SL Green Technical Analysis Overview

SLG -- USA Stock

USD 104.92 1.20 1.16%

SL Green Realty Corp owns Mean Deviation of 0.7401, Risk Adjusted Performance of 0.1148 and Downside Deviation of 1.07. In connection with Fundamental Indicators, Macroaxis technical analysis interface makes it possible for you to check timely technical drivers of SL Green Realty as well as the relationship between them. Strictly speaking you can use this information to find out if the company will indeed mirror its model of historical prices and volume patterns or the prices will eventually revert. We found nineteen technical drivers for SL Green which can be compared to its peers in the sector. Please validate SL Green Realty Coefficient Of Variation as well as the relationship between Treynor Ratio and Semi Variance to decide if SL Green Realty Corp is priced adequately providing market reflects its prevailing price of 104.92 per share. Given that SL Green Realty has Jensen Alpha of 0.1395, we advise you double-check SL Green latest market performance to make sure the company can sustain itself sooner or later.

Time Horizon

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Overlap Analysis

Forecasting Models

Price Series Shifting

Volatility Indicators

Price Series Transformation

SL Green Realty Technical Analysis

The output start index for this execution was twelve with a total number of output elements of five. 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 SL Green Realty 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.

SL Green Realty Trend Analysis

Use this graph to draw trend lines for SL Green Realty Corp. You can use it to identify possible trend reversals for SL Green 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 SL Green price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.

SL Green Best Fit Change Line

The following chart estimates an ordinary least squares regression model for SL Green Realty Corp applied against its price change over selected period. The best fit line has a slop of 0.14 % which may imply that SL Green Realty Corp will maintain its good market sentiment and make money for investors. It has 34 observation points and a regression sum of squares at 16.35, which is the sum of squared deviations for the predicted SL Green price change compared to its average price change.

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Technical Drivers

SL Green August 17, 2018 Technical Indicators

Cycle Indicators
Math Operators
Math Transform
Momentum Indicators
Overlap Studies
Pattern Recognition
Price Transform
Statistic Functions
Volatility Indicators
Volume Indicators

Risk Adjusted Performance	0.1148
Market Risk Adjusted Performance	0.2367
Mean Deviation	0.7401
Semi Deviation	0.8163
Downside Deviation	1.07
Coefficient Of Variation	509.99
Standard Deviation	0.9951
Variance	0.9902
Information Ratio	0.1298
Jensen Alpha	0.1395
Total Risk Alpha	0.0864
Sortino Ratio	0.1213
Treynor Ratio	0.2267
Maximum Drawdown	3.56
Value At Risk	0.99
Potential Upside	1.18
Downside Variance	1.14
Semi Variance	0.6664
Expected Short fall	0.81
Skewness	0.14
Kurtosis	1.59

SL Green Market Strength

SL Green August 17, 2018 Daily Price Condition

Accumulation Distribution	3,904
Daily Balance Of Power	0.89
Rate Of Daily Change	1.01
Day Median Price	104.27
Day Typical Price	104.48
Price Action Indicator	1.25

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