Fair Values (Expected Values)

Discussion in 'Automated Trading' started by kalzayani, Sep 22, 2005.

  1. Here are The Fair Values for Lots of things

    Mainly Generated for further outlook..(Swing Trades)
    10 Day + 20 + 50 Days Outlook

    only Long if U R Less then the Fair Value + Use Ur own Charts.
    GL to all..




    Index Fair Value Now Fair Value 10 days Fair Value 20 days Fair Value 50 days
    ^AEX 393.51 393.81 394.29 394.83
    ^AORD 4,405.49 4,414.22 4,431.79 4,485.37
    ^ATX 3,364.23 3,386.73 3,432.21 3,572.58
    ^BFX 3,225.30 3,225.30 3,229.71 3,241.21
    ^BSESN 7,897.98 7,934.14 8,005.25 8,206.86
    ^BVSP 26,995.96 27,032.86 27,108.31 27,350.19
    ^DJA 3,421.69 3,419.58 3,414.58 3,393.10
    ^DJC 169.62 170.43 172.10 177.50
    ^DJI 10,368.80 10,350.56 10,311.55 10,173.62
    ^DJS 101.67 101.17 100.08 96.02
    ^DJT 3,583.86 3,576.34 3,560.08 3,501.28
    ^DJU 412.20 413.63 416.46 424.71
    ^DOT 199.65 199.75 199.91 200.07
    ^FCHI 4,526.09 4,541.31 4,571.79 4,663.27
    ^FTSE 5,391.62 5,407.86 5,440.97 5,545.49
    ^FVX 3.93 3.92 3.90 3.83
    ^GSPC 1,218.70 1,218.64 1,218.33 1,215.87
    ^GSPTSE 10,814.79 10,832.62 10,922.96 11,206.19
    ^HSI 15,221.78 15,245.08 15,364.49 15,752.53
    ^IIX 163.91 164.38 165.34 168.32
    ^IRX 34.16 34.25 34.40 34.62
    ^IXF 2,870.17 2,873.29 2,889.46 2,944.07
    ^IXIC 2,150.96 2,153.60 2,158.69 2,172.22
    ^IXQ 996.78 996.78 1,006.84 1,042.68
    ^IXUT 190.98 191.21 191.67 192.99
    ^JKSE 1,073.61 1,069.20 1,059.73 1,026.18
    ^KFX 379.94 382.24 386.92 401.50
    ^KLSE 917.41 918.04 919.31 923.42
    ^KS11 1,139.49 1,142.17 1,155.75 1,198.54
    ^MERV 1,535.63 1,537.90 1,542.33 1,554.83
    ^MID 714.66 715.89 718.29 724.85
    ^MXX 14,805.13 14,869.40 15,000.87 15,419.88
    ^N225 12,390.88 12,406.89 12,488.64 12,751.33
    ^NBI 789.04 791.16 802.15 839.10
    ^NDX 1,580.42 1,582.23 1,585.75 1,595.15
    ^NWX 226.32 226.64 228.28 234.02
    ^NYA 7,443.21 7,443.57 7,442.85 7,428.52
    ^NZ50 3,372.40 3,376.15 3,395.21 3,455.28
    ^OEX 560.84 560.01 558.25 551.93
    ^OSEAX 367.07 368.44 375.36 397.24
    ^PSE 807.73 809.78 813.87 825.76
    ^RUA 707.16 707.47 707.99 708.76
    ^RUI 663.51 663.72 664.04 664.27
    ^RUT 665.71 666.82 668.98 674.88
    ^SML 347.40 347.94 348.99 351.78
    ^SMSI 1,107.64 1,107.64 1,113.38 1,130.61
    ^SOXX 478.84 481.20 485.98 500.83
    ^SSMI 6,761.12 6,788.99 6,845.59 7,022.28
    ^STI 2,327.37 2,332.58 2,343.06 2,374.88
    ^SXAXPI 274.19 274.64 276.87 283.82
    ^TNX 4.08 4.07 4.04 3.97
    ^TWII 6,324.15 6,338.96 6,370.05 6,475.82
    ^TYX 4.33 4.32 4.31 4.26
    ^VLIC 409.04 409.40 410.05 411.53
    ^XAU 97.95 98.39 99.30 102.27
    ^XMI 1,039.75 1,034.34 1,022.95 984.23
    AA 26.98 26.94 26.87 26.69
    ATYT 10.07 9.78 9.18 7.21
    AWA 8.23 8.36 8.62 9.46
    AXP 56.26 56.37 56.60 57.28
    BA 69.64 70.09 71.02 73.97
    BBA 4.77 4.76 4.74 4.70
    BIVN 8.30 8.38 8.53 9.02
    C 42.68 42.43 41.92 40.20
    CAT 55.73 56.02 56.60 58.30
    CDIC 0.61 0.50 0.28 (0.45)
    CLS 11.61 11.55 11.43 11.02
    CYD 13.52 13.70 14.08 15.36
    DD 36.52 35.86 34.47 29.87
    DIS 23.21 22.93 22.33 20.35
    EK 23.22 22.91 22.26 20.16
    ENZN 6.39 6.34 6.26 6.04
    GE 33.26 33.11 32.79 31.72
    GM 35.35 35.60 36.11 37.82
    HD 40.92 40.99 41.12 41.51
    HON 38.18 38.22 38.29 38.49
    HPQ 27.40 27.63 28.11 29.57
    IBM 74.30 73.75 72.59 68.66
    INTC 26.98 27.06 27.21 27.69
    INTV 7.84 7.71 7.44 6.56
    IP 28.35 28.05 27.42 25.38
    JNJ 61.38 60.99 60.16 57.37
    JPM 34.61 34.61 34.60 34.60
    KO 43.87 43.90 43.95 44.09
    LUB 15.49 15.82 16.48 18.60
    MCD 30.65 30.55 30.32 29.47
    MMM 67.62 66.95 65.57 61.01
    MO 65.51 65.17 64.42 61.53
    MRK 29.50 29.42 29.25 28.74
    MSFT 26.55 26.59 26.69 26.99
    MU 12.27 12.37 12.56 13.20
    NTOP 1.70 1.70 1.72 1.78
    NYFXE 7.06 7.16 7.37 8.07
    PG 55.13 55.16 55.23 55.42
    POSS 13.32 13.53 13.96 15.38
    QGEN 13.09 13.12 13.17 13.35
    SBC 24.5462 24.63 24.80 25.37
    EURUSD 1.2062 1.2039 1.2005 1.1909
    USDJPY 112.1351 112.3703 112.7224 113.7903
    GBPUSD 1.7718 1.7679 1.7619 1.7439
    USDCHF 1.2843 1.2867 1.2902 1.3002
    EURCHF 1.5502 1.5503 1.5504 1.5506
    AUDUSD 0.7540 0.7527 0.7507 0.7440
    USDCAD 1.1808 1.1758 1.1680 1.1419
    NZDUSD 0.6843 0.6821 0.6787 0.6675
    EURGBP 0.6808 0.6810 0.6814 0.6829
    EURJPY 135.3739 135.4089 135.4709 135.7267
    GBPJPY 198.8189 198.8145 198.8068 198.7751
    CHFJPY 87.2916 87.3138 87.3538 87.5249
    GBPCHF 2.2765 2.2760 2.2750 2.2705
    EURAUD 1.6001 1.6000 1.6001 1.6025
    EURCAD 1.4233 1.4143 1.4005 1.3565
    AUDCAD 0.8897 0.8843 0.8758 0.8476
    AUDJPY 84.5846 84.6234 84.6738 84.7715
    CADJPY 95.0423 95.6795 96.6243 99.7024
    NZDJPY 77.4328 77.4688 77.5182 77.6538
    Oil 67.3087 67.9760 69.1047 72.6129
    Gold 448.5009 450.2885 453.4132 463.8820
    Goog 325.7382 330.3646 338.1988 362.6192
    DAL 0.4936 0.2793 (0.0865) (1.2480)
    amgn 84.18 85.4514 87.6474 94.7991
     
  2. The same Info in Excel File
     
  3. I am sorry.. But, I don't understand how you can calculate fair values for MSFT and stocks etc? Futures, I can understand.
     
  4. Ripley/
    Do they sound Like what U have in mind though?
     
  5. INTV...Going Short is maybe better then buying an call Option on SP 500 today
     
  6. ^soxx...
    Long term very strong Buy
     
  7. kalzy,

    You have found your factor through a division...now all ineed to know is what you are dividing with!
     
  8. Buying Amgn here for 94 Target
     
  9. what factor?
     
  10. your values are all one directional increasing by a factor...let the math do the work...remember?
     
    #10     Sep 22, 2005