Swvl Holdings Corp Stock Market Value
| SWVL Stock | USD 6.32 0.09 1.40% |
| Symbol | Swvl |
Swvl Holdings Corp Price To Book Ratio
Is Application Software space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Swvl Holdings. If investors know Swvl will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Swvl Holdings listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Earnings Share 0.37 | Revenue Per Share 3.368 | Quarterly Revenue Growth (0.49) | Return On Assets (0.13) | Return On Equity 0.9633 |
The market value of Swvl Holdings Corp is measured differently than its book value, which is the value of Swvl that is recorded on the company's balance sheet. Investors also form their own opinion of Swvl Holdings' value that differs from its market value or its book value, called intrinsic value, which is Swvl Holdings' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Swvl Holdings' market value can be influenced by many factors that don't directly affect Swvl Holdings' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Swvl Holdings' value and its price as these two are different measures arrived at by different means. Investors typically determine if Swvl Holdings is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Swvl Holdings' 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.
Swvl Holdings '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 Swvl Holdings' 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 Swvl Holdings.
| 09/26/2024 |
| 12/25/2024 |
If you would invest 0.00 in Swvl Holdings on September 26, 2024 and sell it all today you would earn a total of 0.00 from holding Swvl Holdings Corp or generate 0.0% return on investment in Swvl Holdings over 90 days. Swvl Holdings is related to or competes with BASE, Red Violet, Adcore, RenoWorks Software, and PAR Technology. Swvl Holdings Corp. provides mass transit ridesharing services More
Swvl Holdings 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 Swvl Holdings' 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 Swvl Holdings Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.29 | |||
| Information Ratio | 0.1992 | |||
| Maximum Drawdown | 42.5 | |||
| Value At Risk | (5.97) | |||
| Potential Upside | 17.21 |
Swvl Holdings Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swvl Holdings' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swvl Holdings' standard deviation. In reality, there are many statistical measures that can use Swvl Holdings historical prices to predict the future Swvl Holdings' volatility.| Risk Adjusted Performance | 0.1732 | |||
| Jensen Alpha | 1.44 | |||
| Total Risk Alpha | 1.13 | |||
| Sortino Ratio | 0.2637 | |||
| Treynor Ratio | (5.23) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Swvl Holdings' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Swvl Holdings Corp Backtested Returns
Swvl Holdings is somewhat reliable given 3 months investment horizon. Swvl Holdings Corp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the firm had a 0.21% return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.48% are justified by taking the suggested risk. Use Swvl Holdings Corp Semi Deviation of 4.4, coefficient of variation of 486.46, and Risk Adjusted Performance of 0.1732 to evaluate company specific risk that cannot be diversified away. Swvl Holdings holds a performance score of 16 on a scale of zero to a hundred. The entity has a beta of -0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Swvl Holdings are expected to decrease at a much lower rate. During the bear market, Swvl Holdings is likely to outperform the market. Use Swvl Holdings Corp treynor ratio, expected short fall, as well as the relationship between the Expected Short fall and day median price , to analyze future returns on Swvl Holdings Corp.
Auto-correlation | 0.68 |
Good predictability
Swvl Holdings Corp has good predictability. Overlapping area represents the amount of predictability between Swvl Holdings time series from 26th of September 2024 to 10th of November 2024 and 10th of November 2024 to 25th 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 Swvl Holdings Corp price movement. The serial correlation of 0.68 indicates that around 68.0% of current Swvl Holdings price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.68 | |
| Spearman Rank Test | 0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.79 |
Swvl Holdings Corp lagged returns against current returns
Autocorrelation, which is Swvl Holdings 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 Swvl Holdings' stock expected returns. We can calculate the autocorrelation of Swvl Holdings returns to help us make a trade decision. For example, suppose you find that Swvl Holdings 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 |
Swvl Holdings 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 Swvl Holdings stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swvl Holdings stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Swvl Holdings stock over time.
Current vs Lagged Prices |
| Timeline |
Swvl Holdings Lagged Returns
When evaluating Swvl Holdings' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Swvl Holdings stock have on its future price. Swvl Holdings 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, Swvl Holdings autocorrelation shows the relationship between Swvl Holdings stock current value and its past values and can show if there is a momentum factor associated with investing in Swvl Holdings Corp.
Regressed Prices |
| Timeline |
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Swvl Holdings technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.