As of 24 of March MBNK 18 secures Market Risk Adjusted Performance of 4.0E-4 and Mean Deviation of 0.7888. Macroaxis technical analysis interface lets you check helpful technical drivers of MBNK-18 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 past prices or the prices will eventually revert. We found nineteen technical drivers for MBNK 18 which can be compared to its peers in the industry. Please verify MBNK-18 Jensen Alpha, Maximum Drawdown and the relationship between Information Ratio and Treynor Ratio to decide if MBNK-18 is priced fairly providing market reflects its recent price of 13680.0 per share.
|Horizon||30 Days Login to change|
MBNK-18 Trend AnalysisUse this graph to draw trend lines for MBNK-18. You can use it to identify possible trend reversals for MBNK 18 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 MBNK 18 price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
MBNK 18 Best Fit Change LineThe following chart estimates an ordinary least squares regression model for MBNK-18 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 MBNK 18 price change compared to its average price change.
Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance
|All Next||Launch Positions Ratings|
|Risk Adjusted Performance||0.0085|
|Market Risk Adjusted Performance||4.0E-4|
|Coefficient Of Variation||16811.35|
|Total Risk Alpha||(0.11)|
|Value At Risk||(1.87)|
Please see also Stocks Correlation. Please also try Instant Ratings module to determine any equity ratings based on digital recommendations. macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.