Swiss Prime (Switzerland) Market Value
| SPSN Stock | CHF 105.10 0.80 0.77% |
| Symbol | Swiss |
Swiss Prime '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 Prime'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 Prime.
| 02/03/2025 |
| 03/05/2025 |
If you would invest 0.00 in Swiss Prime on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding Swiss Prime Site or generate 0.0% return on investment in Swiss Prime over 30 days. Swiss Prime is related to or competes with PSP Swiss, Allreal Holding, Helvetia Holding, Baloise Holding, and Mobimo Hldg. Swiss Prime Site AG, through its subsidiaries, operates as a real estate company in Switzerland More
Swiss Prime 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 Prime'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 Prime Site upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9737 | |||
| Information Ratio | 0.2704 | |||
| Maximum Drawdown | 3.64 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 1.2 |
Swiss Prime Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swiss Prime's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swiss Prime's standard deviation. In reality, there are many statistical measures that can use Swiss Prime historical prices to predict the future Swiss Prime's volatility.| Risk Adjusted Performance | 0.128 | |||
| Jensen Alpha | 0.1176 | |||
| Total Risk Alpha | 0.2023 | |||
| Sortino Ratio | 0.2095 | |||
| Treynor Ratio | 5.62 |
Swiss Prime Site Backtested Returns
At this stage we consider Swiss Stock to be very steady. Swiss Prime Site owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.19, which indicates the firm had a 0.19 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Swiss Prime Site, which you can use to evaluate the volatility of the company. Please validate Swiss Prime's Coefficient Of Variation of 599.72, risk adjusted performance of 0.128, and Semi Deviation of 0.7264 to confirm if the risk estimate we provide is consistent with the expected return of 0.14%. Swiss Prime has a performance score of 14 on a scale of 0 to 100. The entity has a beta of 0.0206, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Swiss Prime's returns are expected to increase less than the market. However, during the bear market, the loss of holding Swiss Prime is expected to be smaller as well. Swiss Prime Site right now has a risk of 0.75%. Please validate Swiss Prime total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Swiss Prime will be following its existing price patterns.
Auto-correlation | -0.89 |
Excellent reverse predictability
Swiss Prime Site has excellent reverse predictability. Overlapping area represents the amount of predictability between Swiss Prime time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th 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 Swiss Prime Site price movement. The serial correlation of -0.89 indicates that approximately 89.0% of current Swiss Prime price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.89 | |
| Spearman Rank Test | -0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 5.14 |
Swiss Prime Site lagged returns against current returns
Autocorrelation, which is Swiss Prime 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 Prime's stock expected returns. We can calculate the autocorrelation of Swiss Prime returns to help us make a trade decision. For example, suppose you find that Swiss Prime 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 Prime 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 Prime stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swiss Prime stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Swiss Prime stock over time.
Current vs Lagged Prices |
| Timeline |
Swiss Prime Lagged Returns
When evaluating Swiss Prime's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Swiss Prime stock have on its future price. Swiss Prime 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 Prime autocorrelation shows the relationship between Swiss Prime stock current value and its past values and can show if there is a momentum factor associated with investing in Swiss Prime Site.
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 Swiss Stock Analysis
When running Swiss Prime's price analysis, check to measure Swiss Prime'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 Swiss Prime is operating at the current time. Most of Swiss Prime's value examination focuses on studying past and present price action to predict the probability of Swiss Prime's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Swiss Prime's price. Additionally, you may evaluate how the addition of Swiss Prime to your portfolios can decrease your overall portfolio volatility.