 0.0007 , which means Northeast Investors Trust will continue generating value for investors. It has 122 observation points and a regression sum of squares at 0.02, which is the sum of squared deviations for the predicted Northeast Investors price change compared to its average price change.About Northeast Investors 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 Northeast Investors Trust 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 Northeast Investors Trust based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Northeast Investors Trust price pattern first instead of the macroeconomic environment surrounding Northeast Investors Trust. By analyzing Northeast Investors'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 Northeast Investors'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 Northeast Investors specific price patterns or momentum indicators. Please read more on our technical analysis page.
Northeast Investors December 12, 2024 Technical Indicators
Most technical analysis of Northeast 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 Northeast from various momentum indicators to cycle indicators. When you analyze Northeast 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 | 0.0362 | |||
| Market Risk Adjusted Performance | 0.5846 | |||
| Mean Deviation | 0.1543 | |||
| Semi Deviation | 0.2477 | |||
| Downside Deviation | 0.7131 | |||
| Coefficient Of Variation | 1458.63 | |||
| Standard Deviation | 0.3101 | |||
| Variance | 0.0962 | |||
| Information Ratio | (0.33) | |||
| Jensen Alpha | 0.009 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | (0.14) | |||
| Treynor Ratio | 0.5746 | |||
| Maximum Drawdown | 2.69 | |||
| Value At Risk | (0.27) | |||
| Potential Upside | 0.2762 | |||
| Downside Variance | 0.5086 | |||
| Semi Variance | 0.0613 | |||
| Expected Short fall | (0.34) | |||
| Skewness | (3.16) | |||
| Kurtosis | 21.22 |
Other Information on Investing in Northeast Mutual Fund
Northeast Investors financial ratios help investors to determine whether Northeast 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 Northeast with respect to the benefits of owning Northeast Investors security.
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