As of 24 of March MTV SP1 secures Market Risk Adjusted Performance of 0.2459, Risk Adjusted Performance of
(0.00078123) and Mean Deviation of 0.3859. Macroaxis technical analysis interface lets you check available technical drivers of MTV-SP1 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 MTV SP1 which can be compared to its peers in the industry. Please verify MTV-SP1 Jensen Alpha, Potential Upside as well as the relationship between Potential Upside and Skewness to decide if MTV-SP1 is priced favorably providing market reflects its recent price of 7584.0 per share.
|Horizon||30 Days Login to change|
MTV-SP1 Trend AnalysisUse this graph to draw trend lines for MTV-SP1. You can use it to identify possible trend reversals for MTV SP1 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 MTV SP1 price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
MTV SP1 Best Fit Change LineThe following chart estimates an ordinary least squares regression model for MTV-SP1 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 MTV SP1 price change compared to its average price change.
|Risk Adjusted Performance||(0.00078123)|
|Market Risk Adjusted Performance||0.2459|
|Coefficient Of Variation||36722.41|
|Total Risk Alpha||(0.06)|
|Value At Risk||(0.79)|
|Expected Short fall||(0.80)|