Expeditors International (Germany) Technical Analysis
EW1 Stock | EUR 112.90 0.50 0.44% |
As of the 30th of November, Expeditors International shows the Downside Deviation of 1.5, mean deviation of 0.9827, and Coefficient Of Variation of 2159.68. Expeditors International technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the firm's future prices. Please confirm Expeditors International jensen alpha, maximum drawdown, and the relationship between the information ratio and treynor ratio to decide if Expeditors International is priced favorably, providing market reflects its regular price of 112.9 per share.
Expeditors International Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Expeditors, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ExpeditorsExpeditors |
Expeditors International 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.
Expeditors International Technical Analysis
The output start index for this execution was ten with a total number of output elements of fifty-one. 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 Expeditors International volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Expeditors International Trend Analysis
Use this graph to draw trend lines for Expeditors International of. You can use it to identify possible trend reversals for Expeditors International 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 Expeditors International price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Expeditors International Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Expeditors International of applied against its price change over selected period. The best fit line has a slop of 0.04 , which means Expeditors International of will continue generating value for investors. It has 122 observation points and a regression sum of squares at 75.56, which is the sum of squared deviations for the predicted Expeditors International price change compared to its average price change.About Expeditors International 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 Expeditors International of 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 Expeditors International of based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Expeditors International price pattern first instead of the macroeconomic environment surrounding Expeditors International. By analyzing Expeditors International'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 Expeditors International'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 Expeditors International specific price patterns or momentum indicators. Please read more on our technical analysis page.
Expeditors International November 30, 2024 Technical Indicators
Most technical analysis of Expeditors 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 Expeditors from various momentum indicators to cycle indicators. When you analyze Expeditors 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 | 0.04 | |||
Market Risk Adjusted Performance | (0.20) | |||
Mean Deviation | 0.9827 | |||
Semi Deviation | 1.4 | |||
Downside Deviation | 1.5 | |||
Coefficient Of Variation | 2159.68 | |||
Standard Deviation | 1.41 | |||
Variance | 1.98 | |||
Information Ratio | (0.05) | |||
Jensen Alpha | 0.0889 | |||
Total Risk Alpha | (0.18) | |||
Sortino Ratio | (0.05) | |||
Treynor Ratio | (0.21) | |||
Maximum Drawdown | 9.77 | |||
Value At Risk | (2.27) | |||
Potential Upside | 1.97 | |||
Downside Variance | 2.24 | |||
Semi Variance | 1.96 | |||
Expected Short fall | (0.99) | |||
Skewness | (0.06) | |||
Kurtosis | 3.28 |
Complementary Tools for Expeditors Stock analysis
When running Expeditors International's price analysis, check to measure Expeditors International'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 Expeditors International is operating at the current time. Most of Expeditors International's value examination focuses on studying past and present price action to predict the probability of Expeditors International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Expeditors International's price. Additionally, you may evaluate how the addition of Expeditors International to your portfolios can decrease your overall portfolio volatility.
Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
Fundamental Analysis View fundamental data based on most recent published financial statements | |
Options Analysis Analyze and evaluate options and option chains as a potential hedge for your portfolios | |
Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
Transaction History View history of all your transactions and understand their impact on performance | |
Portfolio Optimization Compute new portfolio that will generate highest expected return given your specified tolerance for risk | |
Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios |