Swiss Re (Switzerland) Technical Analysis
| SREN Stock | CHF 128.30 1.10 0.86% |
As of the 25th of November, Swiss Re has the Semi Deviation of 1.06, risk adjusted performance of 0.077, and Coefficient Of Variation of 1062.88. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Swiss Re AG, as well as the relationship between them. Please validate Swiss Re AG standard deviation, information ratio, treynor ratio, as well as the relationship between the variance and jensen alpha to decide if Swiss Re is priced more or less accurately, providing market reflects its prevalent price of 128.3 per share.
Swiss Re Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Swiss, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SwissSwiss |
Swiss Re 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.
Swiss Re AG Technical Analysis
The output start index for this execution was twelve with a total number of output elements of fourty-nine. 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 Swiss Re AG volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Swiss Re AG Trend Analysis
Use this graph to draw trend lines for Swiss Re AG. You can use it to identify possible trend reversals for Swiss Re 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 Swiss Re price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Swiss Re Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Swiss Re AG applied against its price change over selected period. The best fit line has a slop of 0.10 , which means Swiss Re AG will continue generating value for investors. It has 122 observation points and a regression sum of squares at 409.94, which is the sum of squared deviations for the predicted Swiss Re price change compared to its average price change.About Swiss Re 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 Swiss Re 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 Swiss Re AG based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Swiss Re AG price pattern first instead of the macroeconomic environment surrounding Swiss Re AG. By analyzing Swiss Re'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 Swiss Re'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 Swiss Re specific price patterns or momentum indicators. Please read more on our technical analysis page.
Swiss Re November 25, 2024 Technical Indicators
Most technical analysis of Swiss 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 Swiss from various momentum indicators to cycle indicators. When you analyze Swiss 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 | 0.077 | |||
| Market Risk Adjusted Performance | 0.2896 | |||
| Mean Deviation | 0.9923 | |||
| Semi Deviation | 1.06 | |||
| Downside Deviation | 1.2 | |||
| Coefficient Of Variation | 1062.88 | |||
| Standard Deviation | 1.48 | |||
| Variance | 2.2 | |||
| Information Ratio | 0.0059 | |||
| Jensen Alpha | 0.0735 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | 0.0073 | |||
| Treynor Ratio | 0.2796 | |||
| Maximum Drawdown | 8.96 | |||
| Value At Risk | (1.78) | |||
| Potential Upside | 2.17 | |||
| Downside Variance | 1.43 | |||
| Semi Variance | 1.12 | |||
| Expected Short fall | (1.13) | |||
| Skewness | 1.55 | |||
| Kurtosis | 7.87 |
Additional Tools for Swiss Stock Analysis
When running Swiss Re's price analysis, check to measure Swiss Re'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 Swiss Re is operating at the current time. Most of Swiss Re's value examination focuses on studying past and present price action to predict the probability of Swiss Re's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Swiss Re's price. Additionally, you may evaluate how the addition of Swiss Re to your portfolios can decrease your overall portfolio volatility.