Umpas Holding (Turkey) Technical Analysis
| UMPAS Stock | TRY 10.67 0.03 0.28% |
As of the 26th of April, Umpas Holding has the Risk Adjusted Performance of 0.0752, coefficient of variation of 942.47, and Semi Deviation of 4.51. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Umpas Holding AS, as well as the relationship between them. In other words, you can use this information to find out if the company will indeed mirror its model of past prices and volume data, or the prices will eventually revert. We are able to interpolate and collect nineteen technical drivers for Umpas Holding AS, which can be compared to its competition. Please validate Umpas Holding AS information ratio, potential upside, as well as the relationship between the Potential Upside and kurtosis to decide if Umpas Holding is priced more or less accurately, providing market reflects its prevalent price of 10.67 per share.
Umpas Holding Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Umpas, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to UmpasUmpas |
Umpas Holding 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.
Umpas Holding AS Technical Analysis
The output start index for this execution was fourty-two with a total number of output elements of nineteen. 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 Umpas Holding AS volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Umpas Holding AS Trend Analysis
Use this graph to draw trend lines for Umpas Holding AS. You can use it to identify possible trend reversals for Umpas Holding 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 Umpas Holding price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Umpas Holding Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Umpas Holding AS applied against its price change over selected period. The best fit line has a slop of 0.03 , which means Umpas Holding AS will continue generating value for investors. It has 122 observation points and a regression sum of squares at 35.54, which is the sum of squared deviations for the predicted Umpas Holding price change compared to its average price change.About Umpas Holding 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 Umpas Holding AS 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 Umpas Holding AS based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Umpas Holding AS price pattern first instead of the macroeconomic environment surrounding Umpas Holding AS. By analyzing Umpas Holding'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 Umpas Holding'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 Umpas Holding specific price patterns or momentum indicators. Please read more on our technical analysis page.
Umpas Holding April 26, 2024 Technical Indicators
Most technical analysis of Umpas 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 Umpas from various momentum indicators to cycle indicators. When you analyze Umpas 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 | 0.0752 | |||
| Market Risk Adjusted Performance | 14.42 | |||
| Mean Deviation | 4.86 | |||
| Semi Deviation | 4.51 | |||
| Downside Deviation | 4.91 | |||
| Coefficient Of Variation | 942.47 | |||
| Standard Deviation | 5.9 | |||
| Variance | 34.75 | |||
| Information Ratio | 0.0912 | |||
| Jensen Alpha | 0.6122 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.1095 | |||
| Treynor Ratio | 14.41 | |||
| Maximum Drawdown | 19.99 | |||
| Value At Risk | (9.22) | |||
| Potential Upside | 9.99 | |||
| Downside Variance | 24.1 | |||
| Semi Variance | 20.37 | |||
| Expected Short fall | (6.79) | |||
| Skewness | 0.2298 | |||
| Kurtosis | (0.86) |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Umpas Holding AS. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in state. You can also try the Investing Opportunities module to build portfolios using our predefined set of ideas and optimize them against your investing preferences.
Complementary Tools for Umpas Stock analysis
When running Umpas Holding's price analysis, check to measure Umpas Holding'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 Umpas Holding is operating at the current time. Most of Umpas Holding's value examination focuses on studying past and present price action to predict the probability of Umpas Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Umpas Holding's price. Additionally, you may evaluate how the addition of Umpas Holding to your portfolios can decrease your overall portfolio volatility.
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