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AMP Limited technical analysis

 
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AMP Limited

Stock@New Zealand Stock Exchange 
New Zealand NZD
     
Use AMP Limited (#AU000000AMP6NZ) technical analysis within your existing portfolios mixed with equities fromn New Zealand Stock Exchange to protect against small markets fluctuations as well as to determine Stock diversification method that is right for you.  Build Portfolio
Investment horizon: 
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Time Series Trend Analysis

Use this graph to draw trend lines for AMP Limited. You can use it to identify possible trend reversals for AMP Limited 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 AMP Limited price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Closing Price
 

AMP Limited Best Fit Change Line

The following chart estimates an ordinary least squares regression model for AMP Limited applied against its price change over selected period. The best fit line has a slop of 0.03 % Macroaxis: 0.02963235294117651 Moved Up which means AMP Limited will continue generating value for investors. It has 34 observation points and regression sum of squers of 0.72 which is sum of squared deviations of the predicted AMP Limited price change against its avarage change.
Price Growth (%)  
Prediction Trend   AMP Limited   
 
AMP Limited has a best fit line with a correlation coefficient of 0.83. and coefficient of determination of 0.69. Note, that book value of the company was presently as 2.65.

AMP Limited May 22 2013 Technical Indicators

Risk Adjusted Performance0.1269
Market Risk Adjusted Performance0.362
Mean Deviation1.21
Semi-Deviation1.0
Downside Deviation1.48
Coefficient Of Variation449.23
Standard Deviation1.48
Variance2.2
Information Ratio0.0191
Jensen Alpha0.0546
Total Risk Alpha(0.48)
Sortino Ratio0.0191
Treynor Ratio0.352
Maximum Drawdown5.2
Value At Risk(2.19)
Potential Upside3.01
Downside Variance2.2
Semi Variance1.0
Expected Short fall(1.62)
Skewness0.1587
Kurtosis(0.64)
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AMP Limited Research Report

AMP Limited vs. GPG

Correlation analysis and fundamentals comparison between AMP Limited and Guinness Peat Group plc

Analyze AMP Limited Fundamentals

Debt to Equity vs Current Liabilities
Book Value Per Share vs Earnings Per Share
Debt to Equity vs Current Asset
Current Ratio vs Earnings Per Share
Debt to Equity vs Price to Book
Return On Asset vs Earnings Per Share

 
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