Ypsomed Holding (Switzerland) Market Value
| YPSN Stock | CHF 363.50 3.50 0.95% |
| Symbol | Ypsomed |
Ypsomed 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 Ypsomed 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 Ypsomed Holding.
| 02/03/2025 |
| 03/05/2025 |
If you would invest 0.00 in Ypsomed Holding on February 3, 2025 and sell it all today you would earn a total of 0.00 from holding Ypsomed Holding AG or generate 0.0% return on investment in Ypsomed Holding over 30 days. Ypsomed Holding is related to or competes with Straumann Holding, Siegfried Holding, Bachem Holding, Tecan Group, and Comet Holding. Ypsomed Holding AG, together with its subsidiaries, develops, manufactures, and sells injection and infusion systems for... More
Ypsomed 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 Ypsomed 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 Ypsomed Holding AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.28 | |||
| Information Ratio | 0.0692 | |||
| Maximum Drawdown | 12.03 | |||
| Value At Risk | (2.36) | |||
| Potential Upside | 2.58 |
Ypsomed Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ypsomed Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ypsomed Holding's standard deviation. In reality, there are many statistical measures that can use Ypsomed Holding historical prices to predict the future Ypsomed Holding's volatility.| Risk Adjusted Performance | 0.03 | |||
| Jensen Alpha | 0.0291 | |||
| Total Risk Alpha | 0.288 | |||
| Sortino Ratio | 0.0622 | |||
| Treynor Ratio | (0.19) |
Ypsomed Holding AG Backtested Returns
Ypsomed Holding AG shows Sharpe Ratio of close to zero, which attests that the company had a close to zero % return per unit of risk over the last 3 months. Ypsomed Holding AG exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Ypsomed Holding's Market Risk Adjusted Performance of (0.18), mean deviation of 1.42, and Downside Deviation of 2.28 to validate the risk estimate we provide. The firm maintains a market beta of -0.27, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ypsomed Holding are expected to decrease at a much lower rate. During the bear market, Ypsomed Holding is likely to outperform the market. At this point, Ypsomed Holding AG has a negative expected return of -0.0026%. Please make sure to check out Ypsomed Holding's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to decide if Ypsomed Holding AG performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Ypsomed Holding AG has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Ypsomed Holding time series from 3rd of February 2025 to 18th of February 2025 and 18th of February 2025 to 5th of March 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 Ypsomed Holding AG price movement. The serial correlation of -0.74 indicates that around 74.0% of current Ypsomed Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 39.2 |
Ypsomed Holding AG lagged returns against current returns
Autocorrelation, which is Ypsomed 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 Ypsomed Holding's stock expected returns. We can calculate the autocorrelation of Ypsomed Holding returns to help us make a trade decision. For example, suppose you find that Ypsomed 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 |
Ypsomed 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 Ypsomed Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ypsomed Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ypsomed Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Ypsomed Holding Lagged Returns
When evaluating Ypsomed Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ypsomed Holding stock have on its future price. Ypsomed 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, Ypsomed Holding autocorrelation shows the relationship between Ypsomed Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Ypsomed Holding 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 Ypsomed Stock Analysis
When running Ypsomed Holding's price analysis, check to measure Ypsomed 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 Ypsomed Holding is operating at the current time. Most of Ypsomed Holding's value examination focuses on studying past and present price action to predict the probability of Ypsomed 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 Ypsomed Holding's price. Additionally, you may evaluate how the addition of Ypsomed Holding to your portfolios can decrease your overall portfolio volatility.