Perkins US Strategic Value E EUR Acc Hdg holds Coefficient Of Variation of 405.37, Semi Deviation of 0.3631 and Risk Adjusted Performance of 0.3107. Perkins US Strategic technical analysis gives you tools to exploit past prices in attempt to determine a pattern that determines the direction of the fund future prices. In other words you can use this information to find out if the fund will indeed mirror its model of past market data or the prices will eventually revert. We found nineteen technical drivers for Perkins US Strategic which can be compared to its competitors. Please check Perkins US Strategic Information Ratio and the relationship between Jensen Alpha and Maximum DrawdownInformation Ratio, Treynor Ratio, Value At Risk, as well as the relationship between Jensen Alpha and Maximum Drawdown to decide if Perkins US Strategic is priced some-what accurately providing market reflects its current price of 14.85 per share.
|Horizon||30 Days Login to change|
Perkins US Strategic Technical Analysis
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Perkins US Strategic Trend AnalysisUse this graph to draw trend lines for Perkins US Strategic Value E EUR Acc Hdg. You can use it to identify possible trend reversals for Perkins US 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 Perkins US price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Perkins US Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Perkins US Strategic Value E EUR Acc Hdg applied against its price change over selected period. The best fit line has a slop of 0.022852 % which means Perkins US Strategic Value E EUR Acc Hdg will continue generating value for investors. It has 78 observation points and a regression sum of squares at 5.16, which is the sum of squared deviations for the predicted Perkins US price change compared to its average price change.
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|Risk Adjusted Performance||0.3107|
|Market Risk Adjusted Performance||5.75|
|Coefficient Of Variation||405.37|
|Total Risk Alpha||0.2514|
|Value At Risk||(0.20)|
|Expected Short fall||(0.68)|