SL Green Technical Analysis |
| SL Green Realty Corp -- USA Stock | USD 98.16 1.77 1.84% |
SL Green Realty Corp owns Mean Deviation of 0.8342, Risk Adjusted Performance of 0.0211 and Downside Deviation of 1.18. 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 98.16 per share. Given that SL Green Realty has Jensen Alpha of 0.0084, we advise you double-check SL Green latest market performance to make sure the company can sustain itself sooner or later.
| Time Horizon | 30 Days Login to change |
SL Green Realty Technical Analysis
The output start index for this execution was fourteen with a total number of output elements of twenty-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 0.09 % which may imply that the returns on investment in SL Green Realty Corp will continue to fail. It has 78 observation points and a regression sum of squares at 78.26, which is the sum of squared deviations for the predicted SL Green price change compared to its average price change.Diversify with SL Green Realty Corp
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Technical Drivers
SL Green April 26, 2018 Technical Indicators
| Cycle Indicators | |
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| Math Transform | |
| Momentum Indicators | |
| Overlap Studies | |
| Pattern Recognition | |
| Price Transform | |
| Statistic Functions | |
| Volatility Indicators | |
| Volume Indicators |
| Risk Adjusted Performance | 0.0211 | ||
| Market Risk Adjusted Performance | 0.3538 | ||
| Mean Deviation | 0.8342 | ||
| Semi Deviation | 1.14 | ||
| Downside Deviation | 1.18 | ||
| Coefficient Of Variation | 6434.94 | ||
| Standard Deviation | 1.14 | ||
| Variance | 1.29 | ||
| Information Ratio | 0.0351 | ||
| Jensen Alpha | 0.0084 | ||
| Total Risk Alpha | 0.0299 | ||
| Sortino Ratio | 0.0339 | ||
| Treynor Ratio | 0.3438 | ||
| Maximum Drawdown | 5.02 | ||
| Value At Risk | 1.54 | ||
| Potential Upside | 1.61 | ||
| Downside Variance | 1.39 | ||
| Semi Variance | 1.31 | ||
| Expected Short fall | 0.85 | ||
| Skewness | 0.099227 | ||
| Kurtosis | 1.45 |
SL Green Market Strength
SL Green April 26, 2018 Daily Price Condition
| Accumulation Distribution | 10,854 |
| Daily Balance Of Power | 0.93 |
| Rate Of Daily Change | 1.02 |
| Day Median Price | 97.32 |
| Day Typical Price | 97.60 |
| Price Action Indicator | 1.73 |
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