ALLIANZ SE (Germany) Technical Analysis
ALVE Stock | EUR 28.80 0.20 0.70% |
As of the 27th of November, ALLIANZ SE shows the Risk Adjusted Performance of 0.0606, mean deviation of 0.9382, and Semi Deviation of 1.23. ALLIANZ SE UNSPADR 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 firm's future prices. Please confirm ALLIANZ SE UNSPADR variance, jensen alpha, and the relationship between the standard deviation and information ratio to decide if ALLIANZ SE UNSPADR is priced favorably, providing market reflects its regular price of 28.8 per share.
ALLIANZ SE Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as ALLIANZ, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ALLIANZALLIANZ |
ALLIANZ SE 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.
ALLIANZ SE UNSPADR Technical Analysis
The output start index for this execution was four with a total number of output elements of fifty-seven. 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 ALLIANZ SE UNSPADR volatility. High ATR values indicate high volatility, and low values indicate low volatility.
ALLIANZ SE UNSPADR Trend Analysis
Use this graph to draw trend lines for ALLIANZ SE UNSPADR. You can use it to identify possible trend reversals for ALLIANZ SE 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 ALLIANZ SE price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.ALLIANZ SE Best Fit Change Line
The following chart estimates an ordinary least squares regression model for ALLIANZ SE UNSPADR applied against its price change over selected period. The best fit line has a slop of 0.01 , which means ALLIANZ SE UNSPADR will continue generating value for investors. It has 122 observation points and a regression sum of squares at 1.19, which is the sum of squared deviations for the predicted ALLIANZ SE price change compared to its average price change.About ALLIANZ SE 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 ALLIANZ SE UNSPADR 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 ALLIANZ SE UNSPADR based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on ALLIANZ SE UNSPADR price pattern first instead of the macroeconomic environment surrounding ALLIANZ SE UNSPADR. By analyzing ALLIANZ SE'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 ALLIANZ SE'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 ALLIANZ SE specific price patterns or momentum indicators. Please read more on our technical analysis page.
ALLIANZ SE November 27, 2024 Technical Indicators
Most technical analysis of ALLIANZ 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 ALLIANZ from various momentum indicators to cycle indicators. When you analyze ALLIANZ 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 | 0.0606 | |||
Market Risk Adjusted Performance | 0.8181 | |||
Mean Deviation | 0.9382 | |||
Semi Deviation | 1.23 | |||
Downside Deviation | 1.87 | |||
Coefficient Of Variation | 1371.52 | |||
Standard Deviation | 1.49 | |||
Variance | 2.22 | |||
Information Ratio | (0.01) | |||
Jensen Alpha | 0.084 | |||
Total Risk Alpha | (0.14) | |||
Sortino Ratio | (0.01) | |||
Treynor Ratio | 0.8081 | |||
Maximum Drawdown | 9.66 | |||
Value At Risk | (2.61) | |||
Potential Upside | 2.16 | |||
Downside Variance | 3.49 | |||
Semi Variance | 1.5 | |||
Expected Short fall | (1.30) | |||
Skewness | 0.3309 | |||
Kurtosis | 4.3 |
Complementary Tools for ALLIANZ Stock analysis
When running ALLIANZ SE's price analysis, check to measure ALLIANZ SE's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy ALLIANZ SE is operating at the current time. Most of ALLIANZ SE's value examination focuses on studying past and present price action to predict the probability of ALLIANZ SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ALLIANZ SE's price. Additionally, you may evaluate how the addition of ALLIANZ SE to your portfolios can decrease your overall portfolio volatility.
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