Alpscorecommodity Management Pletecommoditiessm Fund Technical Analysis
| JCRAX Fund | USD 9.27 0.10 1.09% |
As of the 30th of January, Alpscorecommodity shows the Downside Deviation of 0.8947, risk adjusted performance of 0.2276, and Mean Deviation of 0.6915. Alpscorecommodity 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.
Alpscorecommodity Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Alpscorecommodity, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AlpscorecommodityAlpscorecommodity |
Alpscorecommodity 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Alpscorecommodity's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Alpscorecommodity.
| 11/01/2025 |
| 01/30/2026 |
If you would invest 0.00 in Alpscorecommodity on November 1, 2025 and sell it all today you would earn a total of 0.00 from holding Alpscorecommodity Management Pletecommoditiessm or generate 0.0% return on investment in Alpscorecommodity over 90 days. Alpscorecommodity is related to or competes with PIMCO Enhanced, T Rowe, IShares Energy, Invesco High, VanEck Rare, Roundhill ETF, and Vanguard Emerging. The fund seeks to achieve its investment objective by investing,under normal circumstances,directly or indirectly in a combination of equity securities of natural resource companies, as commodity-related equity securities and commodity futures-linked derivative instruments thereby obtaining exposure to the commodity markets. More
Alpscorecommodity Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Alpscorecommodity's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Alpscorecommodity Management Pletecommoditiessm upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8947 | |||
| Information Ratio | 0.24 | |||
| Maximum Drawdown | 3.38 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.48 |
Alpscorecommodity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Alpscorecommodity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Alpscorecommodity's standard deviation. In reality, there are many statistical measures that can use Alpscorecommodity historical prices to predict the future Alpscorecommodity's volatility.| Risk Adjusted Performance | 0.2276 | |||
| Jensen Alpha | 0.2327 | |||
| Total Risk Alpha | 0.1968 | |||
| Sortino Ratio | 0.2305 | |||
| Treynor Ratio | 0.5321 |
Alpscorecommodity January 30, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.2276 | |||
| Market Risk Adjusted Performance | 0.5421 | |||
| Mean Deviation | 0.6915 | |||
| Semi Deviation | 0.5134 | |||
| Downside Deviation | 0.8947 | |||
| Coefficient Of Variation | 321.2 | |||
| Standard Deviation | 0.8593 | |||
| Variance | 0.7384 | |||
| Information Ratio | 0.24 | |||
| Jensen Alpha | 0.2327 | |||
| Total Risk Alpha | 0.1968 | |||
| Sortino Ratio | 0.2305 | |||
| Treynor Ratio | 0.5321 | |||
| Maximum Drawdown | 3.38 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.48 | |||
| Downside Variance | 0.8005 | |||
| Semi Variance | 0.2636 | |||
| Expected Short fall | (0.81) | |||
| Skewness | (0.25) | |||
| Kurtosis | (0.35) |
Alpscorecommodity Backtested Returns
Alpscorecommodity appears to be very steady, given 3 months investment horizon. Alpscorecommodity secures Sharpe Ratio (or Efficiency) of 0.33, which signifies that the fund had a 0.33 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Alpscorecommodity Management Pletecommoditiessm, which you can use to evaluate the volatility of the entity. Please makes use of Alpscorecommodity's Downside Deviation of 0.8947, mean deviation of 0.6915, and Risk Adjusted Performance of 0.2276 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of 0.48, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Alpscorecommodity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Alpscorecommodity is expected to be smaller as well.
Auto-correlation | 0.75 |
Good predictability
Alpscorecommodity Management Pletecommoditiessm has good predictability. Overlapping area represents the amount of predictability between Alpscorecommodity time series from 1st of November 2025 to 16th of December 2025 and 16th of December 2025 to 30th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Alpscorecommodity price movement. The serial correlation of 0.75 indicates that around 75.0% of current Alpscorecommodity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Alpscorecommodity 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.
Alpscorecommodity Technical Analysis
Indicator |
The output start index for this execution was one with a total number of output elements of sixty. The True Range is a measure of Alpscorecommodity volatility developed by Welles Wilder.
About Alpscorecommodity 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 Alpscorecommodity Management Pletecommoditiessm 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 Alpscorecommodity Management Pletecommoditiessm based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Alpscorecommodity price pattern first instead of the macroeconomic environment surrounding Alpscorecommodity. By analyzing Alpscorecommodity'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 Alpscorecommodity'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 Alpscorecommodity specific price patterns or momentum indicators. Please read more on our technical analysis page.
Alpscorecommodity January 30, 2026 Technical Indicators
Most technical analysis of Alpscorecommodity 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 Alpscorecommodity from various momentum indicators to cycle indicators. When you analyze Alpscorecommodity 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 | 0.2276 | |||
| Market Risk Adjusted Performance | 0.5421 | |||
| Mean Deviation | 0.6915 | |||
| Semi Deviation | 0.5134 | |||
| Downside Deviation | 0.8947 | |||
| Coefficient Of Variation | 321.2 | |||
| Standard Deviation | 0.8593 | |||
| Variance | 0.7384 | |||
| Information Ratio | 0.24 | |||
| Jensen Alpha | 0.2327 | |||
| Total Risk Alpha | 0.1968 | |||
| Sortino Ratio | 0.2305 | |||
| Treynor Ratio | 0.5321 | |||
| Maximum Drawdown | 3.38 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.48 | |||
| Downside Variance | 0.8005 | |||
| Semi Variance | 0.2636 | |||
| Expected Short fall | (0.81) | |||
| Skewness | (0.25) | |||
| Kurtosis | (0.35) |
Alpscorecommodity January 30, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Alpscorecommodity stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | Huge | ||
| Rate Of Daily Change | 1.01 | ||
| Day Median Price | 9.27 | ||
| Day Typical Price | 9.27 | ||
| Price Action Indicator | 0.05 |
Other Information on Investing in Alpscorecommodity Mutual Fund
Alpscorecommodity financial ratios help investors to determine whether Alpscorecommodity 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 Alpscorecommodity with respect to the benefits of owning Alpscorecommodity security.
| Fundamental Analysis View fundamental data based on most recent published financial statements | |
| AI Portfolio Prophet Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets |