AECOM owns Coefficient Of Variation of 499.75 and Market Risk Adjusted Performance of 0.4836. AECOM technical analysis gives you the methodology to make use of past data patterns to determine a pattern that approximates the direction of the firm future prices. Strictly speaking you can use this information to find out if the firm will indeed mirror its model of historical prices and volume patterns or the prices will eventually revert. We found nineteen technical drivers for AECOM which can be compared to its peers in the sector. Please confirm AECOM Jensen Alpha, Semi Variance and the relationship between Standard Deviation and Value At Risk to decide if AECOM is priced adequately providing market reflects its prevailing price of 38.68 per share. Given that AECOM has Jensen Alpha of 0.1013, we suggest you validate AECOM latest market performance to make sure the company can sustain itself at some future date.
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AECOM Technical Analysis
AECOM Trend AnalysisUse this graph to draw trend lines for AECOM. You can use it to identify possible trend reversals for AECOM 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 AECOM price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
AECOM Best Fit Change LineThe following chart estimates an ordinary least squares regression model for AECOM applied against its price change over selected period. The best fit line has a slop of 0.11 % which may imply that AECOM will maintain its good market sentiment and make money for investors. It has 34 observation points and a regression sum of squares at 9.74, which is the sum of squared deviations for the predicted AECOM price change compared to its average price change.
AECOM is rated fourth in mean deviation category among related companies. It is rated third in standard deviation category among related companies creating about 1.36 of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for AECOM is roughly 1.36