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

Updated regularly - Last update on 11-May-2012 
 
Return on American Express (axp) stock follows ARMA(0,5)-GARCH(1,1) model (Student-t errors)
Given current American Express stock close price of 59.64 the forecast for the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '59.54'     '59.49'      '59.54'      '59.44'  

Probability of American Express stock close price to increase in the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '47.05%'    '48.87%'     '50.94%'     '48.67%' 

Value at Risk (VaR) for $1,000 worth of American Express stock at 5 percent probability: 
Lose at most $53.72 in 1 day, $294.26 in 30 days and $509.67 in 90 days

Stock price, return, high and low

Price fundamentals for American Express (axp) stock 
 
American Express stock price change in percent over the last: 
    '30 days'    '6 months'    '1 year'      '3 years'  
    '2.7567%'    '22.0630%'    '22.2131%'    '161.2352%'

Average daily return (continuously compounded) for American Express stock over the last: 
    '30 days'    '6 months'    '1 year'     '3 years'
    '0.2098%'    '0.1237%'     '0.0769%'    '0.1196%'

OVER THE LAST YEAR:
The minimum American Express stock close price of 42.32 was observed on 10-Aug-2011 
The maximum American Express stock close price of 61.05 was observed on 02-May-2012 
Current close price of American Express (59.64) as a percent of range is equal to 92.47% 
 
The lowest one-day return (i.e. largest price drop for American Express stock) 
 of -9.26% was observed on 08-Aug-2011 
The highest one-day return (i.e. largest price increase for American Express stock) 
 of 6.88% was observed on 09-Aug-2011 

Technical Analysis: RSI and MACD

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

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 American Express share for each tradind day.
Momentum calculates the difference between two prices separated by 12 days.

Technical Analysis: Chaikin oscillator and Chaikin volatility

This Chaikin oscillator is computed by subtracting exponential,
moving average of the A/D line of American Express 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 American Express stock.

Technical Analysis: Williams %R and On-Balance volume

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

Stock performance compared to Dow Jones Index

Does American Express (axp) stock go together with Dow Jones Index? 
 
Correlation between return on American Express stock and Dow Jones Index over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '79.30%'     '77.42%'      '85.58%'    '77.25%' 

Percent of time when return on American Express stock was higher than on Dow Jones Index 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '68.18%'     '53.54%'      '52.57%'    '52.71%' 

Stock performance compared to GOLD ETF (gld)

Does American Express (axp) stock go together with GOLD ETF? 
 
Correlation between return on American Express stock and GOLD ETF over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '39.47%'     '43.29%'      '4.33%'     '10.16%' 

Percent of time when return on American Express stock was higher than on GOLD ETF 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '68.18%'     '55.91%'      '51.78%'    '49.80%' 

Stock performance compared to Physical Silver (slv)

Does American Express (axp) stock go together with Physical Silver? 
 
Correlation between return on American Express stock and Physical Silver over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '44.72%'     '47.74%'      '20.82%'    '21.21%' 

Percent of time when return on American Express stock was higher than on Physical Silver 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '77.27%'     '57.48%'      '52.57%'    '48.48%' 

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