Vornado Realty (Germany) Technical Analysis
VO7 Stock | EUR 39.60 3.06 7.17% |
As of the 18th of December 2024, Vornado Realty has the Coefficient Of Variation of 656.8, risk adjusted performance of 0.1177, and Semi Deviation of 2.07. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Vornado Realty Trust, as well as the relationship between them. Please validate Vornado Realty Trust treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside to decide if Vornado Realty is priced more or less accurately, providing market reflects its prevalent price of 39.6 per share.
Vornado Realty Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Vornado, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to VornadoVornado |
Vornado Realty 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.
Vornado Realty Trust 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 Vornado Realty Trust volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Vornado Realty Trust Trend Analysis
Use this graph to draw trend lines for Vornado Realty Trust. You can use it to identify possible trend reversals for Vornado Realty 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 Vornado Realty price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Vornado Realty Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Vornado Realty Trust applied against its price change over selected period. The best fit line has a slop of 0.12 , which means Vornado Realty Trust will continue generating value for investors. It has 122 observation points and a regression sum of squares at 564.4, which is the sum of squared deviations for the predicted Vornado Realty price change compared to its average price change.About Vornado Realty 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 Vornado Realty Trust 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 Vornado Realty Trust based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Vornado Realty Trust price pattern first instead of the macroeconomic environment surrounding Vornado Realty Trust. By analyzing Vornado Realty'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 Vornado Realty'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 Vornado Realty specific price patterns or momentum indicators. Please read more on our technical analysis page.
Vornado Realty December 18, 2024 Technical Indicators
Most technical analysis of Vornado 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 Vornado from various momentum indicators to cycle indicators. When you analyze Vornado 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 | 0.1177 | |||
Market Risk Adjusted Performance | 0.5146 | |||
Mean Deviation | 1.7 | |||
Semi Deviation | 2.07 | |||
Downside Deviation | 2.43 | |||
Coefficient Of Variation | 656.8 | |||
Standard Deviation | 2.74 | |||
Variance | 7.53 | |||
Information Ratio | 0.1276 | |||
Jensen Alpha | 0.3612 | |||
Total Risk Alpha | 0.1893 | |||
Sortino Ratio | 0.1442 | |||
Treynor Ratio | 0.5046 | |||
Maximum Drawdown | 19.77 | |||
Value At Risk | (2.70) | |||
Potential Upside | 3.05 | |||
Downside Variance | 5.89 | |||
Semi Variance | 4.3 | |||
Expected Short fall | (1.95) | |||
Skewness | 1.25 | |||
Kurtosis | 12.13 |
Vornado Realty December 18, 2024 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 Vornado 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 | 0.07 | ||
Daily Balance Of Power | (1.00) | ||
Rate Of Daily Change | 0.93 | ||
Day Median Price | 41.13 | ||
Day Typical Price | 40.62 | ||
Price Action Indicator | (3.05) | ||
Market Facilitation Index | 3.05 |
Complementary Tools for Vornado Stock analysis
When running Vornado Realty's price analysis, check to measure Vornado Realty'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 Vornado Realty is operating at the current time. Most of Vornado Realty's value examination focuses on studying past and present price action to predict the probability of Vornado Realty's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vornado Realty's price. Additionally, you may evaluate how the addition of Vornado Realty to your portfolios can decrease your overall portfolio volatility.
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