Givaudan (Switzerland) Market Value

GIVN Stock  CHF 3,973  6.00  0.15%   
Givaudan's market value is the price at which a share of Givaudan trades on a public exchange. It measures the collective expectations of Givaudan SA investors about its performance. Givaudan is selling for under 3973.00 as of the 18th of March 2025; that is 0.15% up since the beginning of the trading day. The stock's lowest day price was 3920.0.
With this module, you can estimate the performance of a buy and hold strategy of Givaudan SA and determine expected loss or profit from investing in Givaudan over a given investment horizon. Check out Givaudan Correlation, Givaudan Volatility and Givaudan Alpha and Beta module to complement your research on Givaudan.
Symbol

Please note, there is a significant difference between Givaudan's value and its price as these two are different measures arrived at by different means. Investors typically determine if Givaudan is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Givaudan'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.

Givaudan '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 Givaudan'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 Givaudan.
0.00
12/18/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/18/2025
0.00
If you would invest  0.00  in Givaudan on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Givaudan SA or generate 0.0% return on investment in Givaudan over 90 days. Givaudan is related to or competes with Geberit AG, Sika AG, Lonza Group, SGS SA, and Swiss Life. Givaudan SA, together with its subsidiaries, manufactures, supplies, and sells fragrance, beauty, flavor, and wellbeing ... More

Givaudan 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 Givaudan'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 Givaudan SA upside and downside potential and time the market with a certain degree of confidence.

Givaudan Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Givaudan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Givaudan's standard deviation. In reality, there are many statistical measures that can use Givaudan historical prices to predict the future Givaudan's volatility.
Hype
Prediction
LowEstimatedHigh
3,9723,9733,974
Details
Intrinsic
Valuation
LowRealHigh
3,4093,4114,370
Details

Givaudan SA Backtested Returns

At this stage we consider Givaudan Stock to be very steady. Givaudan SA holds Efficiency (Sharpe) Ratio of 0.0108, which attests that the entity had a 0.0108 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Givaudan SA, which you can use to evaluate the volatility of the firm. Please check out Givaudan's Market Risk Adjusted Performance of (0.09), risk adjusted performance of 0.0224, and Downside Deviation of 1.34 to validate if the risk estimate we provide is consistent with the expected return of 0.0161%. The company retains a Market Volatility (i.e., Beta) of -0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Givaudan are expected to decrease at a much lower rate. During the bear market, Givaudan is likely to outperform the market. Givaudan SA right now retains a risk of 1.5%. Please check out Givaudan maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Givaudan will be following its current trending patterns.

Auto-correlation

    
  -0.06  

Very weak reverse predictability

Givaudan SA has very weak reverse predictability. Overlapping area represents the amount of predictability between Givaudan time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Givaudan SA price movement. The serial correlation of -0.06 indicates that barely 6.0% of current Givaudan price fluctuation can be explain by its past prices.
Correlation Coefficient-0.06
Spearman Rank Test0.17
Residual Average0.0
Price Variance6305.88

Givaudan SA lagged returns against current returns

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

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

Givaudan Lagged Returns

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

When running Givaudan's price analysis, check to measure Givaudan'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 Givaudan is operating at the current time. Most of Givaudan's value examination focuses on studying past and present price action to predict the probability of Givaudan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Givaudan's price. Additionally, you may evaluate how the addition of Givaudan to your portfolios can decrease your overall portfolio volatility.