SAP SE (Germany) Technical Analysis
| SAPA Stock | EUR 240.00 2.00 0.83% |
As of the 12th of December 2024, SAP SE has the Market Risk Adjusted Performance of 0.5739, downside deviation of 1.78, and Risk Adjusted Performance of 0.1456. In connection with fundamental indicators, the technical analysis model makes it possible for you to check practical technical drivers of SAP SE, as well as the relationship between them. Please validate SAP SE information ratio, treynor ratio, value at risk, as well as the relationship between the jensen alpha and maximum drawdown to decide if SAP SE is priced adequately, providing market reflects its prevalent price of 240.0 per share.
SAP SE Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as SAP, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to SAPSAP |
SAP SE 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.
SAP SE Technical Analysis
The output start index for this execution was fourteen with a total number of output elements of fourty-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 SAP SE volatility. High ATR values indicate high volatility, and low values indicate low volatility.
SAP SE Trend Analysis
Use this graph to draw trend lines for SAP SE. You can use it to identify possible trend reversals for SAP SE 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 SAP SE price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.SAP SE Best Fit Change Line
The following chart estimates an ordinary least squares regression model for SAP SE applied against its price change over selected period. The best fit line has a slop of 0.58 , which means SAP SE will continue generating value for investors. It has 122 observation points and a regression sum of squares at 12820.74, which is the sum of squared deviations for the predicted SAP SE price change compared to its average price change.About SAP SE 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 SAP SE 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 SAP SE based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on SAP SE price pattern first instead of the macroeconomic environment surrounding SAP SE. By analyzing SAP SE'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 SAP SE'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 SAP SE specific price patterns or momentum indicators. Please read more on our technical analysis page.
SAP SE December 12, 2024 Technical Indicators
Most technical analysis of SAP 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 SAP from various momentum indicators to cycle indicators. When you analyze SAP 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 | 0.1456 | |||
| Market Risk Adjusted Performance | 0.5739 | |||
| Mean Deviation | 1.37 | |||
| Semi Deviation | 1.27 | |||
| Downside Deviation | 1.78 | |||
| Coefficient Of Variation | 516.95 | |||
| Standard Deviation | 1.75 | |||
| Variance | 3.05 | |||
| Information Ratio | 0.1222 | |||
| Jensen Alpha | 0.2613 | |||
| Total Risk Alpha | 0.0511 | |||
| Sortino Ratio | 0.1201 | |||
| Treynor Ratio | 0.5639 | |||
| Maximum Drawdown | 7.96 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 3.45 | |||
| Downside Variance | 3.16 | |||
| Semi Variance | 1.6 | |||
| Expected Short fall | (1.80) | |||
| Skewness | 0.2502 | |||
| Kurtosis | 0.0547 |
Complementary Tools for SAP Stock analysis
When running SAP SE's price analysis, check to measure SAP SE'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 SAP SE is operating at the current time. Most of SAP SE's value examination focuses on studying past and present price action to predict the probability of SAP SE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SAP SE's price. Additionally, you may evaluate how the addition of SAP SE to your portfolios can decrease your overall portfolio volatility.
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