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Greencore technical analysis

 
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Greencore Group plc

Stock@London Stock Exchange 
United Kingdom GBP
      
Greencore Group plc retains Downside Deviation of 3.37, Market Risk Adjusted Performance of 1.14 and Risk Adjusted Performance of 0.0402. Greencore technical analysis makes it possible for you to employ historical prices and volume momentum with intention to determine a pattern that calculates the direction of the corporation future prices. In other words you can use this information to find out if the corporation is indeed will mirror its model of historical price patterns or the prices will eventually revert. We found nineteen technical drivers for Greencore Group plc which can be compared to its competitors. Please check out Greencore Group plc Information Ratio, Value At Risk and the relationship between Standard Deviation and Treynor Ratio to decide if Greencore is priced fairly providing market reflects its last-minute price of 128.25 per share. Use Greencore Group plc (#IE0003864109UK) technical analysis concurrently with your other holdings, portfolios, and investing themes to protect against small markets fluctuations and to back test it against optimization strategy that fits your risk preferences.  
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Time Series Trend Analysis

Use this graph to draw trend lines for Greencore Group plc. You can use it to identify possible trend reversals for Greencore 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 Greencore price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
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Greencore Best Fit Change Line

The following chart estimates an ordinary least squares regression model for Greencore Group plc applied against its price change over selected period. The best fit line has a slop of 0.21 % Macroaxis: 0.2133333333333332 Moved Down which may suggest that Greencore Group plc market price will keep on failing further. It has 18 observation points and regression sum of squers of 5.46 which is sum of squared deviations of the predicted Greencore price change against its avarage change.
Price Growth (%)  
Greencore   Prediction Trend   
 
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Greencore has a best fit line with a correlation coefficient of -0.23. and coefficient of determination of 0.05. Note, that the company has price/earnings to growth (peg) ratio of 1.16.

Greencore June 20 2013 Technical Indicators

Risk Adjusted Performance0.0402
Market Risk Adjusted Performance1.14
Mean Deviation1.84
Semi-Deviation2.73
Downside Deviation3.37
Coefficient Of Variation2622.92
Standard Deviation2.34
Variance5.47
Information Ratio0.0861
Jensen Alpha0.0878
Total Risk Alpha0.4004
Sortino Ratio0.0599
Treynor Ratio1.13
Maximum Drawdown7.46
Value At Risk(3.61)
Potential Upside3.85
Downside Variance11.33
Semi Variance7.44
Expected Short fall(1.74)
Skewness(0.19)
Kurtosis(0.46)
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Greencore Research Report

Analyze Greencore Fundamentals

Working Capital vs Earnings Per Share
Return On Asset vs Price to Sales
Working Capital vs One Year Low
Net Income vs Price to Sales
Working Capital vs Market Capitalization
Book Value Per Share vs Price to Sales

 
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