Comcast P New Bond Technical Analysis
| 20030NBK6 | 88.53 1.43 1.64% |
As of the 19th of April, COMCAST shows the risk adjusted performance of 0.0433, and Mean Deviation of 1.07. In relation to fundamental indicators, the technical analysis model gives you tools to check helpful technical drivers of COMCAST, as well as the relationship between them. Put another way, you can use this information to find out if the entity will indeed mirror its model of historical prices and volume momentum, or the prices will eventually revert. We were able to interpolate nineteen technical drivers for COMCAST P NEW, which can be compared to its peers. Please confirm COMCAST P NEW information ratio, treynor ratio, value at risk, as well as the relationship between the jensen alpha and maximum drawdown to decide if COMCAST P NEW is priced favorably, providing market reflects its regular price of 88.53 per share.
COMCAST Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as COMCAST, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to COMCASTCOMCAST |
COMCAST technical bond 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, bond market cycles, or different charting patterns.
COMCAST P NEW Trend Analysis
Use this graph to draw trend lines for COMCAST P NEW. You can use it to identify possible trend reversals for COMCAST 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 COMCAST price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.COMCAST Best Fit Change Line
The following chart estimates an ordinary least squares regression model for COMCAST P NEW applied against its price change over selected period. The best fit line has a slop of 0.08 , which may suggest that COMCAST P NEW market price will keep on failing further. It has 122 observation points and a regression sum of squares at 246.27, which is the sum of squared deviations for the predicted COMCAST price change compared to its average price change.About COMCAST 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 COMCAST P NEW 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 COMCAST P NEW based on its technical analysis. In general, a bottom-up approach, as applied to this corporate bond, focuses on COMCAST P NEW price pattern first instead of the macroeconomic environment surrounding COMCAST P NEW. By analyzing COMCAST'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 COMCAST'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 COMCAST specific price patterns or momentum indicators. Please read more on our technical analysis page.
COMCAST April 19, 2024 Technical Indicators
Most technical analysis of COMCAST 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 COMCAST from various momentum indicators to cycle indicators. When you analyze COMCAST 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 | 0.0433 | |||
| Market Risk Adjusted Performance | 0.4117 | |||
| Mean Deviation | 1.07 | |||
| Semi Deviation | 1.1 | |||
| Downside Deviation | 1.19 | |||
| Coefficient Of Variation | 1639.34 | |||
| Standard Deviation | 1.4 | |||
| Variance | 1.97 | |||
| Information Ratio | 0.0121 | |||
| Jensen Alpha | 0.0646 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0144 | |||
| Treynor Ratio | 0.4017 | |||
| Maximum Drawdown | 6.66 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 2.28 | |||
| Downside Variance | 1.41 | |||
| Semi Variance | 1.2 | |||
| Expected Short fall | (1.19) | |||
| Skewness | 0.7782 | |||
| Kurtosis | 0.8287 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in COMCAST P NEW. Also, note that the market value of any corporate bond could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. You can also try the Portfolio File Import module to quickly import all of your third-party portfolios from your local drive in csv format.