PUT GL HI YI USD I holds Market Risk Adjusted Performance of 0.8003, Semi Deviation of 3.08 and Risk Adjusted Performance of 0.03. Macroaxis technical analysis interface allows you to check available technical drivers of PUT GL HI as well as the relationship between them. In other words you can use this information to find out if the fund will indeed mirror its model of past market data or the prices will eventually revert. We found nineteen technical drivers for PUT GL HI which can be compared to its competitors. Please check PUT GL HI Standard Deviation and the relationship between Variance and Jensen AlphaStandard Deviation, Information Ratio, Treynor Ratio, as well as the relationship between Variance and Jensen Alpha to decide if PUT GL HI is priced favorably providing market reflects its current price of 2.59 per share.
|Horizon||30 Days Login to change|
PUT GL HI Technical Analysis
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PUT GL HI Trend AnalysisUse this graph to draw trend lines for PUT GL HI YI USD I. You can use it to identify possible trend reversals for PUT GL 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 PUT GL price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
PUT GL Best Fit Change LineThe following chart estimates an ordinary least squares regression model for PUT GL HI YI USD I 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 PUT GL price change compared to its average price change.
Coins and Tokens Correlation
Utilize digital token correlation table to build portfolio of cryptocurrencies across multiple exchanges
|All Next||Launch Coins and Tokens Correlation|
|Risk Adjusted Performance||0.03|
|Market Risk Adjusted Performance||0.8003|
|Coefficient Of Variation||5480.66|
|Total Risk Alpha||0.395|
|Value At Risk||(6.18)|
|Expected Short fall||(3.83)|
Check also Trending Equities. Please also try Price Exposure Probability module to analyze equity upside and downside potential for a given time horizon across multiple markets.