Belimo Holding (Switzerland) Market Value
| BEAN Stock | CHF 583.50 4.50 0.78% |
| Symbol | Belimo |
Belimo Holding '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 Belimo Holding'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 Belimo Holding.
| 12/08/2022 |
| 11/27/2024 |
If you would invest 0.00 in Belimo Holding on December 8, 2022 and sell it all today you would earn a total of 0.00 from holding Belimo Holding or generate 0.0% return on investment in Belimo Holding over 720 days. Belimo Holding is related to or competes with EMS CHEMIE, Geberit AG, VAT Group, Interroll Holding, and Tecan Group. BELIMO Holding AG, together with its subsidiaries, develops, produces, and markets electrical actuator solutions, valve ... More
Belimo Holding 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 Belimo Holding'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 Belimo Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.984 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 6.49 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 1.55 |
Belimo Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Belimo Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Belimo Holding's standard deviation. In reality, there are many statistical measures that can use Belimo Holding historical prices to predict the future Belimo Holding's volatility.| Risk Adjusted Performance | 0.051 | |||
| Jensen Alpha | 0.011 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | (0.06) | |||
| Treynor Ratio | 0.1481 |
Belimo Holding Backtested Returns
At this stage we consider Belimo Stock to be very steady. Belimo Holding secures Sharpe Ratio (or Efficiency) of 0.0494, which signifies that the company had a 0.0494% return per unit of risk over the last 3 months. We have found thirty technical indicators for Belimo Holding, which you can use to evaluate the volatility of the firm. Please confirm Belimo Holding's Mean Deviation of 0.8179, downside deviation of 0.984, and Risk Adjusted Performance of 0.051 to double-check if the risk estimate we provide is consistent with the expected return of 0.0541%. Belimo Holding has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Belimo Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Belimo Holding is expected to be smaller as well. Belimo Holding right now shows a risk of 1.1%. Please confirm Belimo Holding coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the standard deviation and total risk alpha , to decide if Belimo Holding will be following its price patterns.
Auto-correlation | -0.45 |
Modest reverse predictability
Belimo Holding has modest reverse predictability. Overlapping area represents the amount of predictability between Belimo Holding time series from 8th of December 2022 to 3rd of December 2023 and 3rd of December 2023 to 27th 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 Belimo Holding price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Belimo Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 4884.72 |
Belimo Holding lagged returns against current returns
Autocorrelation, which is Belimo Holding 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 Belimo Holding's stock expected returns. We can calculate the autocorrelation of Belimo Holding returns to help us make a trade decision. For example, suppose you find that Belimo Holding 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 |
Belimo Holding 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 Belimo Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Belimo Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Belimo Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Belimo Holding Lagged Returns
When evaluating Belimo Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Belimo Holding stock have on its future price. Belimo Holding 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, Belimo Holding autocorrelation shows the relationship between Belimo Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Belimo Holding.
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 Belimo Stock Analysis
When running Belimo Holding's price analysis, check to measure Belimo Holding'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 Belimo Holding is operating at the current time. Most of Belimo Holding's value examination focuses on studying past and present price action to predict the probability of Belimo Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Belimo Holding's price. Additionally, you may evaluate how the addition of Belimo Holding to your portfolios can decrease your overall portfolio volatility.