Swiss Life (Germany) Market Value
| SLW1 Stock | 37.00 1.00 2.78% |
| Symbol | Swiss |
Swiss Life '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 Swiss Life'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 Swiss Life.
| 10/23/2024 |
| 12/22/2024 |
If you would invest 0.00 in Swiss Life on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Swiss Life Holding or generate 0.0% return on investment in Swiss Life over 60 days. Swiss Life is related to or competes with Berkshire Hathaway, Allianz SE, AXA SA, AXA SA, Assicurazioni Generali, Hartford Financial, and Swiss Life. More
Swiss Life 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 Swiss Life'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 Swiss Life Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.52 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 10.56 | |||
| Value At Risk | (3.65) | |||
| Potential Upside | 4.28 |
Swiss Life Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swiss Life's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swiss Life's standard deviation. In reality, there are many statistical measures that can use Swiss Life historical prices to predict the future Swiss Life's volatility.| Risk Adjusted Performance | 0.0079 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.02) |
Swiss Life Holding Backtested Returns
Swiss Life Holding owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0019, which indicates the firm had a -0.0019% return per unit of risk over the last 3 months. Swiss Life Holding exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Swiss Life's Semi Deviation of 2.25, risk adjusted performance of 0.0079, and Coefficient Of Variation of 66504.97 to confirm the risk estimate we provide. The entity has a beta of 0.29, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Swiss Life's returns are expected to increase less than the market. However, during the bear market, the loss of holding Swiss Life is expected to be smaller as well. At this point, Swiss Life Holding has a negative expected return of -0.0045%. Please make sure to validate Swiss Life's total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Swiss Life Holding performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.43 |
Modest reverse predictability
Swiss Life Holding has modest reverse predictability. Overlapping area represents the amount of predictability between Swiss Life time series from 23rd of October 2024 to 22nd of November 2024 and 22nd of November 2024 to 22nd 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 Swiss Life Holding price movement. The serial correlation of -0.43 indicates that just about 43.0% of current Swiss Life price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.43 | |
| Spearman Rank Test | -0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 1.03 |
Swiss Life Holding lagged returns against current returns
Autocorrelation, which is Swiss Life 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 Swiss Life's stock expected returns. We can calculate the autocorrelation of Swiss Life returns to help us make a trade decision. For example, suppose you find that Swiss Life 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 |
Swiss Life 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 Swiss Life stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swiss Life stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Swiss Life stock over time.
Current vs Lagged Prices |
| Timeline |
Swiss Life Lagged Returns
When evaluating Swiss Life's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Swiss Life stock have on its future price. Swiss Life 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, Swiss Life autocorrelation shows the relationship between Swiss Life stock current value and its past values and can show if there is a momentum factor associated with investing in Swiss Life Holding.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Swiss Stock
Swiss Life financial ratios help investors to determine whether Swiss Stock 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 Swiss with respect to the benefits of owning Swiss Life security.