Aevis Victoria (Switzerland) Market Value
| AEVS Stock | CHF 13.80 0.20 1.43% |
| Symbol | Aevis |
Aevis Victoria '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 Aevis Victoria'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 Aevis Victoria.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Aevis Victoria on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Aevis Victoria SA or generate 0.0% return on investment in Aevis Victoria over 540 days. Aevis Victoria is related to or competes with Bachem Holding, COSMO Pharmaceuticals, Ypsomed Holding, Siegfried Holding, and Bossard Holding. Aevis Victoria SA provides services to healthcare, lifestyle, and infrastructure sectors in Switzerland More
Aevis Victoria 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 Aevis Victoria'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 Aevis Victoria SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 10.1 | |||
| Value At Risk | (2.08) | |||
| Potential Upside | 2.19 |
Aevis Victoria Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Aevis Victoria's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Aevis Victoria's standard deviation. In reality, there are many statistical measures that can use Aevis Victoria historical prices to predict the future Aevis Victoria's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | 0.515 |
Aevis Victoria SA Backtested Returns
Aevis Victoria SA secures Sharpe Ratio (or Efficiency) of -0.0346, which signifies that the company had a -0.0346% return per unit of risk over the last 3 months. Aevis Victoria SA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Aevis Victoria's Mean Deviation of 0.8464, standard deviation of 1.55, and Risk Adjusted Performance of (0.04) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Aevis Victoria are expected to decrease at a much lower rate. During the bear market, Aevis Victoria is likely to outperform the market. At this point, Aevis Victoria SA has a negative expected return of -0.0542%. Please make sure to confirm Aevis Victoria's potential upside, kurtosis, and the relationship between the value at risk and skewness , to decide if Aevis Victoria SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.81 |
Very good predictability
Aevis Victoria SA has very good predictability. Overlapping area represents the amount of predictability between Aevis Victoria time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th of November 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 Aevis Victoria SA price movement. The serial correlation of 0.81 indicates that around 81.0% of current Aevis Victoria price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.81 | |
| Spearman Rank Test | 0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.77 |
Aevis Victoria SA lagged returns against current returns
Autocorrelation, which is Aevis Victoria 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 Aevis Victoria's stock expected returns. We can calculate the autocorrelation of Aevis Victoria returns to help us make a trade decision. For example, suppose you find that Aevis Victoria 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 |
Aevis Victoria 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 Aevis Victoria stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Aevis Victoria stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Aevis Victoria stock over time.
Current vs Lagged Prices |
| Timeline |
Aevis Victoria Lagged Returns
When evaluating Aevis Victoria's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Aevis Victoria stock have on its future price. Aevis Victoria 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, Aevis Victoria autocorrelation shows the relationship between Aevis Victoria stock current value and its past values and can show if there is a momentum factor associated with investing in Aevis Victoria SA.
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 Aevis Stock Analysis
When running Aevis Victoria's price analysis, check to measure Aevis Victoria'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 Aevis Victoria is operating at the current time. Most of Aevis Victoria's value examination focuses on studying past and present price action to predict the probability of Aevis Victoria's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Aevis Victoria's price. Additionally, you may evaluate how the addition of Aevis Victoria to your portfolios can decrease your overall portfolio volatility.