As of 23 of March Vallourec has Coefficient Of Variation of
(362.09) and Risk Adjusted Performance of (0.19). Macroaxis technical analysis interface makes it possible for you to check existing technical drivers of Vallourec S A 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 Vallourec S A EO Conv Bonds 2 which can be compared to its competition. Please validate Vallourec S A Jensen Alpha, Maximum Drawdown and the relationship between Information Ratio and Treynor Ratio to decide if Vallourec is priced more or less accurately providing market reflects its prevalent price of 4.56 per share.
|Horizon||30 Days Login to change|
Vallourec S A Technical Analysis
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Vallourec S A Trend AnalysisUse this graph to draw trend lines for Vallourec S A EO Conv Bonds 2. You can use it to identify possible trend reversals for Vallourec 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 Vallourec price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Vallourec Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Vallourec S A EO Conv Bonds 2 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 Vallourec price change compared to its average price change.
|Risk Adjusted Performance||(0.19)|
|Market Risk Adjusted Performance||2.61|
|Coefficient Of Variation||(362.09)|
|Total Risk Alpha||(3.38)|
|Value At Risk||(33.33)|