As of 25 of April db x owns Standard Deviation of 0.242, Variance of 0.0586 and Market Risk Adjusted Performance of 1.96. Macroaxis technical analysis interface lets you check practical technical drivers of db x trackers as well as the relationship between them. Strictly speaking you can use this information to find out if the etf will indeed mirror its model of historical prices and volume patterns or the prices will eventually revert. We found eighteen technical drivers for db x which can be compared to its peers in the sector. Please check out db x trackers Coefficient Of Variation, Variance and the relationship between Downside Deviation and Standard Deviation to decide if db x trackers II iBoxx EUR High Yield Bond UCITS ETF is priced some-what accurately providing market reflects its prevailing price of 17.37 per share.
|Horizon||30 Days Login to change|
db x trackers Trend AnalysisUse this graph to draw trend lines for db x trackers II iBoxx EUR High Yield Bond UCITS ETF. You can use it to identify possible trend reversals for db x 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 db x price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
db x Best Fit Change LineThe following chart estimates an ordinary least squares regression model for db x trackers II iBoxx EUR High Yield Bond UCITS ETF applied against its price change over selected period. The best fit line has a slop of 0.014604 % which means db x trackers II iBoxx EUR High Yield Bond UCITS ETF will continue generating value for investors. It has 78 observation points and a regression sum of squares at 2.11, which is the sum of squared deviations for the predicted db x price change compared to its average price change.
db x April 25, 2019 Technical Indicators
|Risk Adjusted Performance||0.2486|
|Market Risk Adjusted Performance||1.96|
|Coefficient Of Variation||240.45|
|Total Risk Alpha||0.0419|
|Value At Risk||(0.30)|
|Expected Short fall||(0.26)|
db x April 25, 2019 Daily Price Condition
|Daily Balance Of Power||0.43|
|Rate Of Daily Change||1.00|
|Day Median Price||17.38|
|Day Typical Price||17.37|
|Price Action Indicator||0.01|
|Market Facilitation Index||0.07|