The Este Lauder Companies Inc shows Downside Deviation of 1.34, Risk Adjusted Performance of 0.2598 and Semi Deviation of 1.02. The Este Lauder technical analysis allows you to utilize historical prices and volume patterns in order to determine a pattern that computes 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 nineteen technical drivers for The Este Lauder Companies Inc which can be compared to its rivals. Please confirm The Este LauderTreynor Ratio, and the relationship between Standard Deviation and Downside Variance to decide if The Este Lauder is priced favorably providing market reflects its regular price of 144.12 per share. Given that Este Lauder has Jensen Alpha of 0.2002, we urge you verify The Este Lauder Companies Inc prevailing market performance to make sure the company can sustain itself at future point.
The output start index for this execution was five with a total number of output elements of twelve. 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 The Este Lauder volatility. High ATR values indicate high volatility, and low values indicate low volatility. View also all equity analysis or get more info about average true range volatility indicators indicator.
The Este Lauder Trend Analysis
Use this graph to draw trend lines for The Este Lauder Companies Inc. You can use it to identify possible trend reversals for Este Lauder 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 Este Lauder price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Este Lauder Best Fit Change Line
The following chart estimates an ordinary least squares regression model for The Este Lauder Companies Inc applied against its price change over selected period. The best fit line has a slop of 0.39 % which suggests that The Este Lauder Companies Inc will keep on generating value for investors. It has 34 observation points and a regression sum of squares at 123.16, which is the sum of squared deviations for the predicted Este Lauder price change compared to its average price change.
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The Este Lauder Companies Inc is rated below average in mean deviation category among related companies. It is rated below average in standard deviation category among related companies creating about 1.40 of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for The Este Lauder Companies Inc is roughly 1.40