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RAIT technical analysis

 
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RAIT Financial Trust

Stock@New York Stock Exchange 
United States USD
  
0.65 times
   
RAIT Financial Trust holds Market Risk Adjusted Performance of (0.29) and Coefficient Of Variation of (451.69). In respect to Fundamental Indicators, Macroaxis technical analysis interface allows you to check helpful technical drivers of RAIT as well as the relationship between them. In other words you can use this information to find out if the entity is indeed will mirror its model of past market data or the prices will eventually revert. We found nineteen technical drivers for RAIT Financial Trust which can be compared to its competitors. Please check RAIT Financial Trust Coefficient Of Variation, Treynor Ratio as well as the relationship between Treynor Ratio and Semi Variance to decide if RAIT Financial Trust is priced fairly providing market reflects its current price of 7.86 per share. Given that RAIT has Jensen Alpha of (0.36), we recommend you check out RAIT Financial Trust recent market performance to make sure the company can sustain itself in the future. Use RAIT Financial Trust technical analysis together with your other stock asset holdings to protect against small markets fluctuations as well as to check it against diversification policy that fits your risk preferences.  
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Time Series Trend Analysis

Use this graph to draw trend lines for RAIT Financial Trust. You can use it to identify possible trend reversals for RAIT 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 RAIT price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
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RAIT Best Fit Change Line

The following chart estimates an ordinary least squares regression model for RAIT Financial Trust applied against its price change over selected period. The best fit line has a slop of 0.04 % Macroaxis: 0.040870129870129834 Moved Down which may imply that the returns on investment in RAIT Financial Trust will continue to fail. It has 42 observation points and regression sum of squers of 2.57 which is sum of squared deviations of the predicted RAIT price change against its avarage change.
Price Growth (%)  
RAIT   Prediction Trend   
 
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RAIT has a best fit line with a correlation coefficient of -0.72. and coefficient of determination of 0.51. Note, that about 47.0% of the company shares are owned by institutional investors.

RAIT June 19 2013 Technical Indicators

Risk Adjusted Performance(0.18)
Market Risk Adjusted Performance(0.29)
Mean Deviation1.39
Semi-Deviation2.26
Downside Deviation1.8
Coefficient Of Variation(451.69)
Standard Deviation1.88
Variance3.54
Information Ratio(0.20)
Jensen Alpha(0.36)
Total Risk Alpha(0.32)
Sortino Ratio(0.21)
Treynor Ratio(0.30)
Maximum Drawdown5.71
Value At Risk(3.28)
Potential Upside3.24
Downside Variance3.26
Semi Variance5.13
Expected Short fall(1.85)
Skewness0.683
Kurtosis0.3491
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One Year High vs Book Value Per Share
Price to Earning vs Shares Outstanding
One Year High vs Earnings Per Share
Cash and Equivalents vs Shares Outstanding
One Year High vs Shares Owned by Institutions
Return On Equity vs Shares Outstanding

 
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