INGL1-55 retains Semi Deviation of 0.156, Market Risk Adjusted Performance of 0.4191 and Risk Adjusted Performance of
(0.06). Macroaxis technical analysis interface lets you check helpful technical drivers of INGL1-55 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 INGL1-55 which can be compared to its competitors. Please check out INGL1-55 Downside Deviation, Standard Deviation, Information Ratio, as well as the relationship between Coefficient Of Variation and Variance to decide if INGL1 55 is priced fairly providing market reflects its last-minute price of 350.3 per share.
|Horizon||30 Days Login to change|
INGL1-55 Trend AnalysisUse this graph to draw trend lines for INGL1-55. You can use it to identify possible trend reversals for INGL1 55 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 INGL1 55 price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
INGL1 55 Best Fit Change LineThe following chart estimates an ordinary least squares regression model for INGL1-55 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 INGL1 55 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 INGL1-55 to your portfolio
|Risk Adjusted Performance||(0.06)|
|Market Risk Adjusted Performance||0.4191|
|Coefficient Of Variation||106847.7|
|Total Risk Alpha||0.0076|
|Value At Risk||(0.28)|
|Expected Short fall||(0.28)|