As of 20 of January BEML shows Mean Deviation of 2.89, Semi Deviation of 2.19 and Risk Adjusted Performance of 0.5362. BEML Limited 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 firm future prices. In plain English you can use this information to find out if the firm will indeed mirror its model of historical prices and volume momentum or the prices will eventually revert. We found nineteen technical drivers for BEML Limited which can be compared to its rivals. Please confirm BEML Limited Variance, Jensen Alpha and the relationship between Standard Deviation and Information Ratio to decide if BEML Limited is priced adequately providing market reflects its regular price of 905.0 per share.
|Horizon||30 Days Login to change|
BEML Limited Technical Analysis
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BEML Limited Trend AnalysisUse this graph to draw trend lines for BEML Limited. You can use it to identify possible trend reversals for BEML 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 BEML price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
BEML Best Fit Change LineThe following chart estimates an ordinary least squares regression model for BEML Limited applied against its price change over selected period. The best fit line has a slop of 8.58 % which means BEML Limited will continue producing value for investors. It has 78 observation points and a regression sum of squares at 726546.03, which is the sum of squared deviations for the predicted BEML price change compared to its average price change.
|Risk Adjusted Performance||0.5362|
|Market Risk Adjusted Performance||(7.27)|
|Coefficient Of Variation||365.73|
|Total Risk Alpha||1.18|
|Value At Risk||(4.26)|
|Expected Short fall||(3.71)|