Stratssm Certificates Series Stock Technical Analysis
| GJS Stock | USD 23.05 0.05 0.22% |
As of the 17th of December 2024, STRATSSM Certificates has the coefficient of variation of 3603.17, and Risk Adjusted Performance of 0.0194. STRATSSM Certificates 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 STRATSSM Certificates variance, value at risk, as well as the relationship between the Value At Risk and skewness to decide if STRATSSM Certificates is priced fairly, providing market reflects its prevalent price of 23.05 per share. Given that STRATSSM Certificates has jensen alpha of 3.0E-4, we advise you to double-check STRATSSM Certificates series's current market performance to make sure the company can sustain itself next year.
STRATSSM Certificates Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as STRATSSM, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to STRATSSMSTRATSSM |
STRATSSM Certificates 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.
STRATSSM Certificates 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 STRATSSM Certificates volatility. High ATR values indicate high volatility, and low values indicate low volatility.
STRATSSM Certificates Trend Analysis
Use this graph to draw trend lines for STRATSSM Certificates series. You can use it to identify possible trend reversals for STRATSSM Certificates 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 STRATSSM Certificates price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.STRATSSM Certificates Best Fit Change Line
The following chart estimates an ordinary least squares regression model for STRATSSM Certificates series applied against its price change over selected period. The best fit line has a slop of 0 , which may imply that STRATSSM Certificates series will maintain its good market sentiment and make money for investors. It has 122 observation points and a regression sum of squares at 0.33, which is the sum of squared deviations for the predicted STRATSSM Certificates price change compared to its average price change.About STRATSSM Certificates 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 STRATSSM Certificates series 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 STRATSSM Certificates series based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on STRATSSM Certificates price pattern first instead of the macroeconomic environment surrounding STRATSSM Certificates. By analyzing STRATSSM Certificates'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 STRATSSM Certificates'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 STRATSSM Certificates specific price patterns or momentum indicators. Please read more on our technical analysis page.
STRATSSM Certificates December 17, 2024 Technical Indicators
Most technical analysis of STRATSSM 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 STRATSSM from various momentum indicators to cycle indicators. When you analyze STRATSSM 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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| Risk Adjusted Performance | 0.0194 | |||
| Market Risk Adjusted Performance | 0.0882 | |||
| Mean Deviation | 0.4353 | |||
| Semi Deviation | 0.6049 | |||
| Downside Deviation | 0.9101 | |||
| Coefficient Of Variation | 3603.17 | |||
| Standard Deviation | 0.6787 | |||
| Variance | 0.4606 | |||
| Information Ratio | (0.1) | |||
| Jensen Alpha | 3.0E-4 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.0782 | |||
| Maximum Drawdown | 3.78 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.01 | |||
| Downside Variance | 0.8283 | |||
| Semi Variance | 0.366 | |||
| Expected Short fall | (0.67) | |||
| Skewness | (0.76) | |||
| Kurtosis | 2.55 |
Additional Tools for STRATSSM Stock Analysis
When running STRATSSM Certificates' price analysis, check to measure STRATSSM Certificates' 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 STRATSSM Certificates is operating at the current time. Most of STRATSSM Certificates' value examination focuses on studying past and present price action to predict the probability of STRATSSM Certificates' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move STRATSSM Certificates' price. Additionally, you may evaluate how the addition of STRATSSM Certificates to your portfolios can decrease your overall portfolio volatility.