Schroder ImmoPLUS (Switzerland) Market Value

SRI Fund  CHF 176.40  1.80  1.01%   
Schroder ImmoPLUS's market value is the price at which a share of Schroder ImmoPLUS trades on a public exchange. It measures the collective expectations of Schroder ImmoPLUS investors about its performance. Schroder ImmoPLUS is selling for under 176.40 as of the 13th of January 2025; that is 1.01 percent down since the beginning of the trading day. The fund's lowest day price was 175.8.
With this module, you can estimate the performance of a buy and hold strategy of Schroder ImmoPLUS and determine expected loss or profit from investing in Schroder ImmoPLUS over a given investment horizon. Check out Schroder ImmoPLUS Correlation, Schroder ImmoPLUS Volatility and Schroder ImmoPLUS Alpha and Beta module to complement your research on Schroder ImmoPLUS.
Symbol

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.
0.00
12/14/2024
No Change 0.00  0.0 
In 31 days
01/13/2025
0.00
If you would invest  0.00  in Schroder ImmoPLUS on December 14, 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.

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.
Hype
Prediction
LowEstimatedHigh
175.27176.40177.53
Details
Intrinsic
Valuation
LowRealHigh
158.76189.02190.15
Details
Naive
Forecast
LowNextHigh
176.21177.34178.47
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
166.79174.66182.53
Details

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 0.13, which indicates the fund had a 0.13% 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 Coefficient Of Variation of 741.69, risk adjusted performance of 0.1135, and Semi Deviation of 0.8583 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. The entity has a beta of 0.0375, 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

    
  0.58  

Modest predictability

Schroder ImmoPLUS has modest predictability. Overlapping area represents the amount of predictability between Schroder ImmoPLUS time series from 14th of December 2024 to 29th of December 2024 and 29th of December 2024 to 13th of January 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 Schroder ImmoPLUS price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Schroder ImmoPLUS price fluctuation can be explain by its past prices.
Correlation Coefficient0.58
Spearman Rank Test0.17
Residual Average0.0
Price Variance2.73

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  

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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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