As of 16 of October OSE All holds Risk Adjusted Performance of 0.028, Mean Deviation of 0.9947 and Semi Deviation of 1.48. Macroaxis technical analysis interface allows you to check practical technical drivers of OSE All as well as the relationship between them. In other words you can use this information to find out if the index will indeed mirror its model of past market data or the prices will eventually revert. We found nineteen technical drivers for OSE All which can be compared to its competitors. Please check OSE All Maximum Drawdown, and the relationship between Information Ratio and Downside Variance to decide if OSE All is priced more or less accurately providing market reflects its current price of 984.04 per share.
|Horizon||30 Days Login to change|
OSE All Trend AnalysisUse this graph to draw trend lines for OSE All. You can use it to identify possible trend reversals for OSE All 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 OSE All price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
OSE All Best Fit Change LineThe following chart estimates an ordinary least squares regression model for OSE All applied against its price change over selected period. The best fit line has a slop of 0.90 which means OSE All will continue generating value for investors. It has 122 observation points and a regression sum of squares at 30295.95, which is the sum of squared deviations for the predicted OSE All price change compared to its average price change.
OSE All October 16, 2019 Technical Indicators
|Risk Adjusted Performance||0.028|
|Coefficient Of Variation||3784.48|
|Total Risk Alpha||0.0549|
|Value At Risk||(2.33)|
|Expected Short fall||(0.88)|
OSE All October 16, 2019 Daily Price Condition
|Daily Balance Of Power||0.50|
|Rate Of Daily Change||1.01|
|Day Median Price||984.04|
|Day Typical Price||984.04|
|Price Action Indicator||2.79|
|Market Facilitation Index||11.18|