Swire Properties' market value is the price at which a share of Swire Properties trades on a public exchange. It measures the collective expectations of Swire Properties Limited investors about its performance. Swire Properties is trading at 1.94 as of the 11th of January 2025. This is a 4.86 percent increase since the beginning of the trading day. The stock's lowest day price was 1.83. With this module, you can estimate the performance of a buy and hold strategy of Swire Properties Limited and determine expected loss or profit from investing in Swire Properties over a given investment horizon. Check out Swire Properties Correlation, Swire Properties Volatility and Swire Properties Alpha and Beta module to complement your research on Swire Properties.
Please note, there is a significant difference between Swire Properties' value and its price as these two are different measures arrived at by different means. Investors typically determine if Swire Properties is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Swire Properties' 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.
Swire Properties '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 Swire Properties' 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 Swire Properties.
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12/12/2024
No Change 0.00
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In 30 days
01/11/2025
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If you would invest 0.00 in Swire Properties on December 12, 2024 and sell it all today you would earn a total of 0.00 from holding Swire Properties Limited or generate 0.0% return on investment in Swire Properties over 30 days. Swire Properties is related to or competes with TITANIUM TRANSPORTGROUP, DICKS Sporting, Citic Telecom, Charter Communications, Columbia Sportswear, Zoom Video, and SOEDER SPORTFISKE. Swire Properties Limited, together with its subsidiaries, develops, owns, and operates mixed-use, primarily commercial p... More
Swire Properties 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 Swire Properties' 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 Swire Properties Limited upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swire Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swire Properties' standard deviation. In reality, there are many statistical measures that can use Swire Properties historical prices to predict the future Swire Properties' volatility.
Swire Properties owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0038, which indicates the firm had a -0.0038% return per unit of risk over the last 3 months. Swire Properties Limited exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Swire Properties' Coefficient Of Variation of (26,125), variance of 5.1, and Risk Adjusted Performance of 0.0034 to confirm the risk estimate we provide. The entity has a beta of -0.0346, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Swire Properties are expected to decrease at a much lower rate. During the bear market, Swire Properties is likely to outperform the market. At this point, Swire Properties has a negative expected return of -0.0086%. Please make sure to validate Swire Properties' maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Swire Properties performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.13
Insignificant reverse predictability
Swire Properties Limited has insignificant reverse predictability. Overlapping area represents the amount of predictability between Swire Properties time series from 12th of December 2024 to 27th of December 2024 and 27th of December 2024 to 11th 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 Swire Properties price movement. The serial correlation of -0.13 indicates that less than 13.0% of current Swire Properties price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.13
Spearman Rank Test
-0.2
Residual Average
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Price Variance
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Swire Properties lagged returns against current returns
Autocorrelation, which is Swire Properties 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 Swire Properties' stock expected returns. We can calculate the autocorrelation of Swire Properties returns to help us make a trade decision. For example, suppose you find that Swire Properties 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
Swire Properties 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 Swire Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swire Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Swire Properties stock over time.
Current vs Lagged Prices
Timeline
Swire Properties Lagged Returns
When evaluating Swire Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Swire Properties stock have on its future price. Swire Properties 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, Swire Properties autocorrelation shows the relationship between Swire Properties stock current value and its past values and can show if there is a momentum factor associated with investing in Swire Properties Limited.
Swire Properties financial ratios help investors to determine whether Swire 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 Swire with respect to the benefits of owning Swire Properties security.