SF Sustainable (Switzerland) Market Value

SFPF Fund   129.50  0.50  0.38%   
SF Sustainable's market value is the price at which a share of SF Sustainable trades on a public exchange. It measures the collective expectations of SF Sustainable Property investors about its performance. SF Sustainable is selling for under 129.50 as of the 25th of December 2024; that is 0.38 percent decrease since the beginning of the trading day. The fund's lowest day price was 129.5.
With this module, you can estimate the performance of a buy and hold strategy of SF Sustainable Property and determine expected loss or profit from investing in SF Sustainable over a given investment horizon. Check out SF Sustainable Correlation, SF Sustainable Volatility and SF Sustainable Alpha and Beta module to complement your research on SF Sustainable.
Symbol

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

SF Sustainable '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 SF Sustainable's fund 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 SF Sustainable.
0.00
01/05/2023
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/25/2024
0.00
If you would invest  0.00  in SF Sustainable on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding SF Sustainable Property or generate 0.0% return on investment in SF Sustainable over 720 days. SF Sustainable is related to or competes with Baloise Holding, Banque Cantonale, LG Clean, IShares Global, UBSFund Solutions, and IShares Corp. More

SF Sustainable 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 SF Sustainable's fund 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 SF Sustainable Property upside and downside potential and time the market with a certain degree of confidence.

SF Sustainable Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for SF Sustainable's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SF Sustainable's standard deviation. In reality, there are many statistical measures that can use SF Sustainable historical prices to predict the future SF Sustainable's volatility.
Hype
Prediction
LowEstimatedHigh
128.70129.50130.30
Details
Intrinsic
Valuation
LowRealHigh
117.76118.56142.45
Details
Naive
Forecast
LowNextHigh
129.16129.96130.76
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
108.60127.28145.95
Details

SF Sustainable Property Backtested Returns

At this stage we consider SFPF Fund to be very steady. SF Sustainable Property retains Efficiency (Sharpe Ratio) of 0.0344, which indicates the fund had a 0.0344% return per unit of price deviation over the last 3 months. We have found thirty technical indicators for SF Sustainable, which you can use to evaluate the volatility of the fund. Please validate SF Sustainable's Risk Adjusted Performance of 0.0734, mean deviation of 0.6698, and Downside Deviation of 0.8806 to confirm if the risk estimate we provide is consistent with the expected return of 0.0275%. The entity owns a Beta (Systematic Risk) of -0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SF Sustainable are expected to decrease at a much lower rate. During the bear market, SF Sustainable is likely to outperform the market.

Auto-correlation

    
  -0.3  

Weak reverse predictability

SF Sustainable Property has weak reverse predictability. Overlapping area represents the amount of predictability between SF Sustainable time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th 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 SF Sustainable Property price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current SF Sustainable price fluctuation can be explain by its past prices.
Correlation Coefficient-0.3
Spearman Rank Test-0.34
Residual Average0.0
Price Variance8.39

SF Sustainable Property lagged returns against current returns

Autocorrelation, which is SF Sustainable fund'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 SF Sustainable's fund expected returns. We can calculate the autocorrelation of SF Sustainable returns to help us make a trade decision. For example, suppose you find that SF Sustainable has exhibited high autocorrelation historically, and you observe that the fund 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  

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

SF Sustainable Lagged Returns

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

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Other Information on Investing in SFPF Fund

SF Sustainable financial ratios help investors to determine whether SFPF Fund 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 SFPF with respect to the benefits of owning SF Sustainable security.
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