Sparinvest SICAV (Denmark) Technical Analysis
| SSIPEURR | EUR 269.70 2.00 0.74% |
As of the 3rd of March, Sparinvest SICAV has the Semi Deviation of 0.4653, insignificant risk adjusted performance, and Coefficient Of Variation of 28448.97. Our technical analysis interface makes it possible for you to check existing technical drivers of Sparinvest SICAV Procedo, as well as the relationship between them. Please validate Sparinvest SICAV Procedo standard deviation and the relationship between the treynor ratio and downside variance to decide if Sparinvest SICAV is priced more or less accurately, providing market reflects its prevalent price of 269.7 per share.
Sparinvest SICAV Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Sparinvest, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SparinvestSparinvest |
Sparinvest SICAV technical 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.
Sparinvest SICAV Procedo Technical Analysis
The output start index for this execution was thirty with a total number of output elements of thirty-one. 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 Sparinvest SICAV Procedo volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Sparinvest SICAV Procedo Trend Analysis
Use this graph to draw trend lines for Sparinvest SICAV Procedo. You can use it to identify possible trend reversals for Sparinvest SICAV 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 Sparinvest SICAV price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Sparinvest SICAV Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Sparinvest SICAV Procedo applied against its price change over selected period. The best fit line has a slop of 0.06 , which means Sparinvest SICAV Procedo will continue generating value for investors. It has 122 observation points and a regression sum of squares at 117.79, which is the sum of squared deviations for the predicted Sparinvest SICAV price change compared to its average price change.About Sparinvest SICAV 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 Sparinvest SICAV Procedo 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 Sparinvest SICAV Procedo based on its technical analysis. In general, a bottom-up approach, as applied to this fund, focuses on Sparinvest SICAV Procedo price pattern first instead of the macroeconomic environment surrounding Sparinvest SICAV Procedo. By analyzing Sparinvest SICAV'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 Sparinvest SICAV'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 Sparinvest SICAV specific price patterns or momentum indicators. Please read more on our technical analysis page.
Sparinvest SICAV March 3, 2025 Technical Indicators
Most technical analysis of Sparinvest 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 Sparinvest from various momentum indicators to cycle indicators. When you analyze Sparinvest 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.
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0) | |||
| Market Risk Adjusted Performance | (0.06) | |||
| Mean Deviation | 0.3105 | |||
| Semi Deviation | 0.4653 | |||
| Downside Deviation | 0.6201 | |||
| Coefficient Of Variation | 28448.97 | |||
| Standard Deviation | 0.4707 | |||
| Variance | 0.2215 | |||
| Information Ratio | 0.0311 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | 0.0063 | |||
| Sortino Ratio | 0.0236 | |||
| Treynor Ratio | (0.07) | |||
| Maximum Drawdown | 2.33 | |||
| Value At Risk | (0.74) | |||
| Potential Upside | 0.5946 | |||
| Downside Variance | 0.3845 | |||
| Semi Variance | 0.2165 | |||
| Expected Short fall | (0.37) | |||
| Skewness | (0.48) | |||
| Kurtosis | 2.51 |
Other Information on Investing in Sparinvest Fund
Sparinvest SICAV financial ratios help investors to determine whether Sparinvest 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 Sparinvest with respect to the benefits of owning Sparinvest SICAV security.
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