East Japan (Germany) Technical Analysis
EJR Stock | EUR 18.20 0.41 2.30% |
As of the 30th of November, East Japan shows the Coefficient Of Variation of 1864.24, downside deviation of 2.13, and Mean Deviation of 1.39. East Japan Railway technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes the direction of the firm's future prices. Please confirm East Japan Railway jensen alpha, potential upside, skewness, as well as the relationship between the maximum drawdown and semi variance to decide if East Japan Railway is priced favorably, providing market reflects its regular price of 18.2 per share.
East Japan Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as East, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to EastEast |
East Japan 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.
East Japan Railway Technical Analysis
The output start index for this execution was ten with a total number of output elements of fifty-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 East Japan Railway volatility. High ATR values indicate high volatility, and low values indicate low volatility.
East Japan Railway Trend Analysis
Use this graph to draw trend lines for East Japan Railway. You can use it to identify possible trend reversals for East Japan 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 East Japan price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.East Japan Best Fit Change Line
The following chart estimates an ordinary least squares regression model for East Japan Railway applied against its price change over selected period. The best fit line has a slop of 0.0015 , which may suggest that East Japan Railway market price will keep on failing further. It has 122 observation points and a regression sum of squares at 0.09, which is the sum of squared deviations for the predicted East Japan price change compared to its average price change.About East Japan 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 East Japan Railway 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 East Japan Railway based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on East Japan Railway price pattern first instead of the macroeconomic environment surrounding East Japan Railway. By analyzing East Japan'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 East Japan'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 East Japan specific price patterns or momentum indicators. Please read more on our technical analysis page.
East Japan November 30, 2024 Technical Indicators
Most technical analysis of East 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 East from various momentum indicators to cycle indicators. When you analyze East 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 | 0.047 | |||
Market Risk Adjusted Performance | 0.9082 | |||
Mean Deviation | 1.39 | |||
Semi Deviation | 1.96 | |||
Downside Deviation | 2.13 | |||
Coefficient Of Variation | 1864.24 | |||
Standard Deviation | 1.9 | |||
Variance | 3.59 | |||
Information Ratio | (0.02) | |||
Jensen Alpha | 0.0787 | |||
Total Risk Alpha | (0.22) | |||
Sortino Ratio | (0.02) | |||
Treynor Ratio | 0.8982 | |||
Maximum Drawdown | 8.28 | |||
Value At Risk | (2.89) | |||
Potential Upside | 2.93 | |||
Downside Variance | 4.53 | |||
Semi Variance | 3.84 | |||
Expected Short fall | (1.41) | |||
Skewness | (0.50) | |||
Kurtosis | 1.19 |
Complementary Tools for East Stock analysis
When running East Japan's price analysis, check to measure East Japan'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 East Japan is operating at the current time. Most of East Japan's value examination focuses on studying past and present price action to predict the probability of East Japan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move East Japan's price. Additionally, you may evaluate how the addition of East Japan to your portfolios can decrease your overall portfolio volatility.
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