Hang Seng retains Downside Deviation of 19.67 and Risk Adjusted Performance of 0.1804. Macroaxis technical analysis interface lets you check existing technical drivers of Hang Seng as well as the relationship between them. In other words you can use this information to find out if the entity will indeed mirror its model of historical price patterns or the prices will eventually revert. We found nineteen technical drivers for Hang Seng which can be compared to its competitors. Please check out Hang Seng Information Ratio, Potential Upside as well as the relationship between Potential Upside and Kurtosis to decide if Hang Seng is priced fairly providing market reflects its last-minute price of 26094.79 per share.
|Horizon||30 Days Login to change|
Hang Seng Trend AnalysisUse this graph to draw trend lines for Hang Seng. You can use it to identify possible trend reversals for Hang Seng 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 Hang Seng price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Hang Seng Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Hang Seng applied against its price change over selected period. The best fit line has a slop of 50.48 % which may suggest that Hang Seng market price will keep on failing further. It has 78 observation points and a regression sum of squares at 2.517569656E7, which is the sum of squared deviations for the predicted Hang Seng price change compared to its average price change.
Check portfolio volatility and analyze historical return density to properly model market risk
|All Next||Launch Portfolio Volatility|
|Risk Adjusted Performance||0.1804|
|Coefficient Of Variation||741.83|
|Total Risk Alpha||23.48|
|Value At Risk||(3.42)|
|Expected Short fall||(49.33)|
See also Your Current Watchlist. Please also try Balance Of Power module to check stock momentum by analyzing balance of power indicator and other technical ratios.