As of 20 of February CPSE ETF shows Risk Adjusted Performance of
(0.11) and Mean Deviation of 1.07. Macroaxis technical analysis interface gives you tools to check practical technical drivers of CPSE ETF as well as the relationship between them. 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 CPSE ETF which can be compared to its rivals. Please confirm CPSE ETF Treynor Ratio as well as the relationship between Potential Upside and Expected Short fall to decide if CPSE ETF is priced some-what accurately providing market reflects its regular price of 23.8 per share.
|Horizon||30 Days Login to change|
CPSE ETF Technical Analysis
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CPSE ETF Trend AnalysisUse this graph to draw trend lines for CPSE ETF. You can use it to identify possible trend reversals for CPSE ETF 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 CPSE ETF price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
CPSE ETF Best Fit Change LineThe following chart estimates an ordinary least squares regression model for CPSE ETF applied against its price change over selected period. The best fit line has a slop of 0.02 % which may suggest that CPSE ETF market price will keep on failing further. It has 78 observation points and a regression sum of squares at 3.07, which is the sum of squared deviations for the predicted CPSE ETF price change compared to its average price change.
|Risk Adjusted Performance||(0.11)|
|Market Risk Adjusted Performance||0.6956|
|Coefficient Of Variation||(1,612)|
|Total Risk Alpha||(0.15)|
|Value At Risk||(1.82)|