Münchener Rück (Germany) Technical Analysis
| MUV2 Stock | EUR 485.00 9.30 1.96% |
As of the 22nd of November, Münchener Rück secures the Risk Adjusted Performance of 0.0393, mean deviation of 0.8778, and Downside Deviation of 1.45. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Mnchener Rck AG, as well as the relationship between them. Please verify Mnchener Rck AG coefficient of variation, variance, and the relationship between the downside deviation and standard deviation to decide if Mnchener Rck AG is priced some-what accurately, providing market reflects its recent price of 485.0 per share.
Münchener Rück Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Münchener, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to MünchenerMünchener |
Münchener Rück 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.
Mnchener Rck AG 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 Mnchener Rck AG volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Mnchener Rck AG Trend Analysis
Use this graph to draw trend lines for Mnchener Rck AG. You can use it to identify possible trend reversals for Münchener Rück 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 Münchener Rück price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Münchener Rück Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Mnchener Rck AG applied against its price change over selected period. The best fit line has a slop of 0.28 , which may suggest that Mnchener Rck AG market price will keep on failing further. It has 122 observation points and a regression sum of squares at 2890.19, which is the sum of squared deviations for the predicted Münchener Rück price change compared to its average price change.About Münchener Rück 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 Mnchener Rck AG 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 Mnchener Rck AG based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Mnchener Rck AG price pattern first instead of the macroeconomic environment surrounding Mnchener Rck AG. By analyzing Münchener Rück'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 Münchener Rück'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 Münchener Rück specific price patterns or momentum indicators. Please read more on our technical analysis page.
Münchener Rück November 22, 2024 Technical Indicators
Most technical analysis of Münchener 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 Münchener from various momentum indicators to cycle indicators. When you analyze Münchener 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 | 0.0393 | |||
| Market Risk Adjusted Performance | 0.0892 | |||
| Mean Deviation | 0.8778 | |||
| Semi Deviation | 1.38 | |||
| Downside Deviation | 1.45 | |||
| Coefficient Of Variation | 2143.56 | |||
| Standard Deviation | 1.22 | |||
| Variance | 1.49 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0792 | |||
| Maximum Drawdown | 6.03 | |||
| Value At Risk | (2.52) | |||
| Potential Upside | 1.66 | |||
| Downside Variance | 2.11 | |||
| Semi Variance | 1.9 | |||
| Expected Short fall | (0.84) | |||
| Skewness | (0.73) | |||
| Kurtosis | 1.6 |
Complementary Tools for Münchener Stock analysis
When running Münchener Rück's price analysis, check to measure Münchener Rück'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 Münchener Rück is operating at the current time. Most of Münchener Rück's value examination focuses on studying past and present price action to predict the probability of Münchener Rück's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Münchener Rück's price. Additionally, you may evaluate how the addition of Münchener Rück to your portfolios can decrease your overall portfolio volatility.
| Piotroski F Score Get Piotroski F Score based on the binary analysis strategy of nine different fundamentals | |
| Competition Analyzer Analyze and compare many basic indicators for a group of related or unrelated entities | |
| Portfolio Dashboard Portfolio dashboard that provides centralized access to all your investments | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Portfolio Anywhere Track or share privately all of your investments from the convenience of any device |