CROBEX10 Index Forecast - Relative Strength Index
Investors can use prediction functions to forecast CROBEX10's index prices and determine the direction of CROBEX10's future trends based on various well-known forecasting models. However, exclusively looking at the historical price movement is usually misleading.
CROBEX10 has current Relative Strength Index of 0. | Check CROBEX10 Volatility | Backtest CROBEX10 | Information Ratio |
CROBEX10 Related Equities
One of the popular trading techniques among algorithmic traders is to use market-neutral strategies where every trade hedges away some risk. Because there are two separate transactions required, even if one position performs unexpectedly, the other equity can make up some of the losses. Below are some of the equities that can be combined with CROBEX10 index to make a market-neutral strategy. Peer analysis of CROBEX10 could also be used in its relative valuation, which is a method of valuing CROBEX10 by comparing valuation metrics with similar companies.
| Risk & Return | Correlation |
CROBEX10 Risk Indicators
The analysis of CROBEX10's basic risk indicators is one of the essential steps in accurately forecasting its future price. The process involves identifying the amount of risk involved in CROBEX10's investment and either accepting that risk or mitigating it. Along with some essential techniques for forecasting crobex10 index prices, we also provide a set of basic risk indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Mean Deviation | 0.5534 | |||
| Semi Deviation | 0.4029 | |||
| Standard Deviation | 0.729 | |||
| Variance | 0.5315 | |||
| Downside Variance | 0.6583 | |||
| Semi Variance | 0.1623 | |||
| Expected Short fall | (0.58) |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.