Macroaxis considers Brack Capital to be not too risky. Brack Capital Proper
secures Sharpe Ratio (or Efficiency) of -0.5103 which signifies that Brack Capital Proper
had -0.5103% of return per unit of standard deviation over the last 1 month. Macroaxis philosophy in foreseeing risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators
. Brack Capital Properties NV exposes twenty-one different technical indicators
which can help you to evaluate volatility that cannot be diversified away. Please be advised to confirm Brack Capital Proper Mean Deviation
of 0.4802 and Risk Adjusted Performance
of 0.36 to double-check risk estimate we provide. Macroaxis gives Brack Capital performance score of 0 on a scale of 0 to 100. The firm shows Beta (market volatility) of 0.0025 which signifies that as returns on market increase, Brack Capital returns are expected to increase less than the market. However during bear market, the loss on holding Brack Capital will be expected to be smaller as well.. Even though it is essential to pay attention to Brack Capital Proper historical returns, it is always good to be careful when utilizing equity current trending patterns. Macroaxis philosophy in foreseeing future performance of any stock is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Brack Capital Properties NV exposes twenty-one different technical indicators which can help you to evaluate its performance. Brack Capital Proper has expected return of -0.3104%. Please be advised to confirm Brack Capital Proper Semi Deviation, Coefficient Of Variation and the relationship between Mean Deviation and Downside Deviation to decide if Brack Capital Proper past performance will be repeated at some point in the near future.
|15 days auto-correlation|| 0.73 |
Brack Capital Properties NV has good predictability. Overlapping area represents the amount of predictability between Brack Capital time series from September 19, 2018 to October 4, 2018 and October 4, 2018 to October 19, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Brack Capital Proper price movement. The serial correlation of 0.73 indicates that around 73.0% of current Brack Capital price fluctuation can be explain by its past prices.
|Spearman Rank Test||0.64|