Schroder ImmoPLUS (Switzerland) Market Value
| SRI Fund | CHF 173.50 1.00 0.57% |
| Symbol | Schroder |
Please note, there is a significant difference between Schroder ImmoPLUS's value and its price as these two are different measures arrived at by different means. Investors typically determine if Schroder ImmoPLUS is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Schroder ImmoPLUS'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.
Schroder ImmoPLUS '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 Schroder ImmoPLUS'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 Schroder ImmoPLUS.
| 11/27/2024 |
| 12/27/2024 |
If you would invest 0.00 in Schroder ImmoPLUS on November 27, 2024 and sell it all today you would earn a total of 0.00 from holding Schroder ImmoPLUS or generate 0.0% return on investment in Schroder ImmoPLUS over 30 days. More
Schroder ImmoPLUS 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 Schroder ImmoPLUS'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 Schroder ImmoPLUS upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.04 | |||
| Information Ratio | 0.088 | |||
| Maximum Drawdown | 4.58 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 1.86 |
Schroder ImmoPLUS Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schroder ImmoPLUS's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schroder ImmoPLUS's standard deviation. In reality, there are many statistical measures that can use Schroder ImmoPLUS historical prices to predict the future Schroder ImmoPLUS's volatility.| Risk Adjusted Performance | 0.114 | |||
| Jensen Alpha | 0.1295 | |||
| Total Risk Alpha | 0.0771 | |||
| Sortino Ratio | 0.0857 | |||
| Treynor Ratio | 2.2 |
Schroder ImmoPLUS Backtested Returns
At this stage we consider Schroder Fund to be very steady. Schroder ImmoPLUS owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the fund had a 0.12% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Schroder ImmoPLUS, which you can use to evaluate the volatility of the fund. Please validate Schroder ImmoPLUS's Semi Deviation of 0.7967, coefficient of variation of 710.01, and Risk Adjusted Performance of 0.114 to confirm if the risk estimate we provide is consistent with the expected return of 0.12%. The entity has a beta of 0.0601, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Schroder ImmoPLUS's returns are expected to increase less than the market. However, during the bear market, the loss of holding Schroder ImmoPLUS is expected to be smaller as well.
Auto-correlation | -0.05 |
Very weak reverse predictability
Schroder ImmoPLUS has very weak reverse predictability. Overlapping area represents the amount of predictability between Schroder ImmoPLUS time series from 27th of November 2024 to 12th of December 2024 and 12th of December 2024 to 27th 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 Schroder ImmoPLUS price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Schroder ImmoPLUS price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.64 |
Schroder ImmoPLUS lagged returns against current returns
Autocorrelation, which is Schroder ImmoPLUS 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 Schroder ImmoPLUS's fund expected returns. We can calculate the autocorrelation of Schroder ImmoPLUS returns to help us make a trade decision. For example, suppose you find that Schroder ImmoPLUS 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 |
Schroder ImmoPLUS 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 Schroder ImmoPLUS fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schroder ImmoPLUS fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Schroder ImmoPLUS fund over time.
Current vs Lagged Prices |
| Timeline |
Schroder ImmoPLUS Lagged Returns
When evaluating Schroder ImmoPLUS's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schroder ImmoPLUS fund have on its future price. Schroder ImmoPLUS 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, Schroder ImmoPLUS autocorrelation shows the relationship between Schroder ImmoPLUS fund current value and its past values and can show if there is a momentum factor associated with investing in Schroder ImmoPLUS.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Schroder Fund
Schroder ImmoPLUS financial ratios help investors to determine whether Schroder 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 Schroder with respect to the benefits of owning Schroder ImmoPLUS security.
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