Thyssenkrupp (Germany) Technical Analysis
| TKA Stock | EUR 11.25 0.01 0.09% |
As of the 27th of January, Thyssenkrupp has the Coefficient Of Variation of 1150.49, semi deviation of 2.82, and Risk Adjusted Performance of 0.0714. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of thyssenkrupp AG, as well as the relationship between them.
Thyssenkrupp Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Thyssenkrupp, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ThyssenkruppThyssenkrupp |
Thyssenkrupp 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Thyssenkrupp's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Thyssenkrupp.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in Thyssenkrupp on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding thyssenkrupp AG or generate 0.0% return on investment in Thyssenkrupp over 90 days. Thyssenkrupp is related to or competes with Southwest Airlines, United Airlines, American Airlines, JAPAN TOBACCO, Japan Tobacco, and SINGAPORE AIRLINES. More
Thyssenkrupp Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Thyssenkrupp's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess thyssenkrupp AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.33 | |||
| Information Ratio | 0.0608 | |||
| Maximum Drawdown | 15.65 | |||
| Value At Risk | (4.80) | |||
| Potential Upside | 5.4 |
Thyssenkrupp Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Thyssenkrupp's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Thyssenkrupp's standard deviation. In reality, there are many statistical measures that can use Thyssenkrupp historical prices to predict the future Thyssenkrupp's volatility.| Risk Adjusted Performance | 0.0714 | |||
| Jensen Alpha | 0.3152 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0565 | |||
| Treynor Ratio | (0.33) |
Thyssenkrupp January 27, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0714 | |||
| Market Risk Adjusted Performance | (0.32) | |||
| Mean Deviation | 2.2 | |||
| Semi Deviation | 2.82 | |||
| Downside Deviation | 3.33 | |||
| Coefficient Of Variation | 1150.49 | |||
| Standard Deviation | 3.1 | |||
| Variance | 9.58 | |||
| Information Ratio | 0.0608 | |||
| Jensen Alpha | 0.3152 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0565 | |||
| Treynor Ratio | (0.33) | |||
| Maximum Drawdown | 15.65 | |||
| Value At Risk | (4.80) | |||
| Potential Upside | 5.4 | |||
| Downside Variance | 11.09 | |||
| Semi Variance | 7.97 | |||
| Expected Short fall | (2.34) | |||
| Skewness | (0.22) | |||
| Kurtosis | 1.1 |
thyssenkrupp AG Backtested Returns
Thyssenkrupp appears to be somewhat reliable, given 3 months investment horizon. thyssenkrupp AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for thyssenkrupp AG, which you can use to evaluate the volatility of the company. Please review Thyssenkrupp's Semi Deviation of 2.82, coefficient of variation of 1150.49, and Risk Adjusted Performance of 0.0714 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Thyssenkrupp holds a performance score of 9. The entity has a beta of -0.79, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Thyssenkrupp are expected to decrease at a much lower rate. During the bear market, Thyssenkrupp is likely to outperform the market. Please check Thyssenkrupp's skewness, day typical price, and the relationship between the semi variance and rate of daily change , to make a quick decision on whether Thyssenkrupp's existing price patterns will revert.
Auto-correlation | 0.12 |
Insignificant predictability
thyssenkrupp AG has insignificant predictability. Overlapping area represents the amount of predictability between Thyssenkrupp time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of thyssenkrupp AG price movement. The serial correlation of 0.12 indicates that less than 12.0% of current Thyssenkrupp price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.45 |
Thyssenkrupp 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.
thyssenkrupp AG Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-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 thyssenkrupp AG volatility. High ATR values indicate high volatility, and low values indicate low volatility.
About Thyssenkrupp 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 thyssenkrupp 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 thyssenkrupp AG based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on thyssenkrupp AG price pattern first instead of the macroeconomic environment surrounding thyssenkrupp AG. By analyzing Thyssenkrupp'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 Thyssenkrupp'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 Thyssenkrupp specific price patterns or momentum indicators. Please read more on our technical analysis page.
Thyssenkrupp January 27, 2026 Technical Indicators
Most technical analysis of Thyssenkrupp 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 Thyssenkrupp from various momentum indicators to cycle indicators. When you analyze Thyssenkrupp 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 | 0.0714 | |||
| Market Risk Adjusted Performance | (0.32) | |||
| Mean Deviation | 2.2 | |||
| Semi Deviation | 2.82 | |||
| Downside Deviation | 3.33 | |||
| Coefficient Of Variation | 1150.49 | |||
| Standard Deviation | 3.1 | |||
| Variance | 9.58 | |||
| Information Ratio | 0.0608 | |||
| Jensen Alpha | 0.3152 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0565 | |||
| Treynor Ratio | (0.33) | |||
| Maximum Drawdown | 15.65 | |||
| Value At Risk | (4.80) | |||
| Potential Upside | 5.4 | |||
| Downside Variance | 11.09 | |||
| Semi Variance | 7.97 | |||
| Expected Short fall | (2.34) | |||
| Skewness | (0.22) | |||
| Kurtosis | 1.1 |
Thyssenkrupp January 27, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Thyssenkrupp stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.00 | ||
| Daily Balance Of Power | (Huge) | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 11.25 | ||
| Day Typical Price | 11.25 | ||
| Price Action Indicator | 0.00 |
Complementary Tools for Thyssenkrupp Stock analysis
When running Thyssenkrupp's price analysis, check to measure Thyssenkrupp'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 Thyssenkrupp is operating at the current time. Most of Thyssenkrupp's value examination focuses on studying past and present price action to predict the probability of Thyssenkrupp's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Thyssenkrupp's price. Additionally, you may evaluate how the addition of Thyssenkrupp to your portfolios can decrease your overall portfolio volatility.
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