As of 20 of September FPA Paramount owns Downside Deviation of 1.05, Coefficient Of Variation of 3101.94 and Market Risk Adjusted Performance of 0.2967. FPA Paramount Fund technical analysis allows you to utilize past data patterns in order to determine a pattern that computes the direction of the entity future prices. Strictly speaking you can use this information to find out if the entity will indeed mirror its model of historical prices and volume patterns or the prices will eventually revert. We found nineteen technical drivers for FPA Paramount which can be compared to its peers in the sector. Please confirm FPA Paramount Fund Coefficient Of Variation as well as the relationship between Treynor Ratio and Semi Variance to decide if FPA Paramount Fund is priced favorably providing market reflects its prevailing price of 21.35 per share.
|Horizon||30 Days Login to change|
FPA Paramount Fund Technical Analysis
FPA Paramount Fund Trend AnalysisUse this graph to draw trend lines for FPA Paramount Fund. You can use it to identify possible trend reversals for FPA Paramount 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 FPA Paramount price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
FPA Paramount Best Fit Change LineThe following chart estimates an ordinary least squares regression model for FPA Paramount Fund applied against its price change over selected period. The best fit line has a slop of 0.0052 % which may suggest that FPA Paramount Fund market price will keep on failing further. It has 122 observation points and a regression sum of squares at 1.02, which is the sum of squared deviations for the predicted FPA Paramount price change compared to its average price change.
FPA Paramount September 20, 2019 Technical Indicators
|Risk Adjusted Performance||0.0282|
|Market Risk Adjusted Performance||0.2967|
|Coefficient Of Variation||3101.94|
|Total Risk Alpha||(0.010686)|
|Value At Risk||(1.33)|
|Expected Short fall||(0.61)|
FPA Paramount September 20, 2019 Daily Price Condition
|Daily Balance Of Power||Huge|
|Rate Of Daily Change||1.01|
|Day Median Price||21.35|
|Day Typical Price||21.35|
|Price Action Indicator||0.07|