As of 18 of March PSNAS 48 holds Risk Adjusted Performance of 0.0951. Macroaxis technical analysis interface allows you to check available technical drivers of PSNAS-48 as well as the relationship between them. In other words you can use this information to find out if the etf will indeed mirror its model of past market data or the prices will eventually revert. We found nineteen technical drivers for PSNAS-48 which can be compared to its competitors. Please check PSNAS-48 Standard Deviation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Expected Short fall to decide if PSNAS-48 is priced favorably providing market reflects its current price of 17470.0 per share.
|Horizon||30 Days Login to change|
PSNAS-48 Trend AnalysisUse this graph to draw trend lines for PSNAS-48. You can use it to identify possible trend reversals for PSNAS 48 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 PSNAS 48 price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
PSNAS 48 Best Fit Change LineThe following chart estimates an ordinary least squares regression model for PSNAS-48 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 PSNAS 48 price change compared to its average price change.
|Risk Adjusted Performance||0.0951|
|Market Risk Adjusted Performance||2.5|
|Coefficient Of Variation||720.62|
|Total Risk Alpha||(0.08)|
|Value At Risk||(0.97)|