Ossiam Shiller Barclays Etf Key Fundamental Indicators
| 5OGU Etf | 169.66 0.06 0.04% |
As of the 5th of March, Ossiam Shiller holds the Standard Deviation of 0.4888, risk adjusted performance of 0.288, and Downside Deviation of 0.7271. Ossiam Shiller Barclays technical analysis gives you tools to exploit past prices in attempt to determine a pattern that determines the direction of the etf's future prices. Please check Ossiam Shiller Barclays jensen alpha, maximum drawdown, and the relationship between the information ratio and treynor ratio to decide if Ossiam Shiller Barclays is priced some-what accurately, providing market reflects its current price of 169.66 per share.
Ossiam Shiller's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Ossiam Shiller's valuation are provided below:Ossiam Shiller Barclays does not presently have any trending fundamental ratios for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Ossiam |
Ossiam Shiller '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 Ossiam Shiller's etf 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 Ossiam Shiller.
| 12/05/2025 |
| 03/05/2026 |
If you would invest 0.00 in Ossiam Shiller on December 5, 2025 and sell it all today you would earn a total of 0.00 from holding Ossiam Shiller Barclays or generate 0.0% return on investment in Ossiam Shiller over 90 days. Ossiam Shiller is related to or competes with Ossiam Europe, Ossiam ESG, Ossiam STOXX, Ossiam Shiller, Ossiam Shiller, and Ossiam Shiller. Ossiam Shiller is entity of Switzerland. It is traded as Etf on SW exchange. More
Ossiam Shiller 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 Ossiam Shiller's etf 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 Ossiam Shiller Barclays upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7271 | |||
| Information Ratio | 0.2999 | |||
| Maximum Drawdown | 1.9 | |||
| Value At Risk | (0.58) | |||
| Potential Upside | 1.01 |
Ossiam Shiller Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ossiam Shiller's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ossiam Shiller's standard deviation. In reality, there are many statistical measures that can use Ossiam Shiller historical prices to predict the future Ossiam Shiller's volatility.| Risk Adjusted Performance | 0.288 | |||
| Jensen Alpha | 0.1801 | |||
| Total Risk Alpha | 0.1585 | |||
| Sortino Ratio | 0.2016 | |||
| Treynor Ratio | 10.63 |
Ossiam Shiller March 5, 2026 Technical Indicators
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| Volume Indicators |
| Risk Adjusted Performance | 0.288 | |||
| Market Risk Adjusted Performance | 10.64 | |||
| Mean Deviation | 0.3602 | |||
| Downside Deviation | 0.7271 | |||
| Coefficient Of Variation | 256.28 | |||
| Standard Deviation | 0.4888 | |||
| Variance | 0.2389 | |||
| Information Ratio | 0.2999 | |||
| Jensen Alpha | 0.1801 | |||
| Total Risk Alpha | 0.1585 | |||
| Sortino Ratio | 0.2016 | |||
| Treynor Ratio | 10.63 | |||
| Maximum Drawdown | 1.9 | |||
| Value At Risk | (0.58) | |||
| Potential Upside | 1.01 | |||
| Downside Variance | 0.5287 | |||
| Semi Variance | (0.07) | |||
| Expected Short fall | (0.57) | |||
| Skewness | (0.59) | |||
| Kurtosis | 2.97 |
Ossiam Shiller Barclays Backtested Returns
At this stage we consider Ossiam Etf to be very steady. Ossiam Shiller Barclays maintains Sharpe Ratio (i.e., Efficiency) of 0.36, which implies the entity had a 0.36 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ossiam Shiller Barclays, which you can use to evaluate the volatility of the etf. Please check Ossiam Shiller's Risk Adjusted Performance of 0.288, standard deviation of 0.4888, and Downside Deviation of 0.7271 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. The etf holds a Beta of 0.017, which implies not very significant fluctuations relative to the market. As returns on the market increase, Ossiam Shiller's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ossiam Shiller is expected to be smaller as well.
Auto-correlation | 0.95 |
Excellent predictability
Ossiam Shiller Barclays has excellent predictability. Overlapping area represents the amount of predictability between Ossiam Shiller time series from 5th of December 2025 to 19th of January 2026 and 19th of January 2026 to 5th of March 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Ossiam Shiller Barclays price movement. The serial correlation of 0.95 indicates that approximately 95.0% of current Ossiam Shiller price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.95 | |
| Spearman Rank Test | 0.97 | |
| Residual Average | 0.0 | |
| Price Variance | 9.09 |
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.
| Competition |
Based on the recorded statements, Ossiam Shiller Barclays has an One Year Return of 25.7%. This is much higher than that of the family and significantly higher than that of the Other Equity category. The one year return for all Switzerland etfs is notably lower than that of the firm.
Ossiam One Year Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Ossiam Shiller's direct or indirect competition against its One Year Return to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Ossiam Shiller could also be used in its relative valuation, which is a method of valuing Ossiam Shiller by comparing valuation metrics of similar companies.Ossiam Shiller is currently under evaluation in one year return as compared to similar ETFs.
Ossiam Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Ossiam Shiller's current stock value. Our valuation model uses many indicators to compare Ossiam Shiller value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Ossiam Shiller competition to find correlations between indicators driving Ossiam Shiller's intrinsic value. More Info.Ossiam Shiller Barclays is the top ETF in one year return as compared to similar ETFs. It also is the top ETF in three year return as compared to similar ETFs reporting about 0.72 of Three Year Return per One Year Return. The ratio of One Year Return to Three Year Return for Ossiam Shiller Barclays is roughly 1.40 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Ossiam Shiller's earnings, one of the primary drivers of an investment's value.Ossiam Fundamentals
| One Year Return | 25.70 % | |||
| Three Year Return | 18.40 % |
About Ossiam Shiller Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Ossiam Shiller Barclays's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Ossiam Shiller using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Ossiam Shiller Barclays based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.Ossiam Shiller is entity of Switzerland. It is traded as Etf on SW exchange.
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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.Other Information on Investing in Ossiam Etf
Ossiam Shiller financial ratios help investors to determine whether Ossiam Etf 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 Ossiam with respect to the benefits of owning Ossiam Shiller security.