Storebrand Indeks (Denmark) Price on July 13, 2020
| STIIAM Stock | DKK 1,768 5.60 0.32% |
If you're considering investing in Storebrand Stock, it is important to understand the factors that can impact its price. As of today, the current price of Storebrand Indeks stands at 1,768, as last reported on the 24th of April, with the highest price reaching 1,775 and the lowest price hitting 1,768 during the day. We consider Storebrand Indeks very steady. Storebrand Indeks owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18% return per unit of risk over the last 3 months. We have found thirty technical indicators for Storebrand Indeks , which you can use to evaluate the volatility of the company. Please validate Storebrand Indeks' Coefficient Of Variation of 490.44, semi deviation of 0.4143, and Risk Adjusted Performance of 0.1264 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%.
Storebrand Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Storebrand |
Sharpe Ratio = 0.1823
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Estimated Market Risk
| 0.59 actual daily | 5 95% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.18 actual daily | 14 86% of assets perform better |
Based on monthly moving average Storebrand Indeks is performing at about 14% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Storebrand Indeks by adding it to a well-diversified portfolio.
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
About Storebrand Indeks Stock history
Storebrand Indeks investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Storebrand is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Storebrand Indeks will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Storebrand Indeks stock prices may prove useful in developing a viable investing in Storebrand Indeks
Storebrand Indeks Stock Technical Analysis
Storebrand Indeks technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Price Boundaries
Storebrand Indeks Period Price Range
Storebrand Indeks April 24, 2024 Market Strength
Market strength indicators help investors to evaluate how Storebrand Indeks stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Storebrand Indeks shares will generate the highest return on investment. By undertsting and applying Storebrand Indeks stock market strength indicators, traders can identify Storebrand Indeks entry and exit signals to maximize returns
Storebrand Indeks Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Storebrand Indeks' price direction in advance. Along with the technical and fundamental analysis of Storebrand Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Storebrand to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.1264 | |||
| Jensen Alpha | 0.124 | |||
| Total Risk Alpha | 0.0291 | |||
| Sortino Ratio | 0.0378 | |||
| Treynor Ratio | (0.61) |
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Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Storebrand Indeks . Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in nation. Note that the Storebrand Indeks information on this page should be used as a complementary analysis to other Storebrand Indeks' statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Complementary Tools for Storebrand Stock analysis
When running Storebrand Indeks' price analysis, check to measure Storebrand Indeks' market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Storebrand Indeks is operating at the current time. Most of Storebrand Indeks' value examination focuses on studying past and present price action to predict the probability of Storebrand Indeks' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Storebrand Indeks' price. Additionally, you may evaluate how the addition of Storebrand Indeks to your portfolios can decrease your overall portfolio volatility.
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