As of 20 of January A Levy shows Downside Deviation of 8.21, Coefficient Of Variation of 2361.6 and Mean Deviation of 2.0. Compared with Fundamental Indicators, Macroaxis technical analysis interface gives you tools to check timely technical drivers of A Levy as well as the relationship between them. 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 A Levy Investments and Construction Ltd which can be compared to its rivals. Please confirm A Levy Investments Standard Deviation, Information Ratio, Treynor Ratio, as well as the relationship between Variance and Jensen Alpha to decide if A Levy Investments is priced more or less accurately providing market reflects its regular price of 0.64 per share.
|Horizon||30 Days Login to change|
A Levy Investments Technical Analysis
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A Levy Investments Trend AnalysisUse this graph to draw trend lines for A Levy Investments and Construction Ltd. You can use it to identify possible trend reversals for A Levy 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 A Levy price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
A Levy Best Fit Change LineThe following chart estimates an ordinary least squares regression model for A Levy Investments and Construction Ltd applied against its price change over selected period. The best fit line has a slop of 0.00054656 % which means A Levy Investments and Construction Ltd will continue generating value for investors. It has 78 observation points and a regression sum of squares at 0.0, which is the sum of squared deviations for the predicted A Levy 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 A Levy Investments and Construction Ltd to your portfolio
|Risk Adjusted Performance||0.0872|
|Market Risk Adjusted Performance||(0.71)|
|Coefficient Of Variation||2361.6|
|Total Risk Alpha||0.2669|
|Value At Risk||(7.62)|
|Expected Short fall||(2.90)|