As of 25 of March KSMKR 15 secures Risk Adjusted Performance of
(0.07) and Mean Deviation of 0.0528. Macroaxis technical analysis interface lets you check practical technical drivers of KSMKR-15 as well as the relationship between them. Strictly speaking you can use this information to find out if the organization will indeed mirror its model of past prices or the prices will eventually revert. We found nineteen technical drivers for KSMKR 15 which can be compared to its peers in the industry. Please verify KSMKR-15 Coefficient Of Variation, Treynor Ratio as well as the relationship between Treynor Ratio and Semi Variance to decide if KSMKR-15 is priced more or less accurately providing market reflects its recent price of 7580.0 per share.
|Horizon||30 Days Login to change|
KSMKR-15 Trend AnalysisUse this graph to draw trend lines for KSMKR-15. You can use it to identify possible trend reversals for KSMKR 15 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 KSMKR 15 price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
KSMKR 15 Best Fit Change LineThe following chart estimates an ordinary least squares regression model for KSMKR-15 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 KSMKR 15 price change compared to its average price change.
Reduce portfolio risk simply by holding instruments which are not perfectly correlated
|All Next||Launch Correlation Analysis|
|Risk Adjusted Performance||(0.07)|
|Market Risk Adjusted Performance||0.7374|
|Coefficient Of Variation||246153.32|
|Total Risk Alpha||(0.017704)|
|Value At Risk||(0.13)|
Please see also Stocks Correlation. Please also try Portfolio Backtesting module to avoid under-diversification and over-optimization by backtesting your portfolios.