Ralph Lauren Technical Analysis

Ralph Lauren Corporation -- USA Stock  

USD 95.9  0.95  0.98%

Ralph Lauren Corporation holds Coefficient Of Variation of 385.51, Semi Deviation of 1.91 and Risk Adjusted Performance of 0.1377. Compared with Fundamental Indicators, Macroaxis technical analysis interface allows you to check existing technical drivers of Ralph Lauren as well as the relationship between them. In other words you can use this information to find out if the company will indeed mirror its model of past market data or the prices will eventually revert. We found nineteen technical drivers for Ralph Lauren which can be compared to its competitors. Please check Ralph Lauren Standard Deviation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Expected Short fall to decide if Ralph Lauren is priced some-what accurately providing market reflects its current price of 95.9 per share. Given that Ralph Lauren has Jensen Alpha of 0.3235, we recommend you check out Ralph Lauren recent market performance to make sure the company can sustain itself at future point.
Investment Horizon     30 Days    Login   to change

Ralph Lauren Trend Analysis

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

Ralph Lauren Best Fit Change Line

The following chart estimates an ordinary least squares regression model for Ralph Lauren Corporation applied against its price change over selected period. The best fit line has a slop of 0.43 % which suggests that Ralph Lauren Corporation will keep on generating value for investors. It has 34 observation points and a regression sum of squares at 150.04, which is the sum of squared deviations for the predicted Ralph Lauren price change compared to its average price change.

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Ralph Lauren Corporation 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  1.45  of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for Ralph Lauren Corporation is roughly  1.45