Reinsurance Group (Germany) Technical Analysis
| RGPB Stock | EUR 220.00 4.00 1.85% |
As of the 27th of November, Reinsurance Group holds the Coefficient Of Variation of 845.71, risk adjusted performance of 0.0969, and Semi Deviation of 1.95. Compared to fundamental indicators, the technical analysis model allows you to check existing technical drivers of Reinsurance Group, as well as the relationship between them. Please check Reinsurance Group standard deviation, information ratio, treynor ratio, as well as the relationship between the variance and jensen alpha to decide if Reinsurance Group is priced some-what accurately, providing market reflects its current price of 220.0 per share.
Reinsurance Group Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Reinsurance, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ReinsuranceReinsurance |
Reinsurance Group 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.
Reinsurance Group 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 Reinsurance Group volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Reinsurance Group Trend Analysis
Use this graph to draw trend lines for Reinsurance Group of. You can use it to identify possible trend reversals for Reinsurance Group 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 Reinsurance Group price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Reinsurance Group Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Reinsurance Group of applied against its price change over selected period. The best fit line has a slop of 0.38 , which means Reinsurance Group of will continue generating value for investors. It has 122 observation points and a regression sum of squares at 5406.61, which is the sum of squared deviations for the predicted Reinsurance Group price change compared to its average price change.About Reinsurance Group 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 Reinsurance Group 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 Reinsurance Group of based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Reinsurance Group price pattern first instead of the macroeconomic environment surrounding Reinsurance Group. By analyzing Reinsurance Group'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 Reinsurance Group'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 Reinsurance Group specific price patterns or momentum indicators. Please read more on our technical analysis page.
Reinsurance Group November 27, 2024 Technical Indicators
Most technical analysis of Reinsurance 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 Reinsurance from various momentum indicators to cycle indicators. When you analyze Reinsurance 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 | 0.0969 | |||
| Market Risk Adjusted Performance | 1.65 | |||
| Mean Deviation | 1.56 | |||
| Semi Deviation | 1.95 | |||
| Downside Deviation | 2.33 | |||
| Coefficient Of Variation | 845.71 | |||
| Standard Deviation | 2.21 | |||
| Variance | 4.87 | |||
| Information Ratio | 0.0591 | |||
| Jensen Alpha | 0.2326 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | 0.0559 | |||
| Treynor Ratio | 1.64 | |||
| Maximum Drawdown | 11.74 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 3.34 | |||
| Downside Variance | 5.45 | |||
| Semi Variance | 3.82 | |||
| Expected Short fall | (1.82) | |||
| Skewness | 0.016 | |||
| Kurtosis | 3.3 |
Complementary Tools for Reinsurance Stock analysis
When running Reinsurance Group's price analysis, check to measure Reinsurance Group'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 Reinsurance Group is operating at the current time. Most of Reinsurance Group's value examination focuses on studying past and present price action to predict the probability of Reinsurance Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Reinsurance Group's price. Additionally, you may evaluate how the addition of Reinsurance Group to your portfolios can decrease your overall portfolio volatility.
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Commodity Directory Find actively traded commodities issued by global exchanges | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| CEOs Directory Screen CEOs from public companies around the world | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Performance Analysis Check effects of mean-variance optimization against your current asset allocation | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |