As of 19 of September Segall Bryant has Semi Deviation of 1.01, Coefficient Of Variation of 1759.11 and Risk Adjusted Performance of 0.0517. In relation to Fundamental Indicators, Macroaxis technical analysis interface makes it possible for you to check existing technical drivers of Segall Bryant Hamill 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 prices and volume data or the prices will eventually revert. We found nineteen technical drivers for Segall Bryant Hamill Small Ca which can be compared to its competition. Please validate Segall Bryant Hamill Coefficient Of Variation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Skewness to decide if Segall Bryant is priced more or less accurately providing market reflects its prevalent price of 12.46 per share.
|Horizon||30 Days Login to change|
Segall Bryant Hamill Technical Analysis
Segall Bryant Hamill Trend AnalysisUse this graph to draw trend lines for Segall Bryant Hamill Small Ca. You can use it to identify possible trend reversals for Segall Bryant 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 Segall Bryant price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Segall Bryant Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Segall Bryant Hamill Small Ca applied against its price change over selected period. The best fit line has a slop of 0.0059 % which may suggest that Segall Bryant Hamill Small Ca market price will keep on failing further. It has 122 observation points and a regression sum of squares at 1.3, which is the sum of squared deviations for the predicted Segall Bryant price change compared to its average price change.
Segall Bryant September 19, 2019 Technical Indicators
|Risk Adjusted Performance||0.0517|
|Market Risk Adjusted Performance||0.1919|
|Coefficient Of Variation||1759.11|
|Total Risk Alpha||0.0105|
|Value At Risk||(1.54)|
|Expected Short fall||(0.92)|
Segall Bryant September 19, 2019 Daily Price Condition
|Daily Balance Of Power||0.50|
|Rate Of Daily Change||1.00|
|Day Median Price||12.46|
|Day Typical Price||12.46|
|Price Action Indicator||0.005|
|Market Facilitation Index||0.02|