10783906 owns Standard Deviation of 18.7, Market Risk Adjusted Performance of
(1.59) and Coefficient Of Variation of 619.85. Macroaxis technical analysis interface gives you tools to check timely technical drivers of 10783906 as well as the relationship between them. Strictly speaking you can use this information to find out if the entity will indeed mirror its model of historical prices and volume patterns or the prices will eventually revert. We found nineteen technical drivers for 10783906 which can be compared to its peers in the sector. Please confirm 10783906 Semi Deviation, Coefficient Of Variation and the relationship between Mean Deviation and Downside Deviation to decide if 10783906 is priced fairly providing market reflects its prevailing price of 2053.93 per share.
|Horizon||30 Days Login to change|
10783906 Technical Analysis
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10783906 Trend AnalysisUse this graph to draw trend lines for 10783906. You can use it to identify possible trend reversals for 10783906 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 10783906 price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
10783906 Best Fit Change LineThe following chart estimates an ordinary least squares regression model for 10783906 applied against its price change over selected period. The best fit line has a slop of ? % . It has 0 observation points and a regression sum of squares at 0.0, which is the sum of squared deviations for the predicted 10783906 price change compared to its average price change.
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|All Next||Launch Money Managers|
|Risk Adjusted Performance||0.2187|
|Market Risk Adjusted Performance||(1.59)|
|Coefficient Of Variation||619.85|
|Total Risk Alpha||5.75|
|Value At Risk||(22.30)|
Check also Trending Equities. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.