Associated Capital Group Inc shows Downside Deviation of 1.43, Risk Adjusted Performance of 0.0136 and Mean Deviation of 0.9098. Associated Capital G technical analysis gives you the methodology to make use of historical prices and volume patterns to determine a pattern that approximates 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 Associated Capital Group Inc which can be compared to its rivals. Please confirm Associated Capital GValue At Risk, Expected Short fall and the relationship between Treynor Ratio and Downside Variance to decide if Associated Capital G is priced correctly providing market reflects its regular price of 35.75 per share. Given that Associated Capital has Jensen Alpha of (0.32), we suggest you validate Associated Capital Group Inc prevailing market performance to make sure the company can sustain itself at future point.
The output start index for this execution was twelve with a total number of output elements of five. 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 Associated Capital G 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.
Associated Capital G Trend Analysis
Use this graph to draw trend lines for Associated Capital Group Inc. You can use it to identify possible trend reversals for Associated Capital 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 Associated Capital price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Associated Capital Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Associated Capital Group Inc applied against its price change over selected period. The best fit line has a slop of 0.12 % which suggests that Associated Capital Group Inc will keep on generating value for investors. It has 34 observation points and a regression sum of squares at 11.72, which is the sum of squared deviations for the predicted Associated Capital price change compared to its average price change.
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Associated Capital Group Inc is rated third in mean deviation category among related companies. It is rated second in standard deviation category among related companies creating about 1.37 of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for Associated Capital Group Inc is roughly 1.37