As of 20 of January Altria shows Mean Deviation of 1.29 and Risk Adjusted Performance of
(0.55). In respect to Fundamental Indicators, Macroaxis technical analysis interface gives you tools to check existing technical drivers of Altria as well as the relationship between them. 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 Altria Group which can be compared to its rivals. Please confirm Altria Group Information Ratio, Potential Upside as well as the relationship between Potential Upside and Kurtosis to decide if Altria Group is priced correctly providing market reflects its regular price of 48.31 per share. Given that Altria has Jensen Alpha of (0.45), we suggest you validate Altria Group prevailing market performance to make sure the company can sustain itself at future point.
|Horizon||30 Days Login to change|
Altria Group Technical Analysis
Altria Group Trend AnalysisUse this graph to draw trend lines for Altria Group. You can use it to identify possible trend reversals for Altria 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 Altria price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Altria Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Altria Group applied against its price change over selected period. The best fit line has a slop of 0.22 % which may indicate that the price for Altria Group will continue to decline. It has 78 observation points and a regression sum of squares at 473.17, which is the sum of squared deviations for the predicted Altria price change compared to its average price change.
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations when you add Altria Group to your portfolio
|Risk Adjusted Performance||(0.55)|
|Market Risk Adjusted Performance||(4.56)|
|Coefficient Of Variation||(356.04)|
|Total Risk Alpha||(0.41)|
|Value At Risk||(3.02)|