Indian Stock Market: Wipro Technical Analysis report

Sunday, September 11, 2011

Wipro Technical Analysis report

Latest trade:

Fundamentals and financials:

Fundamentals

Recent returns:

$day | month | YTD | year | 5 year\n-5.63% | -10.48% | -40.9% | -30.15% | +28.77%$

Price history:

Analyst ratings:

$hold (mean score: 3.00)(Friday, September 9, 2011)\n(8 analysts)$

Performance comparisons:

Last year

$| average daily return | daily volatility | annual return | annual volatility\nWIT | -0.137% | 2.07% | -29.19% | 32.82%\nORCL | +0.031% | 1.88% | +8.13% | 29.82%\nMSFT | +0.037% | 1.38% | +9.86% | 21.91%\nSP500 | +0.026% | 1.19% | +6.8% | 18.83%\nbonds | +0.01% | 0.27% | +2.48% | 4.21%\nT-bills | +0.0003% | 0% | +0.08% | 0%\n\n$

Correlation matrix:

$| WIT | ORCL | MSFT | SP500\nWIT | 1 | 0.481 | 0.498 | 0.652\nORCL | 0.481 | 1 | 0.602 | 0.745\nMSFT | 0.498 | 0.602 | 1 | 0.71\nSP500 | 0.652 | 0.745 | 0.71 | 1$

Daily return analysis:

Last 2 years
- Last year
- Last 5 years

$return histograms\n$

Projections:

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

$\n 50% range, 1 month | $8.49 (-6.2%) to $9.70 (+7.2%)\n95% range, 1 month | $7.47 (-17.4%) to $11.02 (+21.8%)\n50% range, 1 year | $7.44 (-17.8%) to $11.81 (+30.5%)\n95% range, 1 year | $4.78 (-47.1%) to $18.35 (+102.8%)\n(log-normal random walks based on historical parameters)$