MRF Limited secures Mean Deviation of 0.9253 and Risk Adjusted Performance of 0.2475. In respect to Fundamental Indicators, Macroaxis technical analysis interface lets you check practical technical drivers of MRF Limited as well as the relationship between them. Strictly speaking you can use this information to find out if the firm will indeed mirror its model of past prices or the prices will eventually revert. We found nineteen technical drivers for MRF which can be compared to its peers in the industry. Please verify MRF Limited Standard Deviation, Value At Risk, Kurtosis, as well as the relationship between Jensen Alpha and Semi Variance to decide if MRF Limited is priced more or less accurately providing market reflects its recent price of 67403.25 per share.
|Horizon||30 Days Login to change|
MRF Limited Technical Analysis
MRF Limited Trend AnalysisUse this graph to draw trend lines for MRF Limited. You can use it to identify possible trend reversals for MRF 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 MRF price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
MRF Best Fit Change LineThe following chart estimates an ordinary least squares regression model for MRF Limited applied against its price change over selected period. The best fit line has a slop of 140.18 % which means MRF Limited will continue producing value for investors. It has 78 observation points and a regression sum of squares at 1.9413903889E8, which is the sum of squared deviations for the predicted MRF 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 MRF Limited to your portfolio
|Risk Adjusted Performance||0.2475|
|Market Risk Adjusted Performance||0.8709|
|Coefficient Of Variation||523.62|
|Total Risk Alpha||0.4129|
|Value At Risk||(1.80)|
|Expected Short fall||(1.08)|