As of 15 of September PGIM QMA holds Risk Adjusted Performance of 0.0286 and Semi Deviation of 1.33. In respect to Fundamental Indicators, Macroaxis technical analysis interface allows you to check helpful technical drivers of PGIM QMA as well as the relationship between them. In other words you can use this information to find out if the fund will indeed mirror its model of past market data or the prices will eventually revert. We found nineteen technical drivers for PGIM QMA Mid which can be compared to its competitors. Please check PGIM QMA Mid Information Ratio and the relationship between Maximum Drawdown and Downside Variance to decide if PGIM QMA Mid is priced fairly providing market reflects its current price of 18.22 per share.
|Horizon||30 Days Login to change|
PGIM QMA Mid Technical Analysis
PGIM QMA Mid Trend AnalysisUse this graph to draw trend lines for PGIM QMA Mid Cap Value Fund Cla. You can use it to identify possible trend reversals for PGIM QMA 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 PGIM QMA price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
PGIM QMA Best Fit Change LineThe following chart estimates an ordinary least squares regression model for PGIM QMA Mid Cap Value Fund Cla applied against its price change over selected period. The best fit line has a slop of 0.02 % which may suggest that PGIM QMA Mid Cap Value Fund Cla market price will keep on failing further. It has 122 observation points and a regression sum of squares at 17.92, which is the sum of squared deviations for the predicted PGIM QMA price change compared to its average price change.
PGIM QMA September 15, 2019 Technical Indicators
|Risk Adjusted Performance||0.0286|
|Market Risk Adjusted Performance||(0.13)|
|Coefficient Of Variation||3482.17|
|Total Risk Alpha||(0.015873)|
|Value At Risk||(2.84)|
|Expected Short fall||(1.00)|
PGIM QMA September 15, 2019 Daily Price Condition
|Daily Balance Of Power||1.14|
|Rate Of Daily Change||1.01|
|Day Median Price||18.22|
|Day Typical Price||18.22|
|Price Action Indicator||0.08|
|Market Facilitation Index||0.14|