Russell 2000 15x Fund Technical Analysis
RYMKX Fund | USD 64.80 0.40 0.62% |
As of the 5th of December, Russell 2000 holds the Coefficient Of Variation of 670.15, risk adjusted performance of 0.1163, and Semi Deviation of 1.15. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Russell 2000, as well as the relationship between them.
Russell 2000 Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Russell, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to RussellRussell |
Russell 2000 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.
Russell 2000 15x Technical Analysis
Incorrect Input. Please change your parameters or increase the time horizon required for running this function. The output start index for this execution was zero with a total number of output elements of zero. 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 Russell 2000 15x volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Russell 2000 15x Trend Analysis
Use this graph to draw trend lines for Russell 2000 15x. You can use it to identify possible trend reversals for Russell 2000 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 Russell 2000 price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Russell 2000 Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Russell 2000 15x applied against its price change over selected period. The best fit line has a slop of 0.16 , which means Russell 2000 15x will continue generating value for investors. It has 122 observation points and a regression sum of squares at 981.06, which is the sum of squared deviations for the predicted Russell 2000 price change compared to its average price change.About Russell 2000 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 Russell 2000 15x 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 Russell 2000 15x based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Russell 2000 15x price pattern first instead of the macroeconomic environment surrounding Russell 2000 15x. By analyzing Russell 2000'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 Russell 2000'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 Russell 2000 specific price patterns or momentum indicators. Please read more on our technical analysis page.
Russell 2000 December 5, 2024 Technical Indicators
Most technical analysis of Russell 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 Russell from various momentum indicators to cycle indicators. When you analyze Russell 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 | 0.1163 | |||
Market Risk Adjusted Performance | 0.1354 | |||
Mean Deviation | 1.32 | |||
Semi Deviation | 1.15 | |||
Downside Deviation | 1.48 | |||
Coefficient Of Variation | 670.15 | |||
Standard Deviation | 1.87 | |||
Variance | 3.48 | |||
Information Ratio | 0.0706 | |||
Jensen Alpha | (0.02) | |||
Total Risk Alpha | (0.08) | |||
Sortino Ratio | 0.0887 | |||
Treynor Ratio | 0.1254 | |||
Maximum Drawdown | 11.44 | |||
Value At Risk | (2.43) | |||
Potential Upside | 3.13 | |||
Downside Variance | 2.2 | |||
Semi Variance | 1.33 | |||
Expected Short fall | (1.49) | |||
Skewness | 1.48 | |||
Kurtosis | 5.35 |
Other Information on Investing in Russell Mutual Fund
Russell 2000 financial ratios help investors to determine whether Russell 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 Russell with respect to the benefits of owning Russell 2000 security.
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