Siegfried Holding (Switzerland) Technical Analysis
| SFZN Stock | CHF 1,114 10.00 0.91% |
As of the 23rd of November, Siegfried Holding has the Semi Deviation of 1.35, risk adjusted performance of 0.0142, and Coefficient Of Variation of 7847.7. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Siegfried Holding, as well as the relationship between them. Please validate Siegfried Holding downside deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance to decide if Siegfried Holding is priced more or less accurately, providing market reflects its prevalent price of 1114.0 per share.
Siegfried Holding Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Siegfried, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SiegfriedSiegfried |
Siegfried Holding 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.
Siegfried Holding Technical Analysis
The output start index for this execution was three with a total number of output elements of fifty-eight. 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 Siegfried Holding volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Siegfried Holding Trend Analysis
Use this graph to draw trend lines for Siegfried Holding. You can use it to identify possible trend reversals for Siegfried Holding 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 Siegfried Holding price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Siegfried Holding Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Siegfried Holding applied against its price change over selected period. The best fit line has a slop of 0.33 , which may suggest that Siegfried Holding market price will keep on failing further. It has 122 observation points and a regression sum of squares at 4070.82, which is the sum of squared deviations for the predicted Siegfried Holding price change compared to its average price change.About Siegfried Holding 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 Siegfried Holding 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 Siegfried Holding based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Siegfried Holding price pattern first instead of the macroeconomic environment surrounding Siegfried Holding. By analyzing Siegfried Holding'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 Siegfried Holding'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 Siegfried Holding specific price patterns or momentum indicators. Please read more on our technical analysis page.
Siegfried Holding November 23, 2024 Technical Indicators
Most technical analysis of Siegfried 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 Siegfried from various momentum indicators to cycle indicators. When you analyze Siegfried 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.
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| Volume Indicators |
| Risk Adjusted Performance | 0.0142 | |||
| Market Risk Adjusted Performance | 0.0515 | |||
| Mean Deviation | 0.9781 | |||
| Semi Deviation | 1.35 | |||
| Downside Deviation | 1.47 | |||
| Coefficient Of Variation | 7847.7 | |||
| Standard Deviation | 1.38 | |||
| Variance | 1.91 | |||
| Information Ratio | (0.08) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.21) | |||
| Sortino Ratio | (0.08) | |||
| Treynor Ratio | 0.0415 | |||
| Maximum Drawdown | 9.01 | |||
| Value At Risk | (1.95) | |||
| Potential Upside | 2.21 | |||
| Downside Variance | 2.15 | |||
| Semi Variance | 1.82 | |||
| Expected Short fall | (1.06) | |||
| Skewness | (0.24) | |||
| Kurtosis | 2.95 |
Additional Tools for Siegfried Stock Analysis
When running Siegfried Holding's price analysis, check to measure Siegfried Holding'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 Siegfried Holding is operating at the current time. Most of Siegfried Holding's value examination focuses on studying past and present price action to predict the probability of Siegfried Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Siegfried Holding's price. Additionally, you may evaluate how the addition of Siegfried Holding to your portfolios can decrease your overall portfolio volatility.