Airesis SA (Switzerland) Market Value
| AIRE Stock | CHF 0.06 0 8.18% |
| Symbol | Airesis |
Airesis SA '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 Airesis SA'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 Airesis SA.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Airesis SA on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Airesis SA or generate 0.0% return on investment in Airesis SA over 720 days. Airesis SA is related to or competes with Ascom Holding, Bellevue Group, Cicor Technologies, Adval Tech, and Banque Cantonale. Airesis SA is a private equity and venture capital firm specializing in early, mid, and late venture, emerging growth, g... More
Airesis SA 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 Airesis SA'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 Airesis SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 123.19 | |||
| Value At Risk | (28.95) | |||
| Potential Upside | 22.58 |
Airesis SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Airesis SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Airesis SA's standard deviation. In reality, there are many statistical measures that can use Airesis SA historical prices to predict the future Airesis SA's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (1.39) | |||
| Total Risk Alpha | (3.70) | |||
| Treynor Ratio | (0.52) |
Airesis SA Backtested Returns
Airesis SA secures Sharpe Ratio (or Efficiency) of -0.0944, which signifies that the company had a -0.0944% return per unit of risk over the last 3 months. Airesis SA exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Airesis SA's Standard Deviation of 19.44, risk adjusted performance of (0.04), and Mean Deviation of 13.0 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 2.23, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Airesis SA will likely underperform. At this point, Airesis SA has a negative expected return of -1.84%. Please make sure to confirm Airesis SA's total risk alpha, maximum drawdown, skewness, as well as the relationship between the treynor ratio and potential upside , to decide if Airesis SA performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.11 |
Insignificant predictability
Airesis SA has insignificant predictability. Overlapping area represents the amount of predictability between Airesis SA time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Airesis SA price movement. The serial correlation of 0.11 indicates that less than 11.0% of current Airesis SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.11 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Airesis SA lagged returns against current returns
Autocorrelation, which is Airesis SA 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 Airesis SA's stock expected returns. We can calculate the autocorrelation of Airesis SA returns to help us make a trade decision. For example, suppose you find that Airesis SA 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 |
Airesis SA 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 Airesis SA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Airesis SA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Airesis SA stock over time.
Current vs Lagged Prices |
| Timeline |
Airesis SA Lagged Returns
When evaluating Airesis SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Airesis SA stock have on its future price. Airesis SA 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, Airesis SA autocorrelation shows the relationship between Airesis SA stock current value and its past values and can show if there is a momentum factor associated with investing in Airesis 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 Airesis Stock Analysis
When running Airesis SA's price analysis, check to measure Airesis SA'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 Airesis SA is operating at the current time. Most of Airesis SA's value examination focuses on studying past and present price action to predict the probability of Airesis SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Airesis SA's price. Additionally, you may evaluate how the addition of Airesis SA to your portfolios can decrease your overall portfolio volatility.