Contents

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

Updated regularly - Last update on 11-May-2012 
 
Return on IBM (ibm) stock follows ARMA(3,5)-GARCH(1,1) model (Student-t errors)
Given current IBM stock close price of 201.17 the forecast for the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '199.95'    '201.33'     '201.14'     '199.59' 

Probability of IBM stock close price to increase in the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '38.34%'    '59.62%'     '48.93%'     '42.51%' 

Value at Risk (VaR) for $1,000 worth of IBM stock at 5 percent probability: 
Lose at most $26.39 in 1 day, $144.54 in 30 days and $250.34 in 90 days

Stock price, return, high and low

Price fundamentals for IBM (ibm) stock 
 
IBM stock price change in percent over the last: 
    '30 days'     '6 months'    '1 year'      '3 years'  
    '-1.6091%'    '11.2789%'    '18.7334%'    '107.4131%'

Average daily return (continuously compounded) for IBM stock over the last: 
    '30 days'     '6 months'    '1 year'     '3 years'
    '-0.0126%'    '0.0628%'     '0.0742%'    '0.0942%'

OVER THE LAST YEAR:
The minimum IBM stock close price of 155.65 was observed on 19-Aug-2011 
The maximum IBM stock close price of 208.63 was observed on 03-Apr-2012 
Current close price of IBM (201.17) as a percent of range is equal to 85.92% 
 
The lowest one-day return (i.e. largest price drop for IBM stock) 
 of -4.84% was observed on 10-Aug-2011 
The highest one-day return (i.e. largest price increase for IBM stock) 
 of 5.51% was observed on 19-Jul-2011 

Technical Analysis: RSI and MACD

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

Technical Analysis: Williams %R and On-Balance volume

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

Stock performance compared to Dow Jones Index

Does IBM (ibm) stock go together with Dow Jones Index? 
 
Correlation between return on IBM stock and Dow Jones Index over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '74.87%'     '75.10%'      '81.42%'    '78.84%' 

Percent of time when return on IBM stock was higher than on Dow Jones Index 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '59.09%'     '52.76%'      '54.94%'    '51.92%' 

Stock performance compared to GOLD ETF (gld)

Does IBM (ibm) stock go together with GOLD ETF? 
 
Correlation between return on IBM stock and GOLD ETF over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '37.67%'     '33.77%'      '1.40%'     '9.17%'  

Percent of time when return on IBM stock was higher than on GOLD ETF 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '54.55%'     '52.76%'      '48.62%'    '51.12%' 

Stock performance compared to Physical Silver (slv)

Does IBM (ibm) stock go together with Physical Silver? 
 
Correlation between return on IBM stock and Physical Silver over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '41.71%'     '46.83%'      '16.90%'    '22.08%' 

Percent of time when return on IBM stock was higher than on Physical Silver 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '68.18%'     '57.48%'      '52.17%'    '48.75%' 

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