|CHANGS ASCENDING E TWD10 -- Taiwan Stock|| |
TWD 51.7 0.1 0.19%
Assuming 30 trading days horizon, and your above average risk tolerance our recommendation regarding CHANGS ASCENDING E TWD10 is 'Strong Hold'
For the selected time horizon CHANGS ASCENDING E TWD10 has a risk adjusted performance of (0.001313)
, jensen alpha of (0.37)
, total risk alpha of (1.37)
, sortino ratio of 0.0 and treynor ratio of (0.049933)
Macroaxis buy, hold, or sell suggestion tool can be used to complement CHANGS ASCENDING E buy or sell recommendation provided by experts
. It analyzes the organization potential to grow against your specific risk preferences and investment horizon. Please be advised to confirm CHANGS ASCENDING E TWD10 Market Capitalization
to validate our buy or sell recommendation.
Returns Distribution Density
|Mean Return||-0.07||Value At Risk||-2.549|
|Potential Upside||3.5461||Standard Deviation||1.9126|
CHANGS ASCENDING Greeks
CHANGS ASCENDING Volatility Alert
CHANGS ASCENDING E TWD10 exhibits very low volatility with skewness of 0.35 and kurtosis of -0.03. However, we advise investors to further study CHANGS ASCENDING E TWD10 technical indicators to make sure all market info is available and is reliable.