Galenica Sante (Switzerland) Market Value
| GALE Stock | CHF 78.50 1.00 1.29% |
| Symbol | Galenica |
Galenica Sante '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 Galenica Sante'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 Galenica Sante.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Galenica Sante on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Galenica Sante AG or generate 0.0% return on investment in Galenica Sante over 90 days. Galenica Sante is related to or competes with VAT Group, Baloise Holding, Swiss Life, Helvetia Holding, and Cembra Money. Galenica AG operates as a healthcare provider in Switzerland and internationally More
Galenica Sante 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 Galenica Sante'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 Galenica Sante AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.79 | |||
| Information Ratio | 0.1626 | |||
| Maximum Drawdown | 8.99 | |||
| Value At Risk | (1.10) | |||
| Potential Upside | 1.22 |
Galenica Sante Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Galenica Sante's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Galenica Sante's standard deviation. In reality, there are many statistical measures that can use Galenica Sante historical prices to predict the future Galenica Sante's volatility.| Risk Adjusted Performance | 0.0693 | |||
| Jensen Alpha | 0.1054 | |||
| Total Risk Alpha | 0.2231 | |||
| Sortino Ratio | 0.1046 | |||
| Treynor Ratio | 0.3195 |
Galenica Sante AG Backtested Returns
At this stage we consider Galenica Stock to be very steady. Galenica Sante AG holds Efficiency (Sharpe) Ratio of 0.0767, which attests that the entity had a 0.0767 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Galenica Sante AG, which you can use to evaluate the volatility of the firm. Please check out Galenica Sante's Downside Deviation of 1.79, market risk adjusted performance of 0.3295, and Risk Adjusted Performance of 0.0693 to validate if the risk estimate we provide is consistent with the expected return of 0.0886%. Galenica Sante has a performance score of 6 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.25, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Galenica Sante's returns are expected to increase less than the market. However, during the bear market, the loss of holding Galenica Sante is expected to be smaller as well. Galenica Sante AG right now retains a risk of 1.15%. Please check out Galenica Sante coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if Galenica Sante will be following its current trending patterns.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Galenica Sante AG has insignificant reverse predictability. Overlapping area represents the amount of predictability between Galenica Sante time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Galenica Sante AG price movement. The serial correlation of -0.19 indicates that over 19.0% of current Galenica Sante price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.23 |
Galenica Sante AG lagged returns against current returns
Autocorrelation, which is Galenica Sante 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 Galenica Sante's stock expected returns. We can calculate the autocorrelation of Galenica Sante returns to help us make a trade decision. For example, suppose you find that Galenica Sante 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 |
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Galenica Sante 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 Galenica Sante stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Galenica Sante stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Galenica Sante stock over time.
Current vs Lagged Prices |
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Galenica Sante Lagged Returns
When evaluating Galenica Sante's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Galenica Sante stock have on its future price. Galenica Sante 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, Galenica Sante autocorrelation shows the relationship between Galenica Sante stock current value and its past values and can show if there is a momentum factor associated with investing in Galenica Sante 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 Galenica Stock Analysis
When running Galenica Sante's price analysis, check to measure Galenica Sante'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 Galenica Sante is operating at the current time. Most of Galenica Sante's value examination focuses on studying past and present price action to predict the probability of Galenica Sante's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Galenica Sante's price. Additionally, you may evaluate how the addition of Galenica Sante to your portfolios can decrease your overall portfolio volatility.