As of 16 of September Boston Properties shows Risk Adjusted Performance of (0.05) and Mean Deviation of 0.718. Boston Properties 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 Boston Properties which can be compared to its rivals. Please confirm Boston PropertiesStandard Deviation, Maximum Drawdown as well as the relationship between Maximum Drawdown and Expected Short fall to decide if Boston Properties is priced correctly providing market reflects its regular price of 131.4 per share. Given that Boston Properties has Jensen Alpha of (0.08), we suggest you validate Boston Properties 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 fourty-nine. 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 Boston Properties 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.
Boston Properties Trend Analysis
Use this graph to draw trend lines for Boston Properties. You can use it to identify possible trend reversals for Boston Properties 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 Boston Properties price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Boston Properties Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Boston Properties applied against its price change over selected period. The best fit line has a slop of 0.06 % which may imply that the returns on investment in Boston Properties will continue to fail. It has 122 observation points and a regression sum of squares at 120.92, which is the sum of squared deviations for the predicted Boston Properties price change compared to its average price change.
Boston Properties September 16, 2019 Technical Indicators