Julius Baer (Switzerland) Market Value
| 0P00016XV3 | 146.65 0.15 0.10% |
| Symbol | Julius |
Julius Baer 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Julius Baer's fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Julius Baer.
| 10/02/2023 |
| 12/25/2024 |
If you would invest 0.00 in Julius Baer on October 2, 2023 and sell it all today you would earn a total of 0.00 from holding Julius Baer Edelweiss or generate 0.0% return on investment in Julius Baer over 450 days.
Julius Baer Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Julius Baer's fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Julius Baer Edelweiss upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 2.99 | |||
| Value At Risk | (1.26) | |||
| Potential Upside | 0.7794 |
Julius Baer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Julius Baer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Julius Baer's standard deviation. In reality, there are many statistical measures that can use Julius Baer historical prices to predict the future Julius Baer's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (1.03) |
Julius Baer Edelweiss Backtested Returns
Julius Baer Edelweiss holds Efficiency (Sharpe) Ratio of -0.19, which attests that the entity had a -0.19% return per unit of risk over the last 3 months. Julius Baer Edelweiss exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Julius Baer's Market Risk Adjusted Performance of (1.02), standard deviation of 0.6399, and Risk Adjusted Performance of (0.11) to validate the risk estimate we provide. The fund retains a Market Volatility (i.e., Beta) of 0.0941, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Julius Baer's returns are expected to increase less than the market. However, during the bear market, the loss of holding Julius Baer is expected to be smaller as well.
Auto-correlation | 0.05 |
Virtually no predictability
Julius Baer Edelweiss has virtually no predictability. Overlapping area represents the amount of predictability between Julius Baer time series from 2nd of October 2023 to 14th of May 2024 and 14th of May 2024 to 25th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Julius Baer Edelweiss price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Julius Baer price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 6.73 |
Julius Baer Edelweiss lagged returns against current returns
Autocorrelation, which is Julius Baer fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Julius Baer's fund expected returns. We can calculate the autocorrelation of Julius Baer returns to help us make a trade decision. For example, suppose you find that Julius Baer has exhibited high autocorrelation historically, and you observe that the fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Julius Baer regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Julius Baer fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Julius Baer fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Julius Baer fund over time.
Current vs Lagged Prices |
| Timeline |
Julius Baer Lagged Returns
When evaluating Julius Baer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Julius Baer fund have on its future price. Julius Baer autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Julius Baer autocorrelation shows the relationship between Julius Baer fund current value and its past values and can show if there is a momentum factor associated with investing in Julius Baer Edelweiss.
Regressed Prices |
| Timeline |
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