Davis Opportunity Fund Volatility Indicators Average True Range

RPEAX Fund  USD 39.10  -0.20  -0.51%   
The volatility indicators module provides an execution environment for Average True Range indicator and related indicators on Davis Opportunity. It emphasizes volatility indicators and range-based signals while keeping volatility, risk, and performance context in view.Please specify Time Period to run this model.

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The output start index for this execution was thirty-six with a total number of output elements of twenty-five. 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 Davis Opportunity volatility. High ATR values indicate high volatility, and low values indicate low volatility.

Davis Opportunity Technical Analysis Modules

Most technical analysis of Davis Opportunity 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 Davis from various momentum indicators to cycle indicators. When you analyze Davis charts, please remember that the event formation may indicate an entry point for a short seller, and look at other indicators across different periods to confirm that a breakdown or reversion is likely to occur.

Mutual Fund Overview, Methodology & Data Sources

The fund overview for Davis Opportunity summarizes mandate, holdings profile, and risk characteristics. The fund has exposure to Davis Funds, Large Value Funds. The current allocation is approximately 96.0% equities and 4.0% cash. It is classified under Large Value within the Davis Funds family.

Methodology

Unless otherwise specified, data for Davis Opportunity is derived from fund disclosures (prospectus language, holdings reports, and periodic statements where available). Asset-level metrics are computed daily by Macroaxis LLC and refreshed regularly based on instrument type. Davis Opportunity market data and reported NAV may reflect delayed updates. Data may be delayed depending on reporting sources and market conventions. Assumptions: We reference public fund disclosures, holdings reports, and market data feeds and regulatory disclosures, including those published by U.S. Securities and Exchange Commission (SEC) via EDGAR. Data may be normalized and delayed in some cases. All analytics are generated using standardized, rules-based models designed to promote consistency and comparability across instruments. Model assumptions, reference parameters, and selected computational inputs are available in the Model Inputs section. If you have questions about our data sources or methodology, please contact Macroaxis Support.

Research Sources

Davis Opportunity may have reference inputs that incorporate holdings disclosures, category classification, and NAV-derived statistics where available. Updates may occur throughout the day.

This content is curated and reviewed by:

Ellen Johnson - Member of Macroaxis Editorial Board

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Tracking Davis Opportunity inside a portfolio is useful because individual winners can still weaken diversification or distort overall risk targets. A disciplined tracking process turns performance data into better decisions instead of more noise.

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Davis Opportunity pair trading

Pair trading with Davis Opportunity can help investors hedge some company-specific exposure by balancing a long view with an offsetting position. The key question is whether the second leg adds real hedge value instead of just creating a more complex version of the same risk.

Davis Opportunity Pair Trading

Davis Opportunity Pair Trading Analysis

The ability to find closely correlated positions to Davis Opportunity could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Davis Opportunity when you sell it.
The correlation of Davis Opportunity is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1.
Correlation analysis and pair trading evaluation for Davis Opportunity can be used to frame hedging context. The approach can be applied within sectors or across broader universes.
Pair CorrelationCorrelation Matching