Sulzer AG (Switzerland) Market Value
| SUN Stock | CHF 133.60 0.20 0.15% |
| Symbol | Sulzer |
Sulzer AG '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 Sulzer AG'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 Sulzer AG.
| 11/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Sulzer AG on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding Sulzer AG or generate 0.0% return on investment in Sulzer AG over 390 days. Sulzer AG is related to or competes with OC Oerlikon, Helvetia Holding, Swiss Life, VAT Group, and Bucher Industries. Sulzer Ltd provides products and services for the oil and gas, power, water, and other markets in Switzerland and intern... More
Sulzer AG 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 Sulzer AG'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 Sulzer AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.14 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 10.98 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 3.18 |
Sulzer AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sulzer AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sulzer AG's standard deviation. In reality, there are many statistical measures that can use Sulzer AG historical prices to predict the future Sulzer AG's volatility.| Risk Adjusted Performance | 0.0481 | |||
| Jensen Alpha | 0.0449 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.1925 |
Sulzer AG Backtested Returns
At this stage we consider Sulzer Stock to be very steady. Sulzer AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0479, which indicates the firm had a 0.0479% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sulzer AG, which you can use to evaluate the volatility of the company. Please validate Sulzer AG's Coefficient Of Variation of 1723.91, risk adjusted performance of 0.0481, and Semi Deviation of 1.93 to confirm if the risk estimate we provide is consistent with the expected return of 0.0873%. Sulzer AG has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.5, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sulzer AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sulzer AG is expected to be smaller as well. Sulzer AG right now has a risk of 1.82%. Please validate Sulzer AG treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to decide if Sulzer AG will be following its existing price patterns.
Auto-correlation | 0.57 |
Modest predictability
Sulzer AG has modest predictability. Overlapping area represents the amount of predictability between Sulzer AG time series from 19th of November 2023 to 1st of June 2024 and 1st of June 2024 to 13th 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 Sulzer AG price movement. The serial correlation of 0.57 indicates that roughly 57.0% of current Sulzer AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.57 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 41.22 |
Sulzer AG lagged returns against current returns
Autocorrelation, which is Sulzer AG 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 Sulzer AG's stock expected returns. We can calculate the autocorrelation of Sulzer AG returns to help us make a trade decision. For example, suppose you find that Sulzer AG 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 |
Sulzer AG 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 Sulzer AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sulzer AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sulzer AG stock over time.
Current vs Lagged Prices |
| Timeline |
Sulzer AG Lagged Returns
When evaluating Sulzer AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sulzer AG stock have on its future price. Sulzer AG 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, Sulzer AG autocorrelation shows the relationship between Sulzer AG stock current value and its past values and can show if there is a momentum factor associated with investing in Sulzer AG.
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 Sulzer Stock Analysis
When running Sulzer AG's price analysis, check to measure Sulzer AG'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 Sulzer AG is operating at the current time. Most of Sulzer AG's value examination focuses on studying past and present price action to predict the probability of Sulzer AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sulzer AG's price. Additionally, you may evaluate how the addition of Sulzer AG to your portfolios can decrease your overall portfolio volatility.