Sapura Industrial (Malaysia) Technical Analysis
| 7811 Stock | 0.85 0.01 1.19% |
As of the 22nd of November, Sapura Industrial has the Coefficient Of Variation of 935.02, semi deviation of 0.7272, and Risk Adjusted Performance of 0.0846. Sapura Industrial technical analysis provides you with a way to harness past market data to determine a pattern that measures the direction of the company's future prices. Please validate Sapura Industrial Bhd variance, jensen alpha, and the relationship between the standard deviation and information ratio to decide if Sapura Industrial is priced more or less accurately, providing market reflects its prevalent price of 0.85 per share.
Sapura Industrial Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Sapura, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SapuraSapura |
Sapura Industrial technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Sapura Industrial Bhd Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Sapura Industrial Bhd volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Sapura Industrial Bhd Trend Analysis
Use this graph to draw trend lines for Sapura Industrial Bhd. You can use it to identify possible trend reversals for Sapura Industrial 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 Sapura Industrial price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Sapura Industrial Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Sapura Industrial Bhd applied against its price change over selected period. The best fit line has a slop of 0.0003 , which means Sapura Industrial Bhd will continue generating value for investors. It has 122 observation points and a regression sum of squares at 0.0, which is the sum of squared deviations for the predicted Sapura Industrial price change compared to its average price change.About Sapura Industrial Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Sapura Industrial Bhd on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Sapura Industrial Bhd based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Sapura Industrial Bhd price pattern first instead of the macroeconomic environment surrounding Sapura Industrial Bhd. By analyzing Sapura Industrial's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Sapura Industrial's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Sapura Industrial specific price patterns or momentum indicators. Please read more on our technical analysis page.
Sapura Industrial November 22, 2024 Technical Indicators
Most technical analysis of Sapura help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Sapura from various momentum indicators to cycle indicators. When you analyze Sapura charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0846 | |||
| Market Risk Adjusted Performance | 1.95 | |||
| Mean Deviation | 0.6966 | |||
| Semi Deviation | 0.7272 | |||
| Downside Deviation | 1.9 | |||
| Coefficient Of Variation | 935.02 | |||
| Standard Deviation | 1.09 | |||
| Variance | 1.19 | |||
| Information Ratio | 0.0067 | |||
| Jensen Alpha | 0.1014 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0039 | |||
| Treynor Ratio | 1.94 | |||
| Maximum Drawdown | 4.94 | |||
| Value At Risk | (2.41) | |||
| Potential Upside | 2.47 | |||
| Downside Variance | 3.6 | |||
| Semi Variance | 0.5289 | |||
| Expected Short fall | (1.65) | |||
| Skewness | 0.0092 | |||
| Kurtosis | 1.09 |
Other Information on Investing in Sapura Stock
Sapura Industrial financial ratios help investors to determine whether Sapura Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Sapura with respect to the benefits of owning Sapura Industrial security.