Hermes Sourcecap Europe ex UK Z GBP Acc retains Market Risk Adjusted Performance of
(1.50) and Risk Adjusted Performance of 0.2349. Hermes Sourcecap technical analysis makes it possible for you to employ historical prices and volume momentum with intention to determine a pattern that calculates the direction of the entity future prices. In other words you can use this information to find out if the entity will indeed mirror its model of historical price patterns or the prices will eventually revert. We found nineteen technical drivers for Hermes Sourcecap Europe which can be compared to its competitors. Please check out Hermes Sourcecap Europe 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 Hermes Sourcecap is priced fairly providing market reflects its last-minute price of 226.0 per share.
|Horizon||30 Days Login to change|
Hermes Sourcecap Europe Technical Analysis
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Hermes Sourcecap Europe Trend AnalysisUse this graph to draw trend lines for Hermes Sourcecap Europe ex UK Z GBP Acc. You can use it to identify possible trend reversals for Hermes Sourcecap 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 Hermes Sourcecap price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Hermes Sourcecap Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Hermes Sourcecap Europe ex UK Z GBP Acc applied against its price change over selected period. The best fit line has a slop of ? % . It has 0 observation points and a regression sum of squares at 0.0, which is the sum of squared deviations for the predicted Hermes Sourcecap price change compared to its average price change.
|Risk Adjusted Performance||0.2349|
|Market Risk Adjusted Performance||(1.50)|
|Coefficient Of Variation||853.84|
|Total Risk Alpha||0.7709|
|Value At Risk||(3.07)|