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COHEN technical analysis

 
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COHEN STEERS CLOSE

Fund@NASDAQ Stock Exchange 
United States USD
   
Use COHEN STEERS CLOSEDEND OPPOR 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 COHEN STEERS CLOSEDEND OPPOR. You can use it to identify possible trend reversals for COHEN 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 COHEN price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Closing Price
 

COHEN Best Fit Change Line

The following chart estimates an ordinary least squares regression model for COHEN STEERS CLOSEDEND OPPOR applied against its price change over selected period. The best fit line has a slop of 0.02 % Macroaxis: 0.02299830604178419 Moved Up which means COHEN STEERS CLOSEDEND OPPOR will continue generating value for investors. It has 44 observation points and regression sum of squers of 0.94 which is sum of squared deviations of the predicted COHEN price change against its avarage change.
Price Growth (%)  
Prediction Trend   COHEN   
 
COHEN has a best fit line with a correlation coefficient of 0.98. and coefficient of determination of 0.95. Note, that the company had not issued any dividends in recent years.

COHEN May 23 2013 Technical Indicators

Risk Adjusted Performance0.2761
Market Risk Adjusted Performance0.3329
Mean Deviation0.2006
Downside Deviation0.3178
Coefficient Of Variation195.8
Standard Deviation0.2472
Variance0.0611
Information Ratio(0.37)
Jensen Alpha0.0417
Total Risk Alpha0.0258
Sortino Ratio(0.29)
Treynor Ratio0.3229
Maximum Drawdown0.6711
Value At Risk(0.27)
Potential Upside0.3425
Downside Variance0.101
Semi Variance(0.09)
Expected Short fall(0.28)
Skewness(1.02)
Kurtosis0.8156
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COHEN Research Report

COHEN vs. PIMCO

Correlation analysis and fundamentals comparison between COHEN STEERS CLOSE and PIMCO Total Return Instl

 
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