As of 17 of February E I shows Mean Deviation of 0.8448. E I Sturdza technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes 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 E I Sturdza Strgc Eurp Value EUR which can be compared to its rivals. Please confirm E I Sturdza Variance, Jensen Alpha and the relationship between Standard Deviation and Information Ratio to decide if E I Sturdza is priced correctly providing market reflects its regular price of 204.84 per share.
|Horizon||30 Days Login to change|
E I Sturdza Technical Analysis
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
E I Sturdza Trend AnalysisUse this graph to draw trend lines for E I Sturdza Strgc Eurp Value EUR. You can use it to identify possible trend reversals for E I 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 E I price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
E I Best Fit Change LineThe following chart estimates an ordinary least squares regression model for E I Sturdza Strgc Eurp Value 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 E I price change compared to its average price change.
Get historical volatility and risk analysis based on latest market data
|All Next||Launch Volatility Analysis|
|Risk Adjusted Performance||(0.07)|
|Market Risk Adjusted Performance||(0.44)|
|Coefficient Of Variation||(2,689)|
|Total Risk Alpha||(0.13)|
|Value At Risk||(3.12)|
E I Sturdza One Year Return
Based on recorded statements E I Sturdza Strgc Eurp Value EUR has One Year Return of 13.73%. This is 124.71% higher than that of the E.I. Sturdza Strategic Management Ltd family, and 5.48% lower than that of Europe Large-Cap Growth Equity category, The One Year Return for all funds is 496.96% lower than the firm.
Please also check Risk vs Return Analysis. Please also try Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.