Contents

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

Updated regularly - Last update on 11-May-2012 
 
Return on The Travelers Companies (trv) stock follows ARMA(2,5)-GARCH(1,1) model (Student-t errors)
Given current The Travelers Companies stock close price of 64.62 the forecast for the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '64.56'     '64.74'      '64.74'      '64.68'  

Probability of The Travelers Companies stock close price to increase in the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '48.20%'    '53.79%'     '49.85%'     '49.21%' 

Value at Risk (VaR) for $1,000 worth of The Travelers Companies stock at 5 percent probability: 
Lose at most $39.91 in 1 day, $218.57 in 30 days and $378.58 in 90 days

Stock price, return, high and low

Price fundamentals for The Travelers Companies (trv) stock 
 
The Travelers Companies stock price change in percent over the last: 
    '30 days'    '6 months'    '1 year'     '3 years' 
    '9.3401%'    '15.2077%'    '4.2763%'    '80.3013%'

Average daily return (continuously compounded) for The Travelers Companies stock over the last: 
    '30 days'    '6 months'    '1 year'     '3 years'
    '0.4780%'    '0.0828%'     '0.0203%'    '0.0785%'

OVER THE LAST YEAR:
The minimum The Travelers Companies stock close price of 46.12 was observed on 03-Oct-2011 
The maximum The Travelers Companies stock close price of 64.77 was observed on 26-Apr-2012 
Current close price of The Travelers Companies (64.62) as a percent of range is equal to 99.20% 
 
The lowest one-day return (i.e. largest price drop for The Travelers Companies stock) 
 of -7.90% was observed on 08-Aug-2011 
The highest one-day return (i.e. largest price increase for The Travelers Companies stock) 
 of 6.21% was observed on 09-Aug-2011 

Technical Analysis: RSI and MACD

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

Technical Analysis: Williams %R and On-Balance volume

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

Stock performance compared to Dow Jones Index

Does The Travelers Companies (trv) stock go together with Dow Jones Index? 
 
Correlation between return on The Travelers Companies stock and Dow Jones Index over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '48.41%'     '67.24%'      '80.54%'    '72.85%' 

Percent of time when return on The Travelers Companies stock was higher than on Dow Jones Index 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '68.18%'     '51.18%'      '48.62%'    '50.59%' 

Stock performance compared to GOLD ETF (gld)

Does The Travelers Companies (trv) stock go together with GOLD ETF? 
 
Correlation between return on The Travelers Companies stock and GOLD ETF over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '47.27%'     '29.38%'      '-2.12%'    '8.61%'  

Percent of time when return on The Travelers Companies stock was higher than on GOLD ETF 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '77.27%'     '53.54%'      '49.01%'    '49.41%' 

Stock performance compared to Physical Silver (slv)

Does The Travelers Companies (trv) stock go together with Physical Silver? 
 
Correlation between return on The Travelers Companies stock and Physical Silver over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '50.64%'     '36.63%'      '13.07%'    '19.78%' 

Percent of time when return on The Travelers Companies stock was higher than on Physical Silver 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '81.82%'     '55.12%'      '49.80%'    '48.75%' 

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