Indian Stock Market: Infosys Technical Analysis report

Sunday, September 11, 2011

Infosys Technical Analysis report

Input interpretation:

Latest trade:

Fundamentals and financials:

Fundamentals

Recent returns:

$day | month | YTD | year | 5 year\n-5.75% | -11.65% | -37.57% | -21.89% | +14.2%$

Price history:

Analyst ratings:

$moderate buy (mean score: 2.44)(Friday, September 9, 2011)\n(16 analysts)$

Performance comparisons:

Last year

$| average daily return | daily volatility | annual return | annual volatility\nINFY | -0.097% | 2.02% | -21.89% | 32.26%\nORCL | +0.031% | 1.88% | +8.26% | 30.05%\nMSFT | +0.037% | 1.38% | +10.03% | 22.09%\nSP500 | +0.026% | 1.19% | +6.91% | 18.98%\nbonds | +0.01% | 0.27% | +2.52% | 4.24%\nT-bills | +0.0003% | 0% | +0.08% | 0%\n\n$

Correlation matrix:

$| INFY | ORCL | MSFT | SP500\nINFY | 1 | 0.565 | 0.532 | 0.683\nORCL | 0.565 | 1 | 0.602 | 0.745\nMSFT | 0.532 | 0.602 | 1 | 0.71\nSP500 | 0.683 | 0.745 | 0.71 | 1$

Daily return analysis:

Last 2 years
- Last year
- Last 5 years
More

$return histograms\n$

Projections:

1 year
- 6 months
- 2 years
Medium sample
- Small sample
- Large sample

$\n 50% range, 1 month | $44.97 (-4.7%) to $50.46 (+7.0%)\n95% range, 1 month | $40.30 (-14.6%) to $56.31 (+19.4%)\n50% range, 1 year | $43.48 (-7.8%) to $64.73 (+37.2%)\n95% range, 1 year | $29.76 (-36.9%) to $94.58 (+100.5%)\n(log-normal random walks based on historical parameters)$