TCMR-14 has Risk Adjusted Performance of
(0.11) and Market Risk Adjusted Performance of 1.67. Macroaxis technical analysis interface makes it possible for you to check practical technical drivers of TCMR-14 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 TCMR-14 which can be compared to its competition. Please validate TCMR-14 Jensen Alpha, Maximum Drawdown and the relationship between Information Ratio and Treynor Ratio to decide if TCMR 14 is priced adequately providing market reflects its prevalent price of 3020.9 per share.
|Horizon||30 Days Login to change|
TCMR-14 Trend AnalysisUse this graph to draw trend lines for TCMR-14. You can use it to identify possible trend reversals for TCMR 14 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 TCMR 14 price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
TCMR 14 Best Fit Change LineThe following chart estimates an ordinary least squares regression model for TCMR-14 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 TCMR 14 price change compared to its average price change.
Chance of Distress
Get analysis of equity chance of financial distress in the next 2 years
|All Next||Launch Chance of Distress|
|Risk Adjusted Performance||(0.11)|
|Market Risk Adjusted Performance||1.67|
|Coefficient Of Variation||199540.46|
|Total Risk Alpha||(0.00049665)|
|Value At Risk||(0.16)|
Also please take a look at World Market Map. Please also try Price Transformation module to use price transformation models to analyze depth of different equity instruments across global markets.