Vontobel Holding (Switzerland) Market Value
| VONN Stock | CHF 62.50 0.10 0.16% |
| Symbol | Vontobel |
Vontobel Holding '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 Vontobel Holding'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 Vontobel Holding.
| 11/19/2023 |
| 12/13/2024 |
If you would invest 0.00 in Vontobel Holding on November 19, 2023 and sell it all today you would earn a total of 0.00 from holding Vontobel Holding or generate 0.0% return on investment in Vontobel Holding over 390 days. Vontobel Holding is related to or competes with BB Biotech, Leonteq AG, Helvetia Holding, EFG International, and Cembra Money. Vontobel Holding AG provides various financial services to private and institutional clients More
Vontobel Holding 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 Vontobel Holding'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 Vontobel Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.02 | |||
| Information Ratio | 0.1151 | |||
| Maximum Drawdown | 4.45 | |||
| Value At Risk | (1.38) | |||
| Potential Upside | 2.0 |
Vontobel Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vontobel Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vontobel Holding's standard deviation. In reality, there are many statistical measures that can use Vontobel Holding historical prices to predict the future Vontobel Holding's volatility.| Risk Adjusted Performance | 0.1738 | |||
| Jensen Alpha | 0.2243 | |||
| Total Risk Alpha | 0.0787 | |||
| Sortino Ratio | 0.1037 | |||
| Treynor Ratio | (1.28) |
Vontobel Holding Backtested Returns
Vontobel Holding appears to be very steady, given 3 months investment horizon. Vontobel Holding owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.23, which indicates the firm had a 0.23% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Vontobel Holding, which you can use to evaluate the volatility of the company. Please review Vontobel Holding's Semi Deviation of 0.4873, risk adjusted performance of 0.1738, and Coefficient Of Variation of 423.06 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vontobel Holding holds a performance score of 17. The entity has a beta of -0.16, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Vontobel Holding are expected to decrease at a much lower rate. During the bear market, Vontobel Holding is likely to outperform the market. Please check Vontobel Holding's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Vontobel Holding's existing price patterns will revert.
Auto-correlation | 0.53 |
Modest predictability
Vontobel Holding has modest predictability. Overlapping area represents the amount of predictability between Vontobel Holding 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 Vontobel Holding price movement. The serial correlation of 0.53 indicates that about 53.0% of current Vontobel Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.53 | |
| Spearman Rank Test | 0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 2.2 |
Vontobel Holding lagged returns against current returns
Autocorrelation, which is Vontobel Holding 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 Vontobel Holding's stock expected returns. We can calculate the autocorrelation of Vontobel Holding returns to help us make a trade decision. For example, suppose you find that Vontobel Holding 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 |
Vontobel Holding 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 Vontobel Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vontobel Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vontobel Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Vontobel Holding Lagged Returns
When evaluating Vontobel Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vontobel Holding stock have on its future price. Vontobel Holding 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, Vontobel Holding autocorrelation shows the relationship between Vontobel Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Vontobel Holding.
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 Vontobel Stock Analysis
When running Vontobel Holding's price analysis, check to measure Vontobel Holding'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 Vontobel Holding is operating at the current time. Most of Vontobel Holding's value examination focuses on studying past and present price action to predict the probability of Vontobel Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vontobel Holding's price. Additionally, you may evaluate how the addition of Vontobel Holding to your portfolios can decrease your overall portfolio volatility.