KBANK-36 owns Downside Deviation of 0.6997, Market Risk Adjusted Performance of 0.1815 and Mean Deviation of 0.2762. Macroaxis technical analysis interface lets you check potential technical drivers of KBANK-36 as well as the relationship between them. Strictly speaking you can use this information to find out if the entity will indeed mirror its model of historical prices and volume patterns or the prices will eventually revert. We found nineteen technical drivers for KBANK 36 which can be compared to its peers in the sector. Please verify KBANK-36 Jensen Alpha, and the relationship between Coefficient Of Variation and Potential Upside to decide if KBANK-36 is priced favorably providing market reflects its prevailing price of 12270.0 per share.
|Horizon||30 Days Login to change|
KBANK-36 Trend AnalysisUse this graph to draw trend lines for KBANK-36. You can use it to identify possible trend reversals for KBANK 36 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 KBANK 36 price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
KBANK 36 Best Fit Change LineThe following chart estimates an ordinary least squares regression model for KBANK-36 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 KBANK 36 price change compared to its average price change.
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|All Next||Launch Idea Breakdown|
|Risk Adjusted Performance||(0.017242)|
|Market Risk Adjusted Performance||0.1815|
|Coefficient Of Variation||47975.43|
|Total Risk Alpha||0.0296|
|Value At Risk||(0.65)|
|Expected Short fall||(0.65)|
Please see also Stocks Correlation. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.