ELLINGTON RESIDMTG (Germany) Technical Analysis
73Z Stock | EUR 6.45 0.10 1.57% |
As of the 6th of January, ELLINGTON RESIDMTG shows the Mean Deviation of 1.11, downside deviation of 1.71, and Semi Deviation of 1.26. ELLINGTON RESIDMTG SBI technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the firm's future prices. Please confirm ELLINGTON RESIDMTG SBI coefficient of variation, variance, and the relationship between the downside deviation and standard deviation to decide if ELLINGTON RESIDMTG SBI is priced adequately, providing market reflects its regular price of 6.45 per share.
ELLINGTON RESIDMTG Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as ELLINGTON, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to ELLINGTONELLINGTON |
ELLINGTON RESIDMTG 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.
ELLINGTON RESIDMTG SBI Technical Analysis
The output start index for this execution was one with a total number of output elements of sixty. 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 ELLINGTON RESIDMTG SBI volatility. High ATR values indicate high volatility, and low values indicate low volatility.
ELLINGTON RESIDMTG SBI Trend Analysis
Use this graph to draw trend lines for ELLINGTON RESIDMTG SBI. You can use it to identify possible trend reversals for ELLINGTON RESIDMTG 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 ELLINGTON RESIDMTG price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.ELLINGTON RESIDMTG Best Fit Change Line
The following chart estimates an ordinary least squares regression model for ELLINGTON RESIDMTG SBI applied against its price change over selected period. The best fit line has a slop of 0.01 , which means ELLINGTON RESIDMTG SBI will continue generating value for investors. It has 122 observation points and a regression sum of squares at 5.42, which is the sum of squared deviations for the predicted ELLINGTON RESIDMTG price change compared to its average price change.About ELLINGTON RESIDMTG 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 ELLINGTON RESIDMTG SBI 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 ELLINGTON RESIDMTG SBI based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on ELLINGTON RESIDMTG SBI price pattern first instead of the macroeconomic environment surrounding ELLINGTON RESIDMTG SBI. By analyzing ELLINGTON RESIDMTG'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 ELLINGTON RESIDMTG'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 ELLINGTON RESIDMTG specific price patterns or momentum indicators. Please read more on our technical analysis page.
ELLINGTON RESIDMTG January 6, 2025 Technical Indicators
Most technical analysis of ELLINGTON 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 ELLINGTON from various momentum indicators to cycle indicators. When you analyze ELLINGTON 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 | 0.0956 | |||
Market Risk Adjusted Performance | 6.89 | |||
Mean Deviation | 1.11 | |||
Semi Deviation | 1.26 | |||
Downside Deviation | 1.71 | |||
Coefficient Of Variation | 888.91 | |||
Standard Deviation | 1.43 | |||
Variance | 2.04 | |||
Information Ratio | 0.0969 | |||
Jensen Alpha | 0.1504 | |||
Total Risk Alpha | 0.129 | |||
Sortino Ratio | 0.0811 | |||
Treynor Ratio | 6.88 | |||
Maximum Drawdown | 7.82 | |||
Value At Risk | (2.35) | |||
Potential Upside | 2.43 | |||
Downside Variance | 2.91 | |||
Semi Variance | 1.58 | |||
Expected Short fall | (1.38) | |||
Skewness | (0.32) | |||
Kurtosis | 0.7481 |
Complementary Tools for ELLINGTON Stock analysis
When running ELLINGTON RESIDMTG's price analysis, check to measure ELLINGTON RESIDMTG'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 ELLINGTON RESIDMTG is operating at the current time. Most of ELLINGTON RESIDMTG's value examination focuses on studying past and present price action to predict the probability of ELLINGTON RESIDMTG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ELLINGTON RESIDMTG's price. Additionally, you may evaluate how the addition of ELLINGTON RESIDMTG to your portfolios can decrease your overall portfolio volatility.
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