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

Updated regularly - Last update on 11-May-2012 
 
Return on United Technologies (utx) stock follows ARMA(0,5)-GARCH(1,1) model (Student-t errors)
Given current United Technologies stock close price of 77.18 the forecast for the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '77.39'     '77.35'      '77.21'      '77.34'  

Probability of United Technologies stock close price to increase in the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '55.39%'    '49.23%'     '47.90%'     '51.66%' 

Value at Risk (VaR) for $1,000 worth of United Technologies stock at 5 percent probability: 
Lose at most $30.58 in 1 day, $167.50 in 30 days and $290.12 in 90 days

Stock price, return, high and low

Price fundamentals for United Technologies (utx) stock 
 
United Technologies stock price change in percent over the last: 
    '30 days'     '6 months'    '1 year'       '3 years' 
    '-4.9156%'    '2.1575%'     '-11.7539%'    '62.7927%'

Average daily return (continuously compounded) for United Technologies stock over the last: 
    '30 days'     '6 months'    '1 year'      '3 years'
    '-0.1420%'    '-0.0078%'    '-0.0492%'    '0.0596%'

OVER THE LAST YEAR:
The minimum United Technologies stock close price of 66.21 was observed on 10-Aug-2011 
The maximum United Technologies stock close price of 89.72 was observed on 07-Jul-2011 
Current close price of United Technologies (77.18) as a percent of range is equal to 46.66% 
 
The lowest one-day return (i.e. largest price drop for United Technologies stock) 
 of -9.17% was observed on 22-Sep-2011 
The highest one-day return (i.e. largest price increase for United Technologies stock) 
 of 4.84% was observed on 30-Nov-2011 

Technical Analysis: RSI and MACD

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

Technical Analysis: Williams %R and On-Balance volume

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

Stock performance compared to Dow Jones Index

Does United Technologies (utx) stock go together with Dow Jones Index? 
 
Correlation between return on United Technologies stock and Dow Jones Index over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '84.08%'     '85.63%'      '90.19%'    '87.10%' 

Percent of time when return on United Technologies stock was higher than on Dow Jones Index 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '40.91%'     '44.88%'      '48.22%'    '50.59%' 

Stock performance compared to GOLD ETF (gld)

Does United Technologies (utx) stock go together with GOLD ETF? 
 
Correlation between return on United Technologies stock and GOLD ETF over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '40.76%'     '35.63%'      '0.38%'     '8.57%'  

Percent of time when return on United Technologies stock was higher than on GOLD ETF 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '54.55%'     '52.76%'      '49.80%'    '50.20%' 

Stock performance compared to Physical Silver (slv)

Does United Technologies (utx) stock go together with Physical Silver? 
 
Correlation between return on United Technologies stock and Physical Silver over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '58.64%'     '45.04%'      '24.63%'    '26.33%' 

Percent of time when return on United Technologies stock was higher than on Physical Silver 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '72.73%'     '58.27%'      '52.17%'    '48.61%' 

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