IBEX 35 retains Downside Deviation of 1.22 and Semi Deviation of 1.12. Macroaxis technical analysis interface lets you check possible technical drivers of IBEX 35 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 IBEX 35 which can be compared to its competitors. Please check out IBEX 35 Coefficient Of Variation, Treynor Ratio as well as the relationship between Treynor Ratio and Semi Variance to decide if IBEX 35 is priced more or less accurately providing market reflects its last-minute price of 8886.1 per share.
|Horizon||30 Days Login to change|
IBEX 35 Trend AnalysisUse this graph to draw trend lines for IBEX 35. You can use it to identify possible trend reversals for IBEX 35 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 IBEX 35 price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
IBEX 35 Best Fit Change LineThe following chart estimates an ordinary least squares regression model for IBEX 35 applied against its price change over selected period. The best fit line has a slop of 1.01 % which means IBEX 35 will continue generating value for investors. It has 78 observation points and a regression sum of squares at 10036.21, which is the sum of squared deviations for the predicted IBEX 35 price change compared to its average price change.
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations when you add IBEX 35 to your portfolio
|Risk Adjusted Performance||0.0424|
|Coefficient Of Variation||2932.31|
|Total Risk Alpha||0.071|
|Value At Risk||(2.04)|
|Expected Short fall||(0.96)|