APG SGA (Switzerland) Market Value
| APGN Stock | CHF 210.00 3.00 1.45% |
| Symbol | APG |
APG SGA '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 APG SGA'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 APG SGA.
| 12/11/2025 |
| 01/10/2026 |
If you would invest 0.00 in APG SGA on December 11, 2025 and sell it all today you would earn a total of 0.00 from holding APG SGA SA or generate 0.0% return on investment in APG SGA over 30 days. APG SGA is related to or competes with Mobilezone, Burkhalter Holding, Cembra Money, Leonteq AG, and Bossard Holding. APGSGA SA, a media company, provides out of home advertising services primarily in Switzerland and Serbia More
APG SGA 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 APG SGA'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 APG SGA SA upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.31 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.71 | |||
| Value At Risk | (1.90) | |||
| Potential Upside | 1.96 |
APG SGA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for APG SGA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as APG SGA's standard deviation. In reality, there are many statistical measures that can use APG SGA historical prices to predict the future APG SGA's volatility.| Risk Adjusted Performance | 0.0126 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.0204 |
APG SGA SA Backtested Returns
At this stage we consider APG Stock to be very steady. APG SGA SA secures Sharpe Ratio (or Efficiency) of 0.0127, which signifies that the company had a 0.0127 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for APG SGA SA, which you can use to evaluate the volatility of the firm. Please confirm APG SGA's Risk Adjusted Performance of 0.0126, mean deviation of 0.9401, and Downside Deviation of 1.31 to double-check if the risk estimate we provide is consistent with the expected return of 0.0149%. APG SGA has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.2, which signifies not very significant fluctuations relative to the market. As returns on the market increase, APG SGA's returns are expected to increase less than the market. However, during the bear market, the loss of holding APG SGA is expected to be smaller as well. APG SGA SA now shows a risk of 1.18%. Please confirm APG SGA SA coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to decide if APG SGA SA will be following its price patterns.
Auto-correlation | 0.89 |
Very good predictability
APG SGA SA has very good predictability. Overlapping area represents the amount of predictability between APG SGA time series from 11th of December 2025 to 26th of December 2025 and 26th of December 2025 to 10th of January 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 APG SGA SA price movement. The serial correlation of 0.89 indicates that approximately 89.0% of current APG SGA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.89 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 2.49 |
APG SGA SA lagged returns against current returns
Autocorrelation, which is APG SGA 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 APG SGA's stock expected returns. We can calculate the autocorrelation of APG SGA returns to help us make a trade decision. For example, suppose you find that APG SGA 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 |
APG SGA 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 APG SGA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if APG SGA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in APG SGA stock over time.
Current vs Lagged Prices |
| Timeline |
APG SGA Lagged Returns
When evaluating APG SGA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of APG SGA stock have on its future price. APG SGA 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, APG SGA autocorrelation shows the relationship between APG SGA stock current value and its past values and can show if there is a momentum factor associated with investing in APG SGA 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 APG Stock Analysis
When running APG SGA's price analysis, check to measure APG SGA'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 APG SGA is operating at the current time. Most of APG SGA's value examination focuses on studying past and present price action to predict the probability of APG SGA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move APG SGA's price. Additionally, you may evaluate how the addition of APG SGA to your portfolios can decrease your overall portfolio volatility.