LOreal SA (France) Technical Analysis
OR Stock | EUR 453.40 5.85 1.31% |
As of the 23rd of May, LOreal SA secures the Mean Deviation of 0.7398, downside deviation of 0.8797, and Risk Adjusted Performance of 0.0404. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of LOreal SA, 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 interpolate data for nineteen technical drivers for LOreal SA, which can be compared to its peers in the industry. Please verify LOreal SA treynor ratio, downside variance, kurtosis, as well as the relationship between the value at risk and expected short fall to decide if LOreal SA is priced some-what accurately, providing market reflects its recent price of 453.4 per share.
LOreal SA Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as LOreal, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to LOrealLOreal |
LOreal SA 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.
LOreal SA Technical Analysis
The output start index for this execution was twenty-four with a total number of output elements of thirty-seven. 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 LOreal SA volatility. High ATR values indicate high volatility, and low values indicate low volatility.
LOreal SA Trend Analysis
Use this graph to draw trend lines for LOreal SA. You can use it to identify possible trend reversals for LOreal SA 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 LOreal SA price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.LOreal SA Best Fit Change Line
The following chart estimates an ordinary least squares regression model for LOreal SA applied against its price change over selected period. The best fit line has a slop of 0.23 , which means LOreal SA will continue generating value for investors. It has 122 observation points and a regression sum of squares at 1995.13, which is the sum of squared deviations for the predicted LOreal SA price change compared to its average price change.About LOreal SA 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 LOreal SA 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 LOreal SA based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on LOreal SA price pattern first instead of the macroeconomic environment surrounding LOreal SA. By analyzing LOreal SA'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 LOreal SA'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 LOreal SA specific price patterns or momentum indicators. Please read more on our technical analysis page.
LOreal SA May 23, 2024 Technical Indicators
Most technical analysis of LOreal 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 LOreal from various momentum indicators to cycle indicators. When you analyze LOreal 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 | 0.0404 | |||
Market Risk Adjusted Performance | 2.32 | |||
Mean Deviation | 0.7398 | |||
Semi Deviation | 0.8137 | |||
Downside Deviation | 0.8797 | |||
Coefficient Of Variation | 1604.98 | |||
Standard Deviation | 1.06 | |||
Variance | 1.11 | |||
Information Ratio | (0.01) | |||
Jensen Alpha | 0.0541 | |||
Total Risk Alpha | (0.07) | |||
Sortino Ratio | (0.01) | |||
Treynor Ratio | 2.31 | |||
Maximum Drawdown | 6.34 | |||
Value At Risk | (1.30) | |||
Potential Upside | 1.51 | |||
Downside Variance | 0.774 | |||
Semi Variance | 0.6622 | |||
Expected Short fall | (0.85) | |||
Skewness | 1.39 | |||
Kurtosis | 6.52 |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in LOreal SA. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in american community survey. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
Complementary Tools for LOreal Stock analysis
When running LOreal SA's price analysis, check to measure LOreal SA'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 LOreal SA is operating at the current time. Most of LOreal SA's value examination focuses on studying past and present price action to predict the probability of LOreal SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move LOreal SA's price. Additionally, you may evaluate how the addition of LOreal SA to your portfolios can decrease your overall portfolio volatility.
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