Mapfre SA (Germany) Technical Analysis
| CMAB Stock | EUR 2.41 0.06 2.43% |
As of the 21st of December, Mapfre SA secures the Mean Deviation of 0.953, downside deviation of 1.32, and Risk Adjusted Performance of 0.0444. Mapfre SA technical analysis lets you operate historical price patterns with an objective to determine a pattern that forecasts the direction of the firm's future prices. Please verify Mapfre SA standard deviation, information ratio, treynor ratio, as well as the relationship between the variance and jensen alpha to decide if Mapfre SA is priced some-what accurately, providing market reflects its recent price of 2.41 per share.
Mapfre SA Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Mapfre, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to MapfreMapfre |
Mapfre SA 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.
Mapfre SA Technical Analysis
The output start index for this execution was twenty with a total number of output elements of fourty-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 Mapfre SA volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Mapfre SA Trend Analysis
Use this graph to draw trend lines for Mapfre SA. You can use it to identify possible trend reversals for Mapfre SA 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 Mapfre SA price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Mapfre SA Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Mapfre SA applied against its price change over selected period. The best fit line has a slop of 0 , which means Mapfre SA will continue generating value for investors. It has 122 observation points and a regression sum of squares at 0.22, which is the sum of squared deviations for the predicted Mapfre SA price change compared to its average price change.About Mapfre SA 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 Mapfre SA 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 Mapfre SA based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Mapfre SA price pattern first instead of the macroeconomic environment surrounding Mapfre SA. By analyzing Mapfre SA'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 Mapfre SA'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 Mapfre SA specific price patterns or momentum indicators. Please read more on our technical analysis page.
Mapfre SA December 21, 2024 Technical Indicators
Most technical analysis of Mapfre 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 Mapfre from various momentum indicators to cycle indicators. When you analyze Mapfre 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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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0444 | |||
| Market Risk Adjusted Performance | 1.4 | |||
| Mean Deviation | 0.953 | |||
| Semi Deviation | 1.07 | |||
| Downside Deviation | 1.32 | |||
| Coefficient Of Variation | 1951.5 | |||
| Standard Deviation | 1.28 | |||
| Variance | 1.65 | |||
| Information Ratio | 0.0262 | |||
| Jensen Alpha | 0.0549 | |||
| Total Risk Alpha | 0.0198 | |||
| Sortino Ratio | 0.0255 | |||
| Treynor Ratio | 1.39 | |||
| Maximum Drawdown | 6.75 | |||
| Value At Risk | (1.98) | |||
| Potential Upside | 2.02 | |||
| Downside Variance | 1.74 | |||
| Semi Variance | 1.14 | |||
| Expected Short fall | (1.15) | |||
| Skewness | 0.5626 | |||
| Kurtosis | 1.39 |
Complementary Tools for Mapfre Stock analysis
When running Mapfre SA's price analysis, check to measure Mapfre SA'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 Mapfre SA is operating at the current time. Most of Mapfre SA's value examination focuses on studying past and present price action to predict the probability of Mapfre SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mapfre SA's price. Additionally, you may evaluate how the addition of Mapfre SA to your portfolios can decrease your overall portfolio volatility.
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios |