HFN15-16 retains Risk Adjusted Performance of
(0.007912) and Market Risk Adjusted Performance of 0.1441. Macroaxis technical analysis interface lets you check helpful technical drivers of HFN15-16 as well as the relationship between them. 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 HFN15-16 which can be compared to its competitors. Please check out HFN15-16 Standard Deviation, Information Ratio, Treynor Ratio, as well as the relationship between Variance and Jensen Alpha to decide if HFN15 16 is priced fairly providing market reflects its last-minute price of 1143.0 per share.
|Horizon||30 Days Login to change|
HFN15-16 Trend AnalysisUse this graph to draw trend lines for HFN15-16. You can use it to identify possible trend reversals for HFN15 16 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 HFN15 16 price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
HFN15 16 Best Fit Change LineThe following chart estimates an ordinary least squares regression model for HFN15-16 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 HFN15 16 price change compared to its average price change.
View associations between returns expected from investment and the risk you assume
|All Next||Launch Risk-Return Analysis|
|Risk Adjusted Performance||(0.007912)|
|Market Risk Adjusted Performance||0.1441|
|Coefficient Of Variation||34730.3|
|Total Risk Alpha||0.0453|
|Value At Risk||(0.87)|
|Expected Short fall||(0.87)|
Please also check Risk vs Return Analysis. Please also try Idea Breakdown module to analyze constituents of all macroaxis ideas. macroaxis investment ideas are predefined, sector-focused investing themes.