Admiral Group plc shows Downside Deviation of 4.44, Risk Adjusted Performance of 0.0372 and Mean Deviation of 1.7. 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 plc Downside Deviation, Treynor Ratio as well as the relationship between Treynor Ratio and Expected Short fall to decide if Admiral Group plc is priced correctly providing market reflects its regular price of 25.16 per share. Given that Admiral Group has Jensen Alpha of 0.1122, we suggest you validate Admiral Group plc prevailing market performance to make sure the company can sustain itself at future point.
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Admiral Group plc Technical Analysis
Admiral Group plc Trend AnalysisUse 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 LineThe 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 0.003646 % which means Admiral Group plc will continue generating value for investors. It has 78 observation points and a regression sum of squares at 0.13, which is the sum of squared deviations for the predicted Admiral Group price change compared to its average price change.
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|Risk Adjusted Performance||0.0372|
|Market Risk Adjusted Performance||0.1816|
|Coefficient Of Variation||4112.07|
|Total Risk Alpha||0.3519|
|Value At Risk||(4.83)|
|Expected Short fall||(2.95)|