POL GLB ALPH EUR R holds Risk Adjusted Performance of 0.0392 and Semi Deviation of 2.82. Macroaxis technical analysis interface allows you to check practical technical drivers of POL GLB ALPH 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 POL GLB ALPH which can be compared to its competitors. Please check POL GLB ALPH Coefficient Of Variation, Variance and the relationship between Downside Deviation and Standard Deviation to decide if POL GLB ALPH is priced more or less accurately providing market reflects its current price of 11.98 per share.
|Horizon||30 Days Login to change|
POL GLB ALPH Technical Analysis
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POL GLB ALPH Trend AnalysisUse this graph to draw trend lines for POL GLB ALPH EUR R. You can use it to identify possible trend reversals for POL GLB 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 POL GLB price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
POL GLB Best Fit Change LineThe following chart estimates an ordinary least squares regression model for POL GLB ALPH EUR R 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 POL GLB price change compared to its average price change.
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations when you add POL GLB ALPH EUR R to your portfolio
|Risk Adjusted Performance||0.0392|
|Market Risk Adjusted Performance||2.19|
|Coefficient Of Variation||5682.21|
|Total Risk Alpha||0.3884|
|Value At Risk||(5.34)|
|Expected Short fall||(5.64)|