Chubb Limited shows Coefficient Of Variation of 226.87, Risk Adjusted Performance of 0.126 and Mean Deviation of 0.5809. Chubb Limited technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates the direction of the firm future prices. In plain English you can use this information to find out if the firm will indeed mirror its model of historical prices and volume momentum or the prices will eventually revert. We found eighteen technical drivers for Chubb Limited which can be compared to its rivals. Please confirm Chubb Limited Treynor Ratio, Downside Variance, Kurtosis, as well as the relationship between Value At Risk and Expected Short fall to decide if Chubb Limited is priced correctly providing market reflects its regular price of 153.98 per share. Given that Chubb Limited has Treynor Ratio of 0.322, we suggest you validate Chubb Limited prevailing market performance to make sure the company can sustain itself at future point.
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Chubb Limited Trend AnalysisUse this graph to draw trend lines for Chubb Limited. You can use it to identify possible trend reversals for Chubb 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 Chubb Limited price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Chubb Limited Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Chubb Limited applied against its price change over selected period. The best fit line has a slop of 0.66 % which suggests that Chubb Limited will keep on generating value for investors. It has 34 observation points and a regression sum of squares at 354.61, which is the sum of squared deviations for the predicted Chubb Limited price change compared to its average price change.
Chubb Limited is rated fifth in mean deviation category among related companies. It is rated fourth in standard deviation category among related companies creating about 1.34 of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for Chubb Limited is roughly 1.34