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FNMFO FNMFO 096770 KDDIF Small Growth Recreation Airlines Moderate 
Benchmark SP 500  1,650   0.91  Index Moved Down -0.06% ...


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Credit technical analysis

 
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Credit Suisse Group

Stock@OTC Market 
United States 
   
Use Credit Suisse Group technical analysis together with your otc stock portfolios to protect against small markets fluctuations and to determine OTC Stock optimization strategy that fits your criteria.  Suggest Portfolio
Investment horizon: 
  30 Days    Login   to change

Time Series Trend Analysis

Use this graph to draw trend lines for Credit Suisse Group. You can use it to identify possible trend reversals for Credit 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 Credit price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Closing Price
 

Credit Best Fit Change Line

The following chart estimates an ordinary least squares regression model for Credit Suisse Group applied against its price change over selected period. The best fit line has a slop of 0.09 % Macroaxis: 0.08739695087521149 Moved Up which means Credit Suisse Group will continue generating value for investors. It has 44 observation points and regression sum of squers of 13.53 which is sum of squared deviations of the predicted Credit price change against its avarage change.
Price Growth (%)  
Prediction Trend   Credit   
 
Credit has a best fit line with a correlation coefficient of 0.72. and coefficient of determination of 0.52. Note, that the company had not issued any dividends in recent years.

Credit May 25 2013 Technical Indicators

Risk Adjusted Performance0.0717
Market Risk Adjusted Performance0.2099
Mean Deviation1.01
Semi-Deviation1.43
Downside Deviation1.78
Coefficient Of Variation873.93
Standard Deviation1.4
Variance1.95
Information Ratio(0.02)
Jensen Alpha0.0203
Total Risk Alpha(0.27)
Sortino Ratio(0.01)
Treynor Ratio0.1999
Maximum Drawdown5.28
Value At Risk(1.20)
Potential Upside1.93
Downside Variance3.17
Semi Variance2.04
Expected Short fall(1.00)
Skewness(1.22)
Kurtosis3.19
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