Koninklijke Philips N Bond Technical Analysis
| 500472AE5 | 102.75 11.55 12.66% |
As of the 16th of April 2024, KONINKLIJKE secures the mean deviation of 1.4, and Risk Adjusted Performance of 0.094. In respect to fundamental indicators, the technical analysis model lets you check practical technical drivers of KONINKLIJKE PHILIPS, as well as the relationship between them. Strictly speaking, you can use this information to find out if the bond will indeed mirror its model of past prices, or the prices will eventually revert. We were able to interpolate nineteen technical drivers for KONINKLIJKE, which can be compared to its peers in the industry. Please verify KONINKLIJKE PHILIPS information ratio, treynor ratio, value at risk, as well as the relationship between the jensen alpha and maximum drawdown to decide if KONINKLIJKE PHILIPS N is priced more or less accurately, providing market reflects its recent price of 102.75 per share.
KONINKLIJKE Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as KONINKLIJKE, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to KONINKLIJKEKONINKLIJKE |
KONINKLIJKE 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.
KONINKLIJKE PHILIPS Trend Analysis
Use this graph to draw trend lines for KONINKLIJKE PHILIPS N. You can use it to identify possible trend reversals for KONINKLIJKE 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 KONINKLIJKE price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.KONINKLIJKE Best Fit Change Line
The following chart estimates an ordinary least squares regression model for KONINKLIJKE PHILIPS N applied against its price change over selected period. The best fit line has a slop of 0.07 , which means KONINKLIJKE PHILIPS N will continue generating value for investors. It has 122 observation points and a regression sum of squares at 174.54, which is the sum of squared deviations for the predicted KONINKLIJKE price change compared to its average price change.About KONINKLIJKE 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 KONINKLIJKE PHILIPS N 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 KONINKLIJKE PHILIPS N based on its technical analysis. In general, a bottom-up approach, as applied to this corporate bond, focuses on KONINKLIJKE PHILIPS price pattern first instead of the macroeconomic environment surrounding KONINKLIJKE PHILIPS. By analyzing KONINKLIJKE'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 KONINKLIJKE'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 KONINKLIJKE specific price patterns or momentum indicators. Please read more on our technical analysis page.
KONINKLIJKE April 16, 2024 Technical Indicators
Most technical analysis of KONINKLIJKE 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 KONINKLIJKE from various momentum indicators to cycle indicators. When you analyze KONINKLIJKE 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 | 0.094 | |||
| Market Risk Adjusted Performance | (0.48) | |||
| Mean Deviation | 1.4 | |||
| Semi Deviation | 1.14 | |||
| Downside Deviation | 1.47 | |||
| Coefficient Of Variation | 724.63 | |||
| Standard Deviation | 2.44 | |||
| Variance | 5.94 | |||
| Information Ratio | 0.1123 | |||
| Jensen Alpha | 0.3615 | |||
| Total Risk Alpha | 0.1215 | |||
| Sortino Ratio | 0.186 | |||
| Treynor Ratio | (0.49) | |||
| Maximum Drawdown | 7.35 | |||
| Value At Risk | (2.06) | |||
| Potential Upside | 2.87 | |||
| Downside Variance | 2.16 | |||
| Semi Variance | 1.3 | |||
| Expected Short fall | (1.70) | |||
| Skewness | 3.17 | |||
| Kurtosis | 15.81 |
Check out World Market Map to better understand how to build diversified portfolios, which includes a position in KONINKLIJKE PHILIPS N. 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 Global Correlations module to find global opportunities by holding instruments from different markets.