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Universal Valuation - GTies

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The Universal Valuation is a medium-term valuation indicator that offers analysis of financial markets by calculating various technical mean reversion indicators and risk/reward ratios. It combines multiple indicators by calculating z-scores, enabling aggregation. This approach provides insights into market valuation levels.

All included indicators have flexible metrics, allowing users to customize them as needed. The script generates a dynamic table that displays each indicator separately for more in-depth analysis. Additionally, the script uses color-coding based on the aggregation of z-scores, which aids in visualizing whether the market is overvalued or undervalued.

At the bottom of the table, users can find different valuation phases and corresponding trading actions.

The valuation phases are divided into seven classes:
Strongly Overvalued (Z >= 2)
Moderately Overvalued (1.2 <= Z < 2)
Sligthly Overvalued (0.5 <= Z < 1.2)
Fairly Valued (-0.5 < Z < 0.5)
Slightly Undervalued (-0.65 < Z <= -0.5)
Moderately Undervalued (-1.3 < Z <= -0.65)
Strongly Undervalued (Z <= -1.3)

Based on the aggregated z-score, the indicator suggests potential trading actions:
Distribute Aggresively (Z >= 2)
Distribute (1.2 <= Z < 2)
Do Nothing (-0.65 < Z < 1.2)
Accumulate (-1.3 < Z <= -0.65)
Accumulate Aggresively (Z <= -1.3)
Informacje o Wersji
Swapped MFI with RVI

Wyłączenie odpowiedzialności

Informacje i publikacje nie stanowią i nie powinny być traktowane jako porady finansowe, inwestycyjne, tradingowe ani jakiekolwiek inne rekomendacje dostarczane lub zatwierdzone przez TradingView. Więcej informacji znajduje się w Warunkach użytkowania.