United Technologies Corporation has Coefficient Of Variation of
(670.38) and Risk Adjusted Performance of (0.052368). In relation to Fundamental Indicators, Macroaxis technical analysis interface makes it possible for you to check existing technical drivers of United Technologies 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 United Technologies Corporation which can be compared to its competition. Please validate United Technologies Maximum Drawdown, and the relationship between Information Ratio and Downside Variance to decide if United Technologies is priced more or less accurately providing market reflects its prevalent price of 116.38 per share. Given that United Technologies has Jensen Alpha of (0.1), we advise you double-check United Technologies Corporation current market performance to make sure the company can sustain itself at future point.
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United Technologies Trend AnalysisUse this graph to draw trend lines for United Technologies Corporation. You can use it to identify possible trend reversals for United Technologies 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 United Technologies price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
United Technologies Best Fit Change LineThe following chart estimates an ordinary least squares regression model for United Technologies Corporation applied against its price change over selected period. The best fit line has a slop of 0.3 % which may imply that the returns on investment in United Technologies Corporation will continue to fail. It has 34 observation points and a regression sum of squares at 73.9, which is the sum of squared deviations for the predicted United Technologies price change compared to its average price change.
United Technologies Corporation is rated below average in mean deviation category among related companies. It is currently under evaluation in standard deviation category among related companies creating about 1.28 of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for United Technologies Corporation is roughly 1.28