SOUR MSCI EUR A ACC has Risk Adjusted Performance of
(0.27) and Coefficient Of Variation of (478.50). Macroaxis technical analysis interface makes it possible for you to check available technical drivers of SOUR MSCI EUR as well as the relationship between them. In other words you can use this information to find out if the etf will indeed mirror its model of past prices and volume data or the prices will eventually revert. We found nineteen technical drivers for SOUR MSCI EUR A ACC which can be compared to its competition. Please validate SOUR MSCI EUR Maximum Drawdown, Potential Upside and the relationship between Treynor Ratio and Value At Risk to decide if SOUR MSCI is priced fairly providing market reflects its prevalent price of 199.3 per share.
|Horizon||30 Days Login to change|
SOUR MSCI EUR Trend AnalysisUse this graph to draw trend lines for SOUR MSCI EUR A ACC. You can use it to identify possible trend reversals for SOUR MSCI 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 SOUR MSCI price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
SOUR MSCI Best Fit Change LineThe following chart estimates an ordinary least squares regression model for SOUR MSCI EUR A ACC applied against its price change over selected period. The best fit line has a slop of 0.42 % which may suggest that SOUR MSCI EUR A ACC market price will keep on failing further. It has 78 observation points and a regression sum of squares at 1735.62, which is the sum of squared deviations for the predicted SOUR MSCI 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 SOUR MSCI EUR A ACC to your portfolio
|Risk Adjusted Performance||(0.27)|
|Market Risk Adjusted Performance||(3.17)|
|Coefficient Of Variation||(478.50)|
|Total Risk Alpha||(0.12)|
|Value At Risk||(1.44)|