As of 21 of March Sapiens International has Semi Deviation of 2.27, Coefficient Of Variation of 626.63 and Risk Adjusted Performance of 0.1149. In relation to Fundamental Indicators, Macroaxis technical analysis interface makes it possible for you to check existing technical drivers of Sapiens International as well as the relationship between them. In other words you can use this information to find out if the company will indeed mirror its model of past prices and volume data or the prices will eventually revert. We found nineteen technical drivers for Sapiens International Corporation N V which can be compared to its competition. Please validate Sapiens International Information Ratio, Treynor Ratio, Value At Risk, as well as the relationship between Jensen Alpha and Maximum Drawdown to decide if Sapiens International is priced more or less accurately providing market reflects its prevalent price of 5024.0 per share.
|Horizon||30 Days Login to change|
Sapiens International Technical Analysis
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Sapiens International Trend AnalysisUse this graph to draw trend lines for Sapiens International Corporation N V. You can use it to identify possible trend reversals for Sapiens International 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 Sapiens International price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Sapiens International Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Sapiens International Corporation N V applied against its price change over selected period. The best fit line has a slop of 29.60 % which means Sapiens International Corporation N V will continue producing value for investors. It has 78 observation points and a regression sum of squares at 8655987.21, which is the sum of squared deviations for the predicted Sapiens International 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 Sapiens International Corporation N V to your portfolio
|Risk Adjusted Performance||0.1149|
|Market Risk Adjusted Performance||(0.64)|
|Coefficient Of Variation||626.63|
|Total Risk Alpha||(0.20)|
|Value At Risk||(4.83)|
|Expected Short fall||(2.05)|