SANGAM ADVISORS LTD has Risk Adjusted Performance of 0.1204, Market Risk Adjusted Performance of 0.9625 and Downside Deviation of 6.04. In connection with Fundamental Indicators, Macroaxis technical analysis interface makes it possible for you to check practical technical drivers of SANGAM ADVISORS LTD as well as the relationship between them. In other words you can use this information to find out if the entity will indeed mirror its model of past prices and volume data or the prices will eventually revert. We found nineteen technical drivers for SANGAM ADVISORS LTD which can be compared to its competition. Please validate SANGAM ADVISORS LTD Information Ratio, Treynor Ratio, Value At Risk, as well as the relationship between Jensen Alpha and Maximum Drawdown to decide if SANGAM ADVISORS is priced adequately providing market reflects its prevalent price of 21.5 per share.
|Horizon||30 Days Login to change|
SANGAM ADVISORS LTD Technical Analysis
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SANGAM ADVISORS LTD Trend AnalysisUse this graph to draw trend lines for SANGAM ADVISORS LTD. You can use it to identify possible trend reversals for SANGAM ADVISORS 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 SANGAM ADVISORS price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
SANGAM ADVISORS Best Fit Change LineThe following chart estimates an ordinary least squares regression model for SANGAM ADVISORS LTD applied against its price change over selected period. The best fit line has a slop of 0.05 % which means SANGAM ADVISORS LTD will continue generating value for investors. It has 78 observation points and a regression sum of squares at 25.4, which is the sum of squared deviations for the predicted SANGAM ADVISORS 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 SANGAM ADVISORS LTD to your portfolio
|Risk Adjusted Performance||0.1204|
|Market Risk Adjusted Performance||0.9625|
|Coefficient Of Variation||1720.68|
|Total Risk Alpha||0.7688|
|Value At Risk||(7.44)|
|Expected Short fall||(4.63)|