Tiffany Co has Coefficient Of Variation of 621.18 and Risk Adjusted Performance of 0.16. In relation to Fundamental Indicators, Macroaxis technical analysis interface makes it possible for you to check existing technical drivers of Tiffany Co as well as the relationship between them. In other words you can use this information to find out if the company will indeed mirror its model of past prices and volume data or the prices will eventually revert. We found nineteen technical drivers for Tiffany Co which can be compared to its competition. Please validate Tiffany CoInformation Ratio as well as the relationship between Value At Risk and Expected Short fall to decide if Tiffany is priced more or less accurately providing market reflects its prevalent price of 112.84 per share. Given that Tiffany Co has Jensen Alpha of 0.31, we advise you double-check Tiffany Co current market performance to make sure the company can sustain itself at future point.
The output start index for this execution was six with a total number of output elements of eleven. 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 Tiffany Co 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.
Tiffany Co Trend Analysis
Use this graph to draw trend lines for Tiffany Co. You can use it to identify possible trend reversals for Tiffany 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 Tiffany price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Tiffany Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Tiffany Co applied against its price change over selected period. The best fit line has a slop of 1.22 % which may imply that the returns on investment in Tiffany Co will continue to fail. It has 34 observation points and a regression sum of squares at 1205.67, which is the sum of squared deviations for the predicted Tiffany price change compared to its average price change.
Did you try this?
Run Portfolio Rebalancing Now
Analyze risk-adjusted returns against different time horizons to find asset-allocation targets