Allianz Stock Report (alv.de)

FreeStockResearch

Contents

Intuitive and Independent Stock Research

Time to sell Allianz stock? Want to purchase Allianz stock? 
Need to buy Allianz stock? Ready to get rid of Allianz stock? 
 
Check FREE Technical Report for Allianz (ticker: alv.de) stock and decide 
Updated regularly - Last update on 04-May-2012 
NEW features added constantly

Return and volatility forecasts, Value at Risk (VaR), Volume

Return on Allianz (alv.de) stock follows ARMA(0,5)-GARCH(1,1) model (Student-t errors)
Given current Allianz stock close price of 83.97 the forecast for the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '83.95'     '83.99'      '83.90'      '83.78'  

Probability of Allianz stock close price to increase in the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '49.57%'    '50.62%'     '48.98%'     '49.01%' 

Value at Risk (VaR) for $1,000 worth of Allianz stock at 5 percent probability: 
Lose at most $45.21 in 1 day, $247.63 in 30 days and $428.90 in 90 days

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Stock price, return, high and low

Price fundamentals for Allianz (alv.de) stock 
 
Allianz stock price change in percent over the last: 
    '30 days'     '6 months'    '1 year'       '3 years' 
    '-7.5831%'    '6.6692%'     '-17.3930%'    '36.1161%'

Average daily return (continuously compounded) for Allianz stock over the last: 
    '30 days'     '6 months'    '1 year'      '3 years'
    '-0.2884%'    '0.0759%'     '-0.0730%'    '0.0346%'

OVER THE LAST YEAR:
The minimum Allianz stock close price of 57.47 was observed on 12-Sep-2011 
The maximum Allianz stock close price of 101.65 was observed on 11-May-2011 
Current close price of Allianz (83.97) as a percent of range is equal to 59.98% 
 
The lowest one-day return (i.e. largest price drop for Allianz stock) 
 of -8.39% was observed on 10-Aug-2011 
The highest one-day return (i.e. largest price increase for Allianz stock) 
 of 9.67% was observed on 26-Sep-2011 

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Technical Analysis: RSI and MACD

RSI readings of Allianz share greater than 70 are in overbought territory, 
while RSI below 30 is oversold region. RSI 30 to 70 is neutral.
Buy Allianz stocks when the MACD line crosses up through the signal line.
Sell Allianz shares when MACD line crosses down through the signal line.

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Technical Analysis: Accumulation/Distribution oscillator and Momentum

The Accumulation/Distribution oscillator is a common tool based on the high,
low, opening, and closing prices of Allianz share for each tradind day.
Momentum calculates the difference between two prices separated by 12 days.

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Technical Analysis: Chaikin oscillator and Chaikin volatility

This Chaikin oscillator is computed by subtracting exponential,
moving average of the A/D line of Allianz stock from the three-period
exponential moving average of the A/D line.
Chaikin volatility is computed from a 10-period exponential moving
average and 10-day difference of Allianz stock.

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Technical Analysis: Williams %R and On-Balance volume

Allianz equity is considered oversold if Williams R is below -80.
Allianz share is overbought if Williams R is above -20. 
On-Balance Volume for Allianz stock adds or subtracts volume to
a total depending on whether Allianz price moves up or down.

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Stock performance compared to Dow Jones Index

Does Allianz (alv.de) stock go together with Dow Jones Index? 
 
Correlation between return on Allianz stock and Dow Jones Index over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '-2.28%'     '33.72%'      '31.11%'    '13.94%' 

Percent of time when return on Allianz stock was higher than on Dow Jones Index 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '45.45%'     '51.97%'      '48.22%'    '49.14%' 

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Stock performance compared to GOLD ETF (gld)

Does Allianz (alv.de) stock go together with GOLD ETF? 
 
Correlation between return on Allianz stock and GOLD ETF over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '-13.37%'    '18.36%'      '-9.99%'    '-4.33%' 

Percent of time when return on Allianz stock was higher than on GOLD ETF 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '40.91%'     '48.03%'      '44.27%'    '47.16%' 

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Stock performance compared to Physical Silver (slv)

Does Allianz (alv.de) stock go together with Physical Silver? 
 
Correlation between return on Allianz stock and Physical Silver over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '-8.02%'     '15.87%'      '-6.19%'    '-3.26%' 

Percent of time when return on Allianz stock was higher than on Physical Silver 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '36.36%'     '52.76%'      '47.83%'    '45.57%' 

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% invest in Allianz stock, alv.de stock report, 

Published with MATLAB® 7.13