Moving Average Analysis of RTN

From the largest and most comprehensive Analysis Site on the web.

Breaking News
Free Reports    AMR | GAS | AMAT | APA | ATML | EDS | MRO | IR | MTB | DRI | WB
Look for another Symbol?
Can't find your Company?
 

From the Weekend Report 11/5/2010: RTN may have reached phase 4 of the oscillator cycle, which is to say that, while the price is still below the 200 day average, the gap has closed somewhat during the last week.

Recent Averages with Candlestick Chart. of Raytheon Company
General Market Conditions
Subscribe

More than 70 Hi-Rez charts daily for Raytheon Company:

Different ways of averaging are tested on RTN stock prices for their ability to predict trend movements. Techniques available include moving weighted or exponential averages of various periods and the family of MACD (Moving Average Convergence Divergence) indicators.

Unfortunately, some of the most popular indicators of this type can prove to be the worst forcasting indicators. The effectiveness of these methods as applied to RTN stock price trend evaluation is tested on the next page.

Green is the 20 bar moving average, while the 200 session average is red. Often the simple unweighted moving averages seen in this plot will give a more accurate indicator, with fewer false signals than some of the supposedly more sophisticated techniques that we test below. It is always possible to fine tune an exponential or other weighted average so that it seems to outperform a simple average in a given situation. However, over-tuning can increase false and misleading indicators. Norman G. Fosback has noted that legitimate signals of this sort will normally be evident through a variety of averaging methods.




RTN: Moving Average Convergence
Companies In the News
Friday, November 12, 2010: We have news on Cree, Inc., ticker symbol CREE. Signs of an over-bought condition have become noticable. Also, there are breaking events concerning Intel and PetSmart, Inc.

From the News Archive: (11/11/2010 ) Favorable events happened at Exxon Mobil, Ingersoll-Rand Company Limited, and Concur Technologies, Inc.. Meanwhile, bad news came from International Game Technology.




MACD analysis would appear perfect for overtuning, since it may use any of an infinite number of averaging methods and coefficients. In addition to crossover signals from various moving averages, analysts frequently add a trigger line based on some average of the first two averages. Here we depict the results of 12 and 26 session Exponential Moving Averages. The exponential coefficient used here is .18. There is nothing magic about these parameters, but these are frequently seen.

Float the cursor for a longer term chart.

.
Moving Avg. 20/200 DivergenceSignaled Appreciation minus non-signaled AppreciationAnnualized %
Buy Signals - 27 instances
Future30SesAvgClose 2.01 % minus 0.66 % = 1.35 %11.41 %
Future5SesAvgClose 0.42 % minus 0.13 % = 0.30 %15.02 %
Future2SesAvgClose -0.08 % minus 0.06 % = -0.14 %-18.12 %
Sell Signals - 26 instances
Future30SesAvgClose 1.68 % minus 0.66 % = 1.02 %8.63 %
Future5SesAvgClose 0.23 % minus 0.13 % = 0.10 %4.93 %
Future2SesAvgClose 0.15 % minus 0.06 % = 0.08 %10.73 %
.
Moving Avg. 5/20 DivergenceSignaled Appreciation minus non-signaled AppreciationAnnualized %
Buy Signals - 213 instances
Future30SesAvgClose 0.35 % minus 0.66 % = -0.31 %-2.64 %
Future5SesAvgClose 0.35 % minus 0.13 % = 0.22 %11.14 %
Future2SesAvgClose 0.21 % minus 0.06 % = 0.15 %19.10 %
Sell Signals - 212 instances
Future30SesAvgClose 0.34 % minus 0.66 % = -0.32 %-2.68 %
Future5SesAvgClose -0.13 % minus 0.13 % = -0.26 %-13.03 %
Future2SesAvgClose -0.12 % minus 0.06 % = -0.18 %-23.38 %
.
Moving Avg. 5/200 DivergenceSignaled Appreciation minus non-signaled AppreciationAnnualized %
Buy Signals - 47 instances
Future30SesAvgClose 0.05 % minus 0.66 % = -0.61 %-5.17 %
Future5SesAvgClose -0.87 % minus 0.13 % = -0.99 %-50.47 %
Future2SesAvgClose -0.35 % minus 0.06 % = -0.41 %-52.44 %
Sell Signals - 46 instances
Future30SesAvgClose 0.60 % minus 0.66 % = -0.05 %-0.45 %
Future5SesAvgClose -0.11 % minus 0.13 % = -0.24 %-11.95 %
Future2SesAvgClose -0.04 % minus 0.06 % = -0.11 %-13.49 %
.
MACD 12/26 DivergenceSignaled Appreciation minus non-signaled AppreciationAnnualized %
Buy Signals - 702 instances
Future30SesAvgClose 0.50 % minus 0.66 % = -0.16 %-1.32 %
Future5SesAvgClose 0.06 % minus 0.13 % = -0.07 %-3.51 %
Future2SesAvgClose 0.03 % minus 0.06 % = -0.04 %-4.68 %
Sell Signals - 703 instances
Future30SesAvgClose 0.56 % minus 0.66 % = -0.09 %-0.80 %
Future5SesAvgClose 0.11 % minus 0.13 % = -0.01 %-0.73 %
Future2SesAvgClose 0.08 % minus 0.06 % = 0.01 %1.72 %
.
MACD 12/26 SignalSignaled Appreciation minus non-signaled AppreciationAnnualized %
Buy Signals - 991 instances
Future30SesAvgClose 0.69 % minus 0.66 % = 0.03 %0.28 %
Future5SesAvgClose 0.10 % minus 0.13 % = -0.03 %-1.67 %
Future2SesAvgClose -0.05 % minus 0.06 % = -0.12 %-15.09 %
Sell Signals - 991 instances
Future30SesAvgClose 0.67 % minus 0.66 % = 0.01 %0.06 %
Future5SesAvgClose 0.12 % minus 0.13 % = -0.01 %-0.35 %
Future2SesAvgClose 0.01 % minus 0.06 % = -0.06 %-7.40 %
.
Calibrated M by Q Half Cycle Moving Avg.Signaled Appreciation minus non-signaled AppreciationAnnualized %
Buy Signals - 386 instances
Future30SesAvgClose 0.43 % minus 0.66 % = -0.22 %-1.90 %
Future5SesAvgClose 0.12 % minus 0.13 % = 0.00 %-0.20 %
Future2SesAvgClose 0.16 % minus 0.06 % = 0.10 %12.34 %
Sell Signals - 386 instances
Future30SesAvgClose 0.43 % minus 0.66 % = -0.22 %-1.89 %
Future5SesAvgClose 0.19 % minus 0.13 % = 0.06 %3.10 %
Future2SesAvgClose 0.13 % minus 0.06 % = 0.07 %8.64 %
.
Calibrated M by Q Full Cycle Moving Avg.Signaled Appreciation minus non-signaled AppreciationAnnualized %
Buy Signals - 283 instances
Future30SesAvgClose 0.44 % minus 0.66 % = -0.22 %-1.85 %
Future5SesAvgClose 0.01 % minus 0.13 % = -0.12 %-6.10 %
Future2SesAvgClose -0.08 % minus 0.06 % = -0.14 %-17.75 %
Sell Signals - 283 instances
Future30SesAvgClose 0.56 % minus 0.66 % = -0.10 %-0.81 %
Future5SesAvgClose 0.22 % minus 0.13 % = 0.09 %4.63 %
Future2SesAvgClose 0.10 % minus 0.06 % = 0.04 %4.83 %
.
Projected Crossing of SMA 20/200.Signaled Appreciation minus non-signaled AppreciationAnnualized %
Buy Signals - 31 instances
Future30SesAvgClose 1.37 % minus 0.66 % = 0.71 %6.05 %
Future5SesAvgClose -0.37 % minus 0.13 % = -0.49 %-25.13 %
Future2SesAvgClose -0.33 % minus 0.06 % = -0.39 %-49.86 %
Sell Signals - 30 instances
Future30SesAvgClose 1.10 % minus 0.66 % = 0.44 %3.71 %
Future5SesAvgClose 0.03 % minus 0.13 % = -0.10 %-5.23 %
Future2SesAvgClose 0.00 % minus 0.06 % = -0.07 %-8.41 %
.
Projected Crossing of SMA 5/20.Signaled Appreciation minus non-signaled AppreciationAnnualized %
Buy Signals - 243 instances
Future30SesAvgClose 0.34 % minus 0.66 % = -0.32 %-2.67 %
Future5SesAvgClose 0.37 % minus 0.13 % = 0.24 %12.25 %
Future2SesAvgClose 0.20 % minus 0.06 % = 0.14 %17.52 %
Sell Signals - 192 instances
Future30SesAvgClose 0.83 % minus 0.66 % = 0.18 %1.49 %
Future5SesAvgClose 0.11 % minus 0.13 % = -0.02 %-1.17 %
Future2SesAvgClose 0.08 % minus 0.06 % = 0.02 %2.25 %
.
The best buy signal for 30 future sessions was 1.35 % from the Moving Avg. 20/200 Divergence,and the best sell signal for was -0.32 % from the Moving Avg. 5/20 Divergence.
For 5 future sessions the best buy signal was 0.30 % from the Moving Avg. 20/200 Divergence,and the best sell signal was -0.26 % from the Moving Avg. 5/20 Divergence.
The best buy signal for 2 future sessions was 0.15 % from the Moving Avg. 5/20 Divergence,and the best sell signal was -0.18 % from the Moving Avg. 5/20 Divergence.



Today's Free Reports | Meet the Analysts | Member Sign In | Stock-Predictions dot Com Home Page

For Subscribers: Advanced Analysis of the Price Behavior Surface for Raytheon Company

Detailed Average Level Analysis for RTN :



Contents of non-member pages are delayed. New information may have voided the predictions shown here. Associates of Stock-Predictions.Com or Hybrid Technical may hold positions in issues covered here.

Our Pledge of Independence: We do not utilize any reporting or analysis that comes directly or indirectly from brokerage or banking firms.

Note: Free pages are for entertainment and academic purposes only. We do not advise anyone to buy or sell stocks or funds. We do not recommend the purchase or sale of this or any other issue. Research shows that most people who trade securities will lose money. These reports are not to be used for stock-picking or investment decision support. Any such use is strictly prohibited. Charts are provided by permission from Hybrid Technical. All Rights Reserved. All Content is Copyright 2010 by Stock-Predictions.Com
This site and Hybrid Technical shall not be liable for any errors in the content, or for any actions taken in reliance thereon.

Raytheon Company Moving Averages - RTN