As of 17 of February Columbia Disciplined shows Risk Adjusted Performance of 0.2178, Mean Deviation of 0.2851 and Downside Deviation of 0.3662. Columbia Disciplined 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 Columbia Disciplined Value B which can be compared to its rivals. Please confirm Columbia Disciplined Downside Deviation, Treynor Ratio as well as the relationship between Treynor Ratio and Expected Short fall to decide if Columbia Disciplined is priced correctly providing market reflects its regular price of 10.26 per share.
|Horizon||30 Days Login to change|
Columbia Disciplined Technical Analysis
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Columbia Disciplined Trend AnalysisUse this graph to draw trend lines for Columbia Disciplined Value B. You can use it to identify possible trend reversals for Columbia Disciplined 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 Columbia Disciplined price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Columbia Disciplined Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Columbia Disciplined Value B applied against its price change over selected period. The best fit line has a slop of 0.007123 % which means Columbia Disciplined Value B will continue generating value for investors. It has 78 observation points and a regression sum of squares at 0.5, which is the sum of squared deviations for the predicted Columbia Disciplined price change compared to its average price change.
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
|All Next||Launch Price Exposure Probability|
|Risk Adjusted Performance||0.2178|
|Market Risk Adjusted Performance||1.46|
|Coefficient Of Variation||698.24|
|Total Risk Alpha||0.0278|
|Value At Risk||(0.30)|
|Expected Short fall||(0.37)|
Check also Trending Equities. Please also try Pair Correlation module to compare performance and examine historical correlation between any two equity instruments.