As of 17 of September SPTSX Comp has Coefficient Of Variation of 1404.63 and Risk Adjusted Performance of 0.0563. Macroaxis technical analysis interface makes it possible for you to check available technical drivers of SPTSX Comp as well as the relationship between them. In other words you can use this information to find out if the index will indeed mirror its model of past prices and volume data or the prices will eventually revert. We found nineteen technical drivers for SPTSX Comp which can be compared to its competition. Please validate SPTSX Comp Standard Deviation as well as the relationship between Value At Risk and Kurtosis to decide if SPTSX Comp is priced fairly providing market reflects its prevalent price of 16682.42 per share.
|Horizon||30 Days Login to change|
SPTSX Comp Trend AnalysisUse this graph to draw trend lines for SPTSX Comp. You can use it to identify possible trend reversals for SPTSX Comp 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 SPTSX Comp price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
SPTSX Comp Best Fit Change LineThe following chart estimates an ordinary least squares regression model for SPTSX Comp applied against its price change over selected period. The best fit line has a slop of 0.3 % which may suggest that SPTSX Comp market price will keep on failing further. It has 122 observation points and a regression sum of squares at 3487.69, which is the sum of squared deviations for the predicted SPTSX Comp price change compared to its average price change.
SPTSX Comp September 17, 2019 Technical Indicators
|Risk Adjusted Performance||0.0563|
|Coefficient Of Variation||1404.63|
|Total Risk Alpha||0.0158|
|Value At Risk||(0.75)|
|Expected Short fall||(0.44)|
SPTSX Comp September 17, 2019 Daily Price Condition
|Daily Balance Of Power||(0.88)|
|Rate Of Daily Change||1.00|
|Day Median Price||16,682|
|Day Typical Price||16,682|
|Price Action Indicator||(34.45)|
|Market Facilitation Index||78.28|