Siemens Energy (Germany) Technical Analysis
ENR Stock | EUR 48.80 0.10 0.21% |
As of the 14th of December 2024, Siemens Energy has the Coefficient Of Variation of 282.14, risk adjusted performance of 0.2638, and Semi Deviation of 1.49. Siemens Energy technical analysis provides you with a way to harness past market data to determine a pattern that measures the direction of the company's future prices. Please validate Siemens Energy AG information ratio, value at risk, and the relationship between the standard deviation and treynor ratio to decide if Siemens Energy is priced more or less accurately, providing market reflects its prevalent price of 48.8 per share.
Siemens Energy Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Siemens, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SiemensSiemens |
Siemens Energy 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.
Siemens Energy AG Technical Analysis
The output start index for this execution was thirty with a total number of output elements of thirty-one. 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 Siemens Energy AG volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Siemens Energy AG Trend Analysis
Use this graph to draw trend lines for Siemens Energy AG. You can use it to identify possible trend reversals for Siemens Energy 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 Siemens Energy price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Siemens Energy Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Siemens Energy AG applied against its price change over selected period. The best fit line has a slop of 0.36 , which means Siemens Energy AG will continue generating value for investors. It has 122 observation points and a regression sum of squares at 4864.26, which is the sum of squared deviations for the predicted Siemens Energy price change compared to its average price change.About Siemens Energy 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 Siemens Energy 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 Siemens Energy AG based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Siemens Energy AG price pattern first instead of the macroeconomic environment surrounding Siemens Energy AG. By analyzing Siemens Energy'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 Siemens Energy'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 Siemens Energy specific price patterns or momentum indicators. Please read more on our technical analysis page.
Siemens Energy December 14, 2024 Technical Indicators
Most technical analysis of Siemens 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 Siemens from various momentum indicators to cycle indicators. When you analyze Siemens 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 | 0.2638 | |||
Market Risk Adjusted Performance | (8.41) | |||
Mean Deviation | 1.76 | |||
Semi Deviation | 1.49 | |||
Downside Deviation | 2.19 | |||
Coefficient Of Variation | 282.14 | |||
Standard Deviation | 2.3 | |||
Variance | 5.31 | |||
Information Ratio | 0.311 | |||
Jensen Alpha | 0.8152 | |||
Total Risk Alpha | 0.5203 | |||
Sortino Ratio | 0.3278 | |||
Treynor Ratio | (8.42) | |||
Maximum Drawdown | 11.97 | |||
Value At Risk | (2.87) | |||
Potential Upside | 4.25 | |||
Downside Variance | 4.78 | |||
Semi Variance | 2.22 | |||
Expected Short fall | (2.08) | |||
Skewness | (0.09) | |||
Kurtosis | 0.5154 |
Complementary Tools for Siemens Stock analysis
When running Siemens Energy's price analysis, check to measure Siemens Energy'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 Siemens Energy is operating at the current time. Most of Siemens Energy's value examination focuses on studying past and present price action to predict the probability of Siemens Energy's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Siemens Energy's price. Additionally, you may evaluate how the addition of Siemens Energy to your portfolios can decrease your overall portfolio volatility.
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