As of 21 of January Natraj Proteins secures Mean Deviation of 1.16 and Risk Adjusted Performance of
(0.11). In connection with Fundamental Indicators, Macroaxis technical analysis interface lets you check existing technical drivers of Natraj Proteins 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 Natraj Proteins which can be compared to its peers in the industry. Please verify Natraj Proteins Information Ratio, Value At Risk as well as the relationship between Value At Risk and Expected Short fall to decide if Natraj Proteins Ltd is priced some-what accurately providing market reflects its recent price of 30.95 per share.
|Horizon||30 Days Login to change|
Natraj Proteins Technical Analysis
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Natraj Proteins Trend AnalysisUse this graph to draw trend lines for Natraj Proteins Ltd. You can use it to identify possible trend reversals for Natraj Proteins 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 Natraj Proteins price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Natraj Proteins Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Natraj Proteins Ltd applied against its price change over selected period. The best fit line has a slop of 0.09 % which may suggest that Natraj Proteins Ltd market price will keep on failing further. It has 78 observation points and a regression sum of squares at 76.13, which is the sum of squared deviations for the predicted Natraj Proteins price change compared to its average price change.
Price Exposure Probability
Analyze equity upside and downside potential for a given time horizon across multiple markets
|All Next||Launch Price Exposure Probability|
|Risk Adjusted Performance||(0.11)|
|Market Risk Adjusted Performance||0.4746|
|Coefficient Of Variation||(1,770)|
|Total Risk Alpha||(0.07)|
|Value At Risk||(4.89)|
Please see also Stocks Correlation. Please also try Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.