As of 23 of October Allianz NFJ shows Downside Deviation of 1.36, Risk Adjusted Performance of 0.0404 and Mean Deviation of 0.8809. Allianz NFJ Small technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity future prices. In plain English you can use this information to find out if the entity will indeed mirror its model of historical prices and volume momentum or the prices will eventually revert. We found nineteen technical drivers for Allianz NFJ Small Cap Value Fun which can be compared to its rivals. Please confirm Allianz NFJ Small Downside Deviation, Treynor Ratio as well as the relationship between Treynor Ratio and Expected Short fall to decide if Allianz NFJ Small is priced correctly providing market reflects its regular price of 17.15 per share.
|Horizon||30 Days Login to change|
Allianz NFJ Small Technical Analysis
Allianz NFJ Small Trend AnalysisUse this graph to draw trend lines for Allianz NFJ Small Cap Value Fun. You can use it to identify possible trend reversals for Allianz NFJ 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 Allianz NFJ price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Allianz NFJ Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Allianz NFJ Small Cap Value Fun applied against its price change over selected period. The best fit line has a slop of 0.011658 which means Allianz NFJ Small Cap Value Fun will continue generating value for investors. It has 122 observation points and a regression sum of squares at 5.14, which is the sum of squared deviations for the predicted Allianz NFJ price change compared to its average price change.
Allianz NFJ October 23, 2019 Technical Indicators
|Risk Adjusted Performance||0.0404|
|Market Risk Adjusted Performance||0.0466|
|Coefficient Of Variation||2506.39|
|Total Risk Alpha||0.0667|
|Value At Risk||(2.49)|
|Expected Short fall||(0.88)|
Allianz NFJ October 23, 2019 Daily Price Condition
|Daily Balance Of Power||(Huge)|
|Rate Of Daily Change||0.99|
|Day Median Price||17.15|
|Day Typical Price||17.15|
|Price Action Indicator||(0.07)|