As of 16 of September Straits Tms has Semi Deviation of 0.6229, Coefficient Of Variation of 125754.99 and Risk Adjusted Performance of
(0.00263). Macroaxis technical analysis interface makes it possible for you to check existing technical drivers of Straits Tms 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 Straits Tms which can be compared to its competition. Please validate Straits Tms Coefficient Of Variation as well as the relationship between Treynor Ratio and Semi Variance to decide if Straits Tms is priced more or less accurately providing market reflects its prevalent price of 3196.37 per share.
|Horizon||30 Days Login to change|
Straits Tms Trend AnalysisUse this graph to draw trend lines for Straits Tms. You can use it to identify possible trend reversals for Straits Tms 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 Straits Tms price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Straits Tms Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Straits Tms applied against its price change over selected period. The best fit line has a slop of 4.69 % which may suggest that Straits Tms market price will keep on failing further. It has 122 observation points and a regression sum of squares at 833087.38, which is the sum of squared deviations for the predicted Straits Tms price change compared to its average price change.
Straits Tms September 16, 2019 Technical Indicators
|Risk Adjusted Performance||(0.00263)|
|Coefficient Of Variation||125754.99|
|Total Risk Alpha||(0.021073)|
|Value At Risk||(0.97)|
|Expected Short fall||(0.55)|
Straits Tms September 16, 2019 Daily Price Condition
|Daily Balance Of Power||(Huge)|
|Rate Of Daily Change||1.00|
|Day Median Price||3,196|
|Day Typical Price||3,196|
|Price Action Indicator||(7.67)|