EFG International (Switzerland) Market Value

EFGN Stock  CHF 14.00  0.02  0.14%   
EFG International's market value is the price at which a share of EFG International trades on a public exchange. It measures the collective expectations of EFG International AG investors about its performance. EFG International is selling for under 14.00 as of the 2nd of March 2025; that is 0.14 percent decrease since the beginning of the trading day. The stock's lowest day price was 13.8.
With this module, you can estimate the performance of a buy and hold strategy of EFG International AG and determine expected loss or profit from investing in EFG International over a given investment horizon. Check out EFG International Correlation, EFG International Volatility and EFG International Alpha and Beta module to complement your research on EFG International.
Symbol

Please note, there is a significant difference between EFG International's value and its price as these two are different measures arrived at by different means. Investors typically determine if EFG International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, EFG International's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

EFG International '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 EFG International'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 EFG International.
0.00
03/13/2023
No Change 0.00  0.0 
In 1 year 11 months and 22 days
03/02/2025
0.00
If you would invest  0.00  in EFG International on March 13, 2023 and sell it all today you would earn a total of 0.00 from holding EFG International AG or generate 0.0% return on investment in EFG International over 720 days. EFG International is related to or competes with Vontobel Holding, Julius Baer, Helvetia Holding, Cembra Money, and Leonteq AG. EFG International AG, together with its subsidiaries, provides private banking, wealth management, and asset management ... More

EFG International 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 EFG International'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 EFG International AG upside and downside potential and time the market with a certain degree of confidence.

EFG International Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for EFG International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EFG International's standard deviation. In reality, there are many statistical measures that can use EFG International historical prices to predict the future EFG International's volatility.
Hype
Prediction
LowEstimatedHigh
12.5214.0015.48
Details
Intrinsic
Valuation
LowRealHigh
12.6016.0417.52
Details
Naive
Forecast
LowNextHigh
12.4213.9115.39
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
13.6014.0314.45
Details

EFG International Backtested Returns

EFG International appears to be very steady, given 3 months investment horizon. EFG International secures Sharpe Ratio (or Efficiency) of 0.17, which denotes the company had a 0.17 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for EFG International AG, which you can use to evaluate the volatility of the firm. Please utilize EFG International's downside deviation of 1.23, and Mean Deviation of 0.9642 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, EFG International holds a performance score of 13. The firm shows a Beta (market volatility) of 0.48, which means possible diversification benefits within a given portfolio. As returns on the market increase, EFG International's returns are expected to increase less than the market. However, during the bear market, the loss of holding EFG International is expected to be smaller as well. Please check EFG International's coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to make a quick decision on whether EFG International's price patterns will revert.

Auto-correlation

    
  0.56  

Modest predictability

EFG International AG has modest predictability. Overlapping area represents the amount of predictability between EFG International time series from 13th of March 2023 to 7th of March 2024 and 7th of March 2024 to 2nd 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 EFG International price movement. The serial correlation of 0.56 indicates that roughly 56.0% of current EFG International price fluctuation can be explain by its past prices.
Correlation Coefficient0.56
Spearman Rank Test0.56
Residual Average0.0
Price Variance0.91

EFG International lagged returns against current returns

Autocorrelation, which is EFG International 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 EFG International's stock expected returns. We can calculate the autocorrelation of EFG International returns to help us make a trade decision. For example, suppose you find that EFG International 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  

EFG International 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 EFG International stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EFG International stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EFG International stock over time.
   Current vs Lagged Prices   
       Timeline  

EFG International Lagged Returns

When evaluating EFG International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EFG International stock have on its future price. EFG International 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, EFG International autocorrelation shows the relationship between EFG International stock current value and its past values and can show if there is a momentum factor associated with investing in EFG International AG.
   Regressed Prices   
       Timeline  

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Additional Tools for EFG Stock Analysis

When running EFG International's price analysis, check to measure EFG International's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy EFG International is operating at the current time. Most of EFG International's value examination focuses on studying past and present price action to predict the probability of EFG International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EFG International's price. Additionally, you may evaluate how the addition of EFG International to your portfolios can decrease your overall portfolio volatility.