SWISS WATER (Germany) Market Value
| 7RD Stock | EUR 2.06 0.06 2.83% |
| Symbol | SWISS |
SWISS WATER '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 SWISS WATER's stock 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 SWISS WATER.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in SWISS WATER on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding SWISS WATER DECAFFCOFFEE or generate 0.0% return on investment in SWISS WATER over 90 days. SWISS WATER is related to or competes with HEALTHSTREAM (HL5SG), CVS Health, OPKO HEALTH, CITY OFFICE, Corporate Office, and Natural Health. Swiss Water Decaffeinated Coffee Inc. operates as a green coffee decaffeinator in Canada, the United States, and interna... More
SWISS WATER 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 SWISS WATER's stock 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 SWISS WATER DECAFFCOFFEE upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 19.64 | |||
| Value At Risk | (5.76) | |||
| Potential Upside | 4.9 |
SWISS WATER Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SWISS WATER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SWISS WATER's standard deviation. In reality, there are many statistical measures that can use SWISS WATER historical prices to predict the future SWISS WATER's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.38) | |||
| Total Risk Alpha | 0.0753 | |||
| Treynor Ratio | 1.35 |
SWISS WATER DECAFFCOFFEE Backtested Returns
SWISS WATER DECAFFCOFFEE owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.14, which indicates the firm had a -0.14 % return per unit of volatility over the last 3 months. SWISS WATER DECAFFCOFFEE exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SWISS WATER's variance of 11.53, and Risk Adjusted Performance of (0.08) to confirm the risk estimate we provide. The entity has a beta of -0.26, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SWISS WATER are expected to decrease at a much lower rate. During the bear market, SWISS WATER is likely to outperform the market. At this point, SWISS WATER DECAFFCOFFEE has a negative expected return of -0.46%. Please make sure to validate SWISS WATER's mean deviation, standard deviation, information ratio, as well as the relationship between the coefficient of variation and variance , to decide if SWISS WATER DECAFFCOFFEE performance from the past will be repeated at some future point.
Auto-correlation | 0.59 |
Modest predictability
SWISS WATER DECAFFCOFFEE has modest predictability. Overlapping area represents the amount of predictability between SWISS WATER time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of SWISS WATER DECAFFCOFFEE price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current SWISS WATER price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
SWISS WATER DECAFFCOFFEE lagged returns against current returns
Autocorrelation, which is SWISS WATER stock'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 SWISS WATER's stock expected returns. We can calculate the autocorrelation of SWISS WATER returns to help us make a trade decision. For example, suppose you find that SWISS WATER has exhibited high autocorrelation historically, and you observe that the stock 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 |
SWISS WATER 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 SWISS WATER stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SWISS WATER stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SWISS WATER stock over time.
Current vs Lagged Prices |
| Timeline |
SWISS WATER Lagged Returns
When evaluating SWISS WATER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SWISS WATER stock have on its future price. SWISS WATER 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, SWISS WATER autocorrelation shows the relationship between SWISS WATER stock current value and its past values and can show if there is a momentum factor associated with investing in SWISS WATER DECAFFCOFFEE.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in SWISS Stock
SWISS WATER financial ratios help investors to determine whether SWISS Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in SWISS with respect to the benefits of owning SWISS WATER security.