AECOM (Germany) Technical Analysis
E6Z Stock | EUR 110.00 1.00 0.90% |
As of the 2nd of December, AECOM owns the market risk adjusted performance of 0.5871, and Coefficient Of Variation of 568.09. AECOM technical analysis gives you the methodology to make use of past data patterns to determine a pattern that approximates the direction of the firm's future prices. Please confirm AECOM variance, maximum drawdown, and the relationship between the coefficient of variation and jensen alpha to decide if AECOM is priced adequately, providing market reflects its prevailing price of 110.0 per share.
AECOM Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as AECOM, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to AECOMAECOM |
AECOM 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.
AECOM Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. 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 AECOM volatility. High ATR values indicate high volatility, and low values indicate low volatility.
AECOM Trend Analysis
Use this graph to draw trend lines for AECOM. You can use it to identify possible trend reversals for AECOM 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 AECOM price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.AECOM Best Fit Change Line
The following chart estimates an ordinary least squares regression model for AECOM applied against its price change over selected period. The best fit line has a slop of 0.38 , which means AECOM will continue generating value for investors. It has 122 observation points and a regression sum of squares at 5604.67, which is the sum of squared deviations for the predicted AECOM price change compared to its average price change.About AECOM 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 AECOM 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 AECOM based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on AECOM price pattern first instead of the macroeconomic environment surrounding AECOM. By analyzing AECOM'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 AECOM'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 AECOM specific price patterns or momentum indicators. Please read more on our technical analysis page.
AECOM December 2, 2024 Technical Indicators
Most technical analysis of AECOM 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 AECOM from various momentum indicators to cycle indicators. When you analyze AECOM 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 | 0.1405 | |||
Market Risk Adjusted Performance | 0.5871 | |||
Mean Deviation | 1.3 | |||
Semi Deviation | 1.53 | |||
Downside Deviation | 1.97 | |||
Coefficient Of Variation | 568.09 | |||
Standard Deviation | 1.9 | |||
Variance | 3.6 | |||
Information Ratio | 0.1036 | |||
Jensen Alpha | 0.2525 | |||
Total Risk Alpha | 0.0073 | |||
Sortino Ratio | 0.0996 | |||
Treynor Ratio | 0.5771 | |||
Maximum Drawdown | 10.92 | |||
Value At Risk | (2.88) | |||
Potential Upside | 3.88 | |||
Downside Variance | 3.89 | |||
Semi Variance | 2.33 | |||
Expected Short fall | (1.64) | |||
Skewness | 0.2088 | |||
Kurtosis | 2.8 |
Complementary Tools for AECOM Stock analysis
When running AECOM's price analysis, check to measure AECOM'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 AECOM is operating at the current time. Most of AECOM's value examination focuses on studying past and present price action to predict the probability of AECOM's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AECOM's price. Additionally, you may evaluate how the addition of AECOM to your portfolios can decrease your overall portfolio volatility.
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