Amada Holdings Co Ltd shows Mean Deviation of 1.26 and Risk Adjusted Performance of 0.0857. Amada Holdings Co 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 Amada Holdings Co Ltd which can be compared to its rivals. Please confirm Amada Holdings Co Standard Deviation as well as the relationship between Value At Risk and Kurtosis to decide if Amada Holdings Co is priced correctly providing market reflects its regular price of 50.12 per share. Given that Amada Holdings has Jensen Alpha of 0.6488, we suggest you validate Amada Holdings Co Ltd prevailing market performance to make sure the company can sustain itself at future point.
|Investment Horizon||30 Days Login to change|
Amada Holdings Co Trend AnalysisUse this graph to draw trend lines for Amada Holdings Co Ltd. You can use it to identify possible trend reversals for Amada Holdings 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 Amada Holdings price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Amada Holdings Best Fit Change LineThe following chart estimates an ordinary least squares regression model for Amada Holdings Co Ltd applied against its price change over selected period. The best fit line has a slop of 0.23 % which means Amada Holdings Co Ltd will continue generating value for investors. It has 34 observation points and a regression sum of squares at 44.73, which is the sum of squared deviations for the predicted Amada Holdings price change compared to its average price change.
Amada Holdings Co Ltd is rated second in mean deviation category among related companies. It is currently under evaluation in standard deviation category among related companies creating about 2.46 of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for Amada Holdings Co Ltd is roughly 2.46