BSE shows Downside Deviation of 1.33, Risk Adjusted Performance of 0.0537 and Mean Deviation of 0.8592. Macroaxis technical analysis interface gives you tools to check helpful technical drivers of BSE as well as the relationship between them. In plain English you can use this information to find out if the entity will indeed mirror its model of historical prices and volume momentum or the prices will eventually revert. We found nineteen technical drivers for BSE which can be compared to its rivals. Please confirm BSE Coefficient Of Variation, Treynor Ratio as well as the relationship between Treynor Ratio and Semi Variance to decide if BSE is priced favorably providing market reflects its regular price of 36347.08 per share.
|Horizon||30 Days Login to change|
BSE Trend AnalysisUse this graph to draw trend lines for BSE. You can use it to identify possible trend reversals for BSE as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual BSE price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
BSE Best Fit Change LineThe following chart estimates an ordinary least squares regression model for BSE applied against its price change over selected period. The best fit line has a slop of 48.17 % which means BSE will continue producing value for investors. It has 78 observation points and a regression sum of squares at 2.292268108E7, which is the sum of squared deviations for the predicted BSE price change compared to its average price change.
Chance of Distress
Get analysis of equity chance of financial distress in the next 2 years
|All Next||Launch Chance of Distress|
|Risk Adjusted Performance||0.0537|
|Coefficient Of Variation||2398.06|
|Total Risk Alpha||0.1827|
|Value At Risk||(1.59)|
|Expected Short fall||(0.91)|
See also Your Current Watchlist. Please also try Portfolio Rebalancing module to analyze risk-adjusted returns against different time horizons to find asset-allocation targets.