TCSP-112 has Risk Adjusted Performance of 0.0726 and Market Risk Adjusted Performance of 0.5667. Macroaxis technical analysis interface makes it possible for you to check practical technical drivers of TCSP-112 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 TCSP-112 which can be compared to its competition. Please validate TCSP-112 Treynor Ratio, Value At Risk, Downside Variance, as well as the relationship between Maximum Drawdown and Potential Upside to decide if TCSP 112 is priced adequately providing market reflects its prevalent price of 134.2 per share.
|Horizon||30 Days Login to change|
TCSP-112 Trend AnalysisUse this graph to draw trend lines for TCSP-112. You can use it to identify possible trend reversals for TCSP 112 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 TCSP 112 price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
TCSP 112 Best Fit Change LineThe following chart estimates an ordinary least squares regression model for TCSP-112 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 TCSP 112 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 TCSP-112 to your portfolio
|Risk Adjusted Performance||0.0726|
|Market Risk Adjusted Performance||0.5667|
|Coefficient Of Variation||1572.81|
|Total Risk Alpha||0.0932|
|Value At Risk||(0.97)|