## Alleghany Technical Analysis |

Alleghany Corporation shows Risk Adjusted Performance of (0.16) and Mean Deviation of 0.4875. In respect to Fundamental Indicators, Macroaxis technical analysis interface gives you tools to check existing technical drivers of Alleghany as well as the relationship between them. In plain English you can use this information to find out if the firm will indeed mirror its model of historical prices and volume momentum or the prices will eventually revert. We found nineteen technical drivers for Alleghany Corporation which can be compared to its rivals. Please confirm Alleghany Treynor Ratio as well as the relationship between Potential Upside and Expected Short fall to decide if Alleghany is priced correctly providing market reflects its regular price of 620.52 per share. Given that Alleghany has Jensen Alpha of (0.21), we suggest you validate Alleghany Corporation prevailing market performance to make sure the company can sustain itself at future point.

Investment Horizon | 30 Days Login to change |

## Alleghany Trend Analysis

Use this graph to draw trend lines for Alleghany Corporation. You can use it to identify possible trend reversals for Alleghany as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Alleghany price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.## Alleghany Best Fit Change Line

The following chart estimates an ordinary least squares regression model for Alleghany Corporation applied against its price change over selected period. The best fit line has a slop of 1.69 % which may imply that the price for Alleghany Corporation will drop even more. It has 44 observation points and a regression sum of squares at 5071.14, which is the sum of squared deviations for the predicted Alleghany price change compared to its average price change.## Idea BreakdownAnalyze constituents of all Macroaxis ideas. Macroaixs investment ideas are predefined, sector-focused investing themes |

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**below average**in mean deviation category among related companies. It is rated

**fifth**in standard deviation category among related companies creating about 1.35 of Standard Deviation per Mean Deviation. The ratio of Standard Deviation to Mean Deviation for Alleghany Corporation is roughly 1.35

Technical Drivers

Alleghany March 29, 2017 Technical Indicators

Cycle Indicators | |

Math Operators | |

Math Transform | |

Momentum Indicators | |

Overlap Studies | |

Pattern Recognition | |

Price Transform | |

Statistic Functions | |

Volatility Indicators | |

Volume Indicators |

Risk Adjusted Performance | (0.16) | ||

Market Risk Adjusted Performance | 1.8 | ||

Mean Deviation | 0.4875 | ||

Coefficient Of Variation | (346.09) | ||

Standard Deviation | 0.6558 | ||

Variance | 0.43 | ||

Information Ratio | (0.21) | ||

Jensen Alpha | (0.21) | ||

Total Risk Alpha | (0.13) | ||

Treynor Ratio | 1.79 | ||

Maximum Drawdown | 3.03 | ||

Value At Risk | (1.10) | ||

Potential Upside | 0.656 | ||

Skewness | 0.1654 | ||

Kurtosis | 1.05 |

Fundamentals Correlations

Analyze Alleghany Fundamentals Trends