Flughafen Zrich Ag Stock Market Value
| FLGZY Stock | USD 9.47 0.61 6.88% |
| Symbol | Flughafen |
Flughafen Zürich '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 Flughafen Zürich's pink sheet 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 Flughafen Zürich.
| 06/04/2024 |
| 12/01/2024 |
If you would invest 0.00 in Flughafen Zürich on June 4, 2024 and sell it all today you would earn a total of 0.00 from holding Flughafen Zrich AG or generate 0.0% return on investment in Flughafen Zürich over 180 days. Flughafen Zürich is related to or competes with UDR, FactSet Research, Netflix, Scottie Resources, Empire State, and China Mengniu. Flughafen Zrich AG owns and operates the Zurich in Switzerland More
Flughafen Zürich 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 Flughafen Zürich's pink sheet 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 Flughafen Zrich AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.96 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 12.5 | |||
| Value At Risk | (2.71) | |||
| Potential Upside | 0.9719 |
Flughafen Zürich Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flughafen Zürich's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flughafen Zürich's standard deviation. In reality, there are many statistical measures that can use Flughafen Zürich historical prices to predict the future Flughafen Zürich's volatility.| Risk Adjusted Performance | 0.0137 | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0188 |
Flughafen Zrich AG Backtested Returns
At this stage we consider Flughafen Pink Sheet to be not too volatile. Flughafen Zrich AG secures Sharpe Ratio (or Efficiency) of 0.029, which denotes the company had a 0.029% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Flughafen Zrich AG, which you can use to evaluate the volatility of the firm. Please confirm Flughafen Zürich's Mean Deviation of 0.5848, downside deviation of 2.96, and Coefficient Of Variation of 9198.86 to check if the risk estimate we provide is consistent with the expected return of 0.0485%. Flughafen Zürich has a performance score of 2 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.43, which means possible diversification benefits within a given portfolio. As returns on the market increase, Flughafen Zürich's returns are expected to increase less than the market. However, during the bear market, the loss of holding Flughafen Zürich is expected to be smaller as well. Flughafen Zrich AG right now shows a risk of 1.67%. Please confirm Flughafen Zrich AG maximum drawdown, skewness, price action indicator, as well as the relationship between the downside variance and rate of daily change , to decide if Flughafen Zrich AG will be following its price patterns.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Flughafen Zrich AG has insignificant reverse predictability. Overlapping area represents the amount of predictability between Flughafen Zürich time series from 4th of June 2024 to 2nd of September 2024 and 2nd of September 2024 to 1st 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 Flughafen Zrich AG price movement. The serial correlation of -0.19 indicates that over 19.0% of current Flughafen Zürich price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
Flughafen Zrich AG lagged returns against current returns
Autocorrelation, which is Flughafen Zürich pink sheet'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 Flughafen Zürich's pink sheet expected returns. We can calculate the autocorrelation of Flughafen Zürich returns to help us make a trade decision. For example, suppose you find that Flughafen Zürich has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Flughafen Zürich 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 Flughafen Zürich pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flughafen Zürich pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flughafen Zürich pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Flughafen Zürich Lagged Returns
When evaluating Flughafen Zürich's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flughafen Zürich pink sheet have on its future price. Flughafen Zürich 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, Flughafen Zürich autocorrelation shows the relationship between Flughafen Zürich pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Flughafen Zrich AG.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Flughafen Pink Sheet Analysis
When running Flughafen Zürich's price analysis, check to measure Flughafen Zürich'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 Flughafen Zürich is operating at the current time. Most of Flughafen Zürich's value examination focuses on studying past and present price action to predict the probability of Flughafen Zürich's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Flughafen Zürich's price. Additionally, you may evaluate how the addition of Flughafen Zürich to your portfolios can decrease your overall portfolio volatility.