Mackenzie Large Cap Etf Technical Analysis
| QAH Etf | CAD 212.27 -1.96 -0.91% |
As of the 25th of March, Mackenzie Large reflects a market price of 212.27 per share. Current technical metrics show Risk Adjusted Performance of -0.04, standard deviation of 0.7366, and Mean Deviation of 0.5662. Technical analytics evaluate momentum, liquidity, and volatility relationships. Current statistics are evaluated within a broader sector context.
Mackenzie Large Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Mackenzie, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to MackenzieMackenzie |
What if' Analysis
Backtesting a what-if scenario on Mackenzie Large Cap shows how the etf may have behaved if the position had been entered, held, or resized under different historical assumptions. This becomes more informative when investors use the backtest to challenge timing assumptions rather than to search for a perfect historical entry point.
| 12/25/2025 |
| 03/25/2026 |
Had you placed 0.00 in Mackenzie Large on December 25, 2025 and held until today, you would record 0.00 in cumulative gains. The result is a 0.0% total return in Mackenzie Large for the period measured over 90 days. The competitive set for Mackenzie Large includes Hamilton Equity, Vanguard Dividend, Invesco Canadian, Wealthsimple North, Hamilton Utilities, Wealthsimple Developed, and IShares High. Mackenzie US Large Cap Equity Index ETF seeks to replicate, to the extent reasonably possible and before fees and expens... More
Mackenzie Large Upside and Downside Indicators Dashboard
Upside and downside measures for Mackenzie Large frame directional pressure and range behavior. This view summarizes available data without implying outcomes.
| Information Ratio | 0.0208 | |||
| Maximum Drawdown | 3.16 | |||
| Value At Risk | -1.40 | |||
| Potential Upside | 1.23 |
Mackenzie Large Volatility and Risk Indicators Snapshot
Historical risk measures for Mackenzie Large describe how the price has varied across observation periods. The measures describe how returns have dispersed relative to historical norms.| Risk Adjusted Performance | -0.04 | |||
| Jensen Alpha | -0.003 | |||
| Total Risk Alpha | 0.009 | |||
| Treynor Ratio | -0.07 |
The mean reversion effect in Mackenzie Large is stronger when the initial deviation was driven by sentiment rather than fundamentals. Such deviations have sometimes corrected when the initial catalyst fades, though timing remains uncertain. The degree to which Mackenzie Large's exhibits mean reversion depends on how efficiently the market prices new information.
Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | -0.04 | |||
| Market Risk Adjusted Performance | -0.06 | |||
| Mean Deviation | 0.5662 | |||
| Coefficient Of Variation | -1,930 | |||
| Standard Deviation | 0.7366 | |||
| Variance | 0.5425 | |||
| Information Ratio | 0.0208 | |||
| Jensen Alpha | -0.003 | |||
| Total Risk Alpha | 0.009 | |||
| Treynor Ratio | -0.07 | |||
| Maximum Drawdown | 3.16 | |||
| Value At Risk | -1.40 | |||
| Potential Upside | 1.23 | |||
| Skewness | -0.05 | |||
| Kurtosis | 0.2628 |
Mackenzie Large Cap Backtested Returns
Mackenzie Large maintains a very low volatility profile during the selected period. It exhibits a Sharpe Ratio (Efficiency) of -0.12, highlighting negative adjusted efficiency metrics. We identified twenty-four technical indicators influencing the company's volatility profile. Please examine metrics such as risk-adjusted performance of -0.04, standard deviation of 0.7366, and mean deviation of 0.5662 to confirm alignment between technical signals and risk metrics. The ETF owns a market beta of 0.71, which means generally lower market sensitivity than the broad market. As returns on the market increase, Mackenzie Large's returns are expected to increase less than the market. However, during a bear market, the loss from holding Mackenzie Large is expected to be smaller as well.
Auto-correlation | 0.12 |
Insignificant predictability
The autocorrelation profile for Mackenzie Large Cap registers insignificant predictability between the two measured intervals. When lagged price patterns show consistency, they can serve as a partial input for modeling Mackenzie Large Cap's near-term price behavior. A serial correlation of 0.12 indicates that less than 12.0% of current Mackenzie Large price fluctuations can be explained by its historical price movements.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | -0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 13.04 |
This section evaluates Mackenzie Large through observed price and volume patterns. It captures historical price and volume behavior using available data.
Technical Analysis
This analysis covers thirty-seven data points across the selected time horizon. 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 Mackenzie Large Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of Mackenzie Large evaluates traded price structure, volume, and spread stability relative to NAV behavior. Moving averages smooth short-term dispersion and highlight trend alignment.
Data shown for Mackenzie Large Cap is aggregated from fund disclosures and market reference feeds and normalized across reporting formats. Source publication timing can introduce delays.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardMackenzie Large Technical Indicators
Investors following Mackenzie Large Cap often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. A disciplined technical workflow separates stronger setups from noisier price action.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.04 | |||
| Market Risk Adjusted Performance | -0.06 | |||
| Mean Deviation | 0.5662 | |||
| Coefficient Of Variation | -1,930 | |||
| Standard Deviation | 0.7366 | |||
| Variance | 0.5425 | |||
| Information Ratio | 0.0208 | |||
| Jensen Alpha | -0.003 | |||
| Total Risk Alpha | 0.009 | |||
| Treynor Ratio | -0.07 | |||
| Maximum Drawdown | 3.16 | |||
| Value At Risk | -1.40 | |||
| Potential Upside | 1.23 | |||
| Skewness | -0.05 | |||
| Kurtosis | 0.2628 |
March 25, 2026 Daily Trend Indicators
Investors following Mackenzie Large Cap often rely on technical indicators to test whether price action is supporting continuation, exhaustion, or a possible change in direction. A disciplined technical workflow separates stronger setups from noisier price action.
| Accumulation Distribution | 2.62 | ||
| Daily Balance Of Power | -2.11 | ||
| Rate Of Daily Change | 0.99 | ||
| Day Median Price | 212.74 | ||
| Day Typical Price | 212.58 | ||
| Price Action Indicator | -1.44 | ||
| Market Facilitation Index | 0.0015 |
More Resources for Mackenzie Etf Analysis
Other Information on Investing in Mackenzie Etf
Financial ratios highlight how financial values interact within Mackenzie Large. Values are based on the latest available financial disclosures and shown as reference data.