Allianz Japan Smaller Companies A EUR shows Risk Adjusted Performance of 0.1079 and Mean Deviation of 1.21. Allianz Japan Smaller technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity future prices. In plain English you can use this information to find out if the entity will indeed mirror its model of historical prices and volume momentum or the prices will eventually revert. We found nineteen technical drivers for Allianz Japan Smaller Companies A EUR which can be compared to its rivals. Please confirm Allianz Japan Smaller Standard Deviation and the relationship between Variance and Jensen AlphaStandard Deviation, Information Ratio, Treynor Ratio, as well as the relationship between Variance and Jensen Alpha to decide if Allianz Japan Smaller is priced correctly providing market reflects its regular price of 63.56 per share.
|Horizon||30 Days Login to change|
Allianz Japan Smaller Technical Analysis
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Allianz Japan Smaller Trend AnalysisUse this graph to draw trend lines for Allianz Japan Smaller Companies A EUR. You can use it to identify possible trend reversals for Allianz Japan 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 Allianz Japan price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Allianz Japan Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Allianz Japan Smaller Companies A EUR 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 Allianz Japan price change compared to its average price change.
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|Risk Adjusted Performance||0.1079|
|Market Risk Adjusted Performance||(0.59)|
|Coefficient Of Variation||1276.22|
|Total Risk Alpha||0.4668|
|Value At Risk||(6.02)|
Allianz Japan Smaller One Year Return
Based on recorded statements Allianz Japan Smaller Companies A EUR has One Year Return of 0.87%. This is 26.27% lower than that of the Allianz Global Investors Ireland Ltd family, and about the same as Japan Small/Mid-Cap Equity (which currently averages 0.87) category, The One Year Return for all funds is 62.17% higher than the company.