As of 23 of August Citra Marga shows Risk Adjusted Performance of 0.1825, Downside Deviation of 1.95 and Mean Deviation of 1.64. Macroaxis technical analysis interface gives you tools to check existing technical drivers of Citra Marga Nusaphala as well as the relationship between them. In plain English you can use this information to find out if the firm will indeed mirror its model of historical prices and volume momentum or the prices will eventually revert. We found nineteen technical drivers for Citra Marga Nusaphala Persada T which can be compared to its rivals. Please confirm Citra Marga Nusaphala Information Ratio, Treynor Ratio, Value At Risk, as well as the relationship between Jensen Alpha and Maximum Drawdown to decide if Citra Marga Nusaphala is priced correctly providing market reflects its regular price of 1450.0 per share.
|Horizon||30 Days Login to change|
Citra Marga Nusaphala Technical Analysis
Citra Marga Nusaphala Trend AnalysisUse this graph to draw trend lines for Citra Marga Nusaphala Persada T. You can use it to identify possible trend reversals for Citra Marga 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 Citra Marga price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Citra Marga Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Citra Marga Nusaphala Persada T applied against its price change over selected period. The best fit line has a slop of 5.44 % which means Citra Marga Nusaphala Persada T will continue producing value for investors. It has 78 observation points and a regression sum of squares at 292415.23, which is the sum of squared deviations for the predicted Citra Marga price change compared to its average price change.
Citra Marga August 23, 2019 Technical Indicators
|Risk Adjusted Performance||0.1825|
|Market Risk Adjusted Performance||0.9028|
|Coefficient Of Variation||557.21|
|Total Risk Alpha||0.6479|
|Value At Risk||(2.10)|
|Expected Short fall||(2.41)|
Citra Marga August 23, 2019 Daily Price Condition
|Daily Balance Of Power||1.11|
|Rate Of Daily Change||1.04|
|Day Median Price||1,432|
|Day Typical Price||1,438|
|Price Action Indicator||42.50|
|Market Facilitation Index||0.004245|