Zug Estates' market value is the price at which a share of Zug Estates trades on a public exchange. It measures the collective expectations of Zug Estates Holding investors about its performance. Zug Estates is selling for under 2040.00 as of the 3rd of January 2025; that is 0.49 percent decrease since the beginning of the trading day. The stock's lowest day price was 2030.0. With this module, you can estimate the performance of a buy and hold strategy of Zug Estates Holding and determine expected loss or profit from investing in Zug Estates over a given investment horizon. Check out Zug Estates Correlation, Zug Estates Volatility and Zug Estates Alpha and Beta module to complement your research on Zug Estates.
Please note, there is a significant difference between Zug Estates' value and its price as these two are different measures arrived at by different means. Investors typically determine if Zug Estates is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Zug Estates' 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.
Zug Estates '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 Zug Estates' 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 Zug Estates.
0.00
12/04/2024
No Change 0.00
0.0
In 31 days
01/03/2025
0.00
If you would invest 0.00 in Zug Estates on December 4, 2024 and sell it all today you would earn a total of 0.00 from holding Zug Estates Holding or generate 0.0% return on investment in Zug Estates over 30 days. Zug Estates is related to or competes with SPDR Dow, Autoneum Holding, and IShares Asia. Zug Estates Holding AG, together with its subsidiaries, conceives, develops, markets, and manages real estate properties... More
Zug Estates 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 Zug Estates' 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 Zug Estates Holding 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 Zug Estates' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Zug Estates' standard deviation. In reality, there are many statistical measures that can use Zug Estates historical prices to predict the future Zug Estates' volatility.
At this stage we consider Zug Stock to be very steady. Zug Estates Holding shows Sharpe Ratio of 0.16, which attests that the company had a 0.16% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Zug Estates Holding, which you can use to evaluate the volatility of the company. Please check out Zug Estates' Market Risk Adjusted Performance of (0.93), mean deviation of 0.824, and Downside Deviation of 1.11 to validate if the risk estimate we provide is consistent with the expected return of 0.19%. Zug Estates has a performance score of 12 on a scale of 0 to 100. The firm maintains a market beta of -0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Zug Estates are expected to decrease at a much lower rate. During the bear market, Zug Estates is likely to outperform the market. Zug Estates Holding right now maintains a risk of 1.16%. Please check out Zug Estates Holding standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to decide if Zug Estates Holding will be following its historical returns.
Auto-correlation
-0.35
Poor reverse predictability
Zug Estates Holding has poor reverse predictability. Overlapping area represents the amount of predictability between Zug Estates time series from 4th of December 2024 to 19th of December 2024 and 19th of December 2024 to 3rd 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 Zug Estates Holding price movement. The serial correlation of -0.35 indicates that nearly 35.0% of current Zug Estates price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.35
Spearman Rank Test
-0.11
Residual Average
0.0
Price Variance
167.35
Zug Estates Holding lagged returns against current returns
Autocorrelation, which is Zug Estates 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 Zug Estates' stock expected returns. We can calculate the autocorrelation of Zug Estates returns to help us make a trade decision. For example, suppose you find that Zug Estates 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
Zug Estates 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 Zug Estates stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Zug Estates stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Zug Estates stock over time.
Current vs Lagged Prices
Timeline
Zug Estates Lagged Returns
When evaluating Zug Estates' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Zug Estates stock have on its future price. Zug Estates 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, Zug Estates autocorrelation shows the relationship between Zug Estates stock current value and its past values and can show if there is a momentum factor associated with investing in Zug Estates Holding.
Regressed Prices
Timeline
Also Currently Popular
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.
When running Zug Estates' price analysis, check to measure Zug Estates' 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 Zug Estates is operating at the current time. Most of Zug Estates' value examination focuses on studying past and present price action to predict the probability of Zug Estates' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Zug Estates' price. Additionally, you may evaluate how the addition of Zug Estates to your portfolios can decrease your overall portfolio volatility.