Contents

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

Updated regularly - Last update on 11-May-2012 
 
Return on Hewlett-Packard (hpq) stock follows ARMA(3,5)-GARCH(1,1) model (Student-t errors)
Given current Hewlett-Packard stock close price of 23.15 the forecast for the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '23.03'     '22.96'      '23.03'      '22.99'  

Probability of Hewlett-Packard stock close price to increase in the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '47.84%'    '49.14%'     '50.66%'     '49.68%' 

Value at Risk (VaR) for $1,000 worth of Hewlett-Packard stock at 5 percent probability: 
Lose at most $36.59 in 1 day, $200.43 in 30 days and $347.16 in 90 days

Stock price, return, high and low

Price fundamentals for Hewlett-Packard (hpq) stock 
 
Hewlett-Packard stock price change in percent over the last: 
    '30 days'     '6 months'     '1 year'       '3 years'  
    '-7.7689%'    '-11.2687%'    '-42.3412%'    '-30.0815%'

Average daily return (continuously compounded) for Hewlett-Packard stock over the last: 
    '30 days'     '6 months'    '1 year'      '3 years' 
    '-0.0508%'    '-0.1379%'    '-0.2194%'    '-0.0503%'

OVER THE LAST YEAR:
The minimum Hewlett-Packard stock close price of 21.99 was observed on 03-Oct-2011 
The maximum Hewlett-Packard stock close price of 40.15 was observed on 12-May-2011 
Current close price of Hewlett-Packard (23.15) as a percent of range is equal to 6.39% 
 
The lowest one-day return (i.e. largest price drop for Hewlett-Packard stock) 
 of -22.33% was observed on 19-Aug-2011 
The highest one-day return (i.e. largest price increase for Hewlett-Packard stock) 
 of 6.97% was observed on 12-Apr-2012 

Technical Analysis: RSI and MACD

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

Technical Analysis: Williams %R and On-Balance volume

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

Stock performance compared to Dow Jones Index

Does Hewlett-Packard (hpq) stock go together with Dow Jones Index? 
 
Correlation between return on Hewlett-Packard stock and Dow Jones Index over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '58.73%'     '67.67%'      '65.50%'    '65.24%' 

Percent of time when return on Hewlett-Packard stock was higher than on Dow Jones Index 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '45.45%'     '42.52%'      '43.08%'    '48.22%' 

Stock performance compared to GOLD ETF (gld)

Does Hewlett-Packard (hpq) stock go together with GOLD ETF? 
 
Correlation between return on Hewlett-Packard stock and GOLD ETF over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '51.44%'     '45.02%'      '7.30%'     '6.42%'  

Percent of time when return on Hewlett-Packard stock was higher than on GOLD ETF 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '36.36%'     '44.88%'      '45.45%'    '49.01%' 

Stock performance compared to Physical Silver (slv)

Does Hewlett-Packard (hpq) stock go together with Physical Silver? 
 
Correlation between return on Hewlett-Packard stock and Physical Silver over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '51.95%'     '49.63%'      '20.11%'    '18.86%' 

Percent of time when return on Hewlett-Packard stock was higher than on Physical Silver 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '50.00%'     '52.76%'      '47.43%'    '48.48%' 

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