NTT DATA (Germany) Technical Analysis
NT5 Stock | EUR 14.50 0.10 0.69% |
As of the 1st of May, NTT DATA secures the Mean Deviation of 9.52, market risk adjusted performance of (0.35), and Risk Adjusted Performance of 0.0712. Concerning fundamental indicators, the technical analysis model lets you check available technical drivers of NTT DATA, as well as the relationship between them. Strictly speaking, you can use this information to find out if the firm will indeed mirror its model of past prices, or the prices will eventually revert. We were able to analyze nineteen technical drivers for NTT DATA, which can be compared to its peers in the industry. Please verify NTT DATA maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk to decide if NTT DATA is priced favorably, providing market reflects its recent price of 14.5 per share.
NTT DATA Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as NTT, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to NTTNTT |
NTT DATA technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
NTT DATA Technical Analysis
The output start index for this execution was five with a total number of output elements of fifty-six. 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 NTT DATA volatility. High ATR values indicate high volatility, and low values indicate low volatility.
NTT DATA Trend Analysis
Use this graph to draw trend lines for NTT DATA. You can use it to identify possible trend reversals for NTT DATA 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 NTT DATA price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.NTT DATA Best Fit Change Line
The following chart estimates an ordinary least squares regression model for NTT DATA applied against its price change over selected period. The best fit line has a slop of 0.0055 , which may suggest that NTT DATA market price will keep on failing further. It has 122 observation points and a regression sum of squares at 1.13, which is the sum of squared deviations for the predicted NTT DATA price change compared to its average price change.About NTT DATA Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of NTT DATA on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of NTT DATA based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on NTT DATA price pattern first instead of the macroeconomic environment surrounding NTT DATA. By analyzing NTT DATA's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of NTT DATA's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to NTT DATA specific price patterns or momentum indicators. Please read more on our technical analysis page.
NTT DATA May 1, 2024 Technical Indicators
Most technical analysis of NTT help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for NTT from various momentum indicators to cycle indicators. When you analyze NTT charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
Cycle Indicators | ||
Math Operators | ||
Math Transform | ||
Momentum Indicators | ||
Overlap Studies | ||
Pattern Recognition | ||
Price Transform | ||
Statistic Functions | ||
Volatility Indicators | ||
Volume Indicators |
Risk Adjusted Performance | 0.0712 | |||
Market Risk Adjusted Performance | (0.35) | |||
Mean Deviation | 9.52 | |||
Semi Deviation | 9.67 | |||
Downside Deviation | 16.49 | |||
Coefficient Of Variation | 1045.93 | |||
Standard Deviation | 39.98 | |||
Variance | 1598.7 | |||
Information Ratio | 0.0941 | |||
Jensen Alpha | 4.33 | |||
Total Risk Alpha | 0.7311 | |||
Sortino Ratio | 0.2282 | |||
Treynor Ratio | (0.36) | |||
Maximum Drawdown | 317.62 | |||
Value At Risk | (2.19) | |||
Potential Upside | 2.8 | |||
Downside Variance | 271.86 | |||
Semi Variance | 93.52 | |||
Expected Short fall | (11.30) | |||
Skewness | 7.3 | |||
Kurtosis | 58.47 |
Check out Correlation Analysis to better understand how to build diversified portfolios, which includes a position in NTT DATA. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. Note that the NTT DATA information on this page should be used as a complementary analysis to other NTT DATA's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.
Complementary Tools for NTT Stock analysis
When running NTT DATA's price analysis, check to measure NTT DATA's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy NTT DATA is operating at the current time. Most of NTT DATA's value examination focuses on studying past and present price action to predict the probability of NTT DATA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NTT DATA's price. Additionally, you may evaluate how the addition of NTT DATA to your portfolios can decrease your overall portfolio volatility.
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