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ackRock technical analysis

 
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ackRock Municipal Bond

Fund@NASDAQ Stock Exchange 
United States USD
   
Use ackRock Municipal Bond Investme technical analysis within your current portfolio analysis strategies to protect against small markets fluctuations and to find right Fund diversification strategy.  Evaluate Positions
Investment horizon: 
  30 Days    Login   to change

Time Series Trend Analysis

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

ackRock Best Fit Change Line

The following chart estimates an ordinary least squares regression model for ackRock Municipal Bond Investme applied against its price change over selected period. The best fit line has a slop of 0.0046 % Macroaxis: 0.0045584415584415325 Moved Down which may suggest that ackRock Municipal Bond Investme market price will keep on failing further. It has 42 observation points and regression sum of squers of 0.03 which is sum of squared deviations of the predicted ackRock price change against its avarage change.
Price Growth (%)  
Prediction Trend   ackRock   
 
ackRock has a best fit line with a correlation coefficient of -0.4. and coefficient of determination of 0.16. Note, that the company had not issued any dividends in recent years.

ackRock May 19 2013 Technical Indicators

Risk Adjusted Performance(0.07)
Market Risk Adjusted Performance0.2001
Mean Deviation0.1533
Semi-Deviation0.3591
Downside Deviation0.3208
Coefficient Of Variation(950)
Standard Deviation0.212
Variance0.0449
Information Ratio(1.68)
Jensen Alpha0.0227
Total Risk Alpha(0.16)
Sortino Ratio(1.11)
Treynor Ratio0.1901
Maximum Drawdown0.9423
Value At Risk(0.29)
Potential Upside0.2361
Downside Variance0.1029
Semi Variance0.1289
Expected Short fall(0.19)
Skewness(0.80)
Kurtosis1.38
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ackRock Research Report

ackRock vs. PIMCO

Correlation analysis and fundamentals comparison between ackRock Municipal Bond and PIMCO Total Return Instl

 
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