As of 17 of September ASG Managed shows Downside Deviation of 0.8728, Risk Adjusted Performance of 0.0162 and Mean Deviation of 0.6242. ASG Managed Futures technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the entity future prices. In plain English you can use this information to find out if the entity will indeed mirror its model of historical prices and volume momentum or the prices will eventually revert. We found nineteen technical drivers for ASG Managed Futures Strategy Fu which can be compared to its rivals. Please confirm ASG Managed Futures Mean Deviation, Information Ratio as well as the relationship between Information Ratio and Downside Variance to decide if ASG Managed Futures is priced favorably providing market reflects its regular price of 9.8 per share.
|Horizon||30 Days Login to change|
ASG Managed Futures Technical Analysis
ASG Managed Futures Trend AnalysisUse this graph to draw trend lines for ASG Managed Futures Strategy Fu. You can use it to identify possible trend reversals for ASG Managed 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 ASG Managed price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
ASG Managed Best Fit Change LineThe following chart estimates an ordinary least squares regression model for ASG Managed Futures Strategy Fu applied against its price change over selected period. The best fit line has a slop of 0.012531 % which means ASG Managed Futures Strategy Fu will continue generating value for investors. It has 122 observation points and a regression sum of squares at 5.94, which is the sum of squared deviations for the predicted ASG Managed price change compared to its average price change.
ASG Managed September 17, 2019 Technical Indicators
|Risk Adjusted Performance||0.0162|
|Market Risk Adjusted Performance||(0.039338)|
|Coefficient Of Variation||5106.04|
|Total Risk Alpha||(0.01234)|
|Value At Risk||(1.51)|
|Expected Short fall||(0.60)|
ASG Managed September 17, 2019 Daily Price Condition
|Daily Balance Of Power||0.50|
|Rate Of Daily Change||0.98|
|Day Median Price||9.95|
|Day Typical Price||9.90|
|Price Action Indicator||(0.23)|