As of 24 of May Swiss Mrt has Semi Deviation of 0.7006, Coefficient Of Variation of 3633.38 and Risk Adjusted Performance of 0.0183. Macroaxis technical analysis interface makes it possible for you to check existing technical drivers of Swiss Mrt 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 prices and volume data or the prices will eventually revert. We found nineteen technical drivers for Swiss Mrt which can be compared to its competition. Please validate Swiss Mrt Standard Deviation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Expected Short fall to decide if Swiss Mrt is priced more or less accurately providing market reflects its prevalent price of 9656.22 per share.
|Horizon||30 Days Login to change|
Swiss Mrt Trend AnalysisUse this graph to draw trend lines for Swiss Mrt. You can use it to identify possible trend reversals for Swiss Mrt 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 Swiss Mrt price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Swiss Mrt Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Swiss Mrt applied against its price change over selected period. The best fit line has a slop of 2.03 % which means Swiss Mrt will continue generating value for investors. It has 78 observation points and a regression sum of squares at 40536.45, which is the sum of squared deviations for the predicted Swiss Mrt price change compared to its average price change.
Swiss Mrt May 24, 2019 Technical Indicators
|Risk Adjusted Performance||0.0183|
|Coefficient Of Variation||3633.38|
|Total Risk Alpha||0.0175|
|Value At Risk||(1.16)|
|Expected Short fall||(0.50)|
Swiss Mrt May 24, 2019 Daily Price Condition
|Daily Balance Of Power||1.56|
|Rate Of Daily Change||1.01|
|Day Median Price||9,639|
|Day Typical Price||9,645|
|Price Action Indicator||47.73|
|Market Facilitation Index||39.68|