As of 18 of January SWMC Small has Coefficient Of Variation of
(9,568) and Risk Adjusted Performance of (0.06). SWMC Small technical analysis provides you with the way to harness past market data to determine a pattern that measures 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 prices and volume data or the prices will eventually revert. We found nineteen technical drivers for SWMC Small Cap European A EUR which can be compared to its competition. Please validate SWMC Small Cap 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 SWMC Small is priced fairly providing market reflects its prevalent price of 122.75 per share.
|Horizon||30 Days Login to change|
SWMC Small Cap Technical Analysis
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SWMC Small Cap Trend AnalysisUse this graph to draw trend lines for SWMC Small Cap European A EUR. You can use it to identify possible trend reversals for SWMC Small 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 SWMC Small price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
SWMC Small Best Fit Change LineThe following chart estimates an ordinary least squares regression model for SWMC Small Cap European 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 SWMC Small price change compared to its average price change.
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations when you add SWMC Small Cap European A EUR to your portfolio
|Risk Adjusted Performance||(0.06)|
|Market Risk Adjusted Performance||1.69|
|Coefficient Of Variation||(9,568)|
|Total Risk Alpha||(0.001855)|
|Value At Risk||(0.60)|