Admiral Group plc shows Risk Adjusted Performance of 0.2678 and Mean Deviation of 0.4724. Admiral Group plc 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 Admiral Group plc which can be compared to its rivals. Please confirm Admiral Group plcTreynor Ratio, and the relationship between Variance and Potential Upside to decide if Admiral Group plc is priced correctly providing market reflects its regular price of 27.5 per share. Given that Admiral Group has Jensen Alpha of 0.2863, we suggest you validate Admiral Group plc prevailing market performance to make sure the company can sustain itself at future point.
The output start index for this execution was six with a total number of output elements of eleven. 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 Admiral Group plc 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.
Admiral Group plc Trend Analysis
Use this graph to draw trend lines for Admiral Group plc. You can use it to identify possible trend reversals for Admiral Group 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 Admiral Group price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Admiral Group Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Admiral Group plc applied against its price change over selected period. The best fit line has a slop of 0.48 % which may suggest that Admiral Group plc market price will keep on failing further. It has 34 observation points and a regression sum of squares at 186.01, which is the sum of squared deviations for the predicted Admiral Group price change compared to its average price change.
Did you try this?
Run Watchlist Optimization Now
Optimize watchlists to build efficient portfolio or rebalance existing positions based on mean-variance optimization algorithm