Bell AG (Switzerland) Market Value
| BELL Stock | CHF 265.00 0.50 0.19% |
| Symbol | Bell |
Bell AG '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 Bell AG'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 Bell AG.
| 12/07/2023 |
| 12/01/2024 |
If you would invest 0.00 in Bell AG on December 7, 2023 and sell it all today you would earn a total of 0.00 from holding Bell AG or generate 0.0% return on investment in Bell AG over 360 days. Bell AG is related to or competes with Emmi AG, Feintool International, Implenia, and Bossard Holding. Its products include meat, poultry, charcuterie, seafood, and convenience products, such as salads, sandwiches, ready-ma... More
Bell AG 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 Bell AG'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 Bell AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8284 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 4.49 | |||
| Value At Risk | (1.31) | |||
| Potential Upside | 1.14 |
Bell AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bell AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bell AG's standard deviation. In reality, there are many statistical measures that can use Bell AG historical prices to predict the future Bell AG's volatility.| Risk Adjusted Performance | 0.0299 | |||
| Jensen Alpha | 0.0061 | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | 0.1906 |
Bell AG Backtested Returns
At this stage we consider Bell Stock to be very steady. Bell AG secures Sharpe Ratio (or Efficiency) of 0.0033, which signifies that the company had a 0.0033% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Bell AG, which you can use to evaluate the volatility of the firm. Please confirm Bell AG's Mean Deviation of 0.4917, downside deviation of 0.8284, and Risk Adjusted Performance of 0.0299 to double-check if the risk estimate we provide is consistent with the expected return of 0.0022%. The firm shows a Beta (market volatility) of 0.0966, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bell AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bell AG is expected to be smaller as well. Bell AG right now shows a risk of 0.67%. Please confirm Bell AG jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to decide if Bell AG will be following its price patterns.
Auto-correlation | 0.54 |
Modest predictability
Bell AG has modest predictability. Overlapping area represents the amount of predictability between Bell AG time series from 7th of December 2023 to 4th of June 2024 and 4th of June 2024 to 1st of December 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 Bell AG price movement. The serial correlation of 0.54 indicates that about 54.0% of current Bell AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 36.14 |
Bell AG lagged returns against current returns
Autocorrelation, which is Bell AG 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 Bell AG's stock expected returns. We can calculate the autocorrelation of Bell AG returns to help us make a trade decision. For example, suppose you find that Bell AG 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 |
Bell AG 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 Bell AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bell AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bell AG stock over time.
Current vs Lagged Prices |
| Timeline |
Bell AG Lagged Returns
When evaluating Bell AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bell AG stock have on its future price. Bell AG 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, Bell AG autocorrelation shows the relationship between Bell AG stock current value and its past values and can show if there is a momentum factor associated with investing in Bell AG.
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 Bell Stock Analysis
When running Bell AG's price analysis, check to measure Bell AG'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 Bell AG is operating at the current time. Most of Bell AG's value examination focuses on studying past and present price action to predict the probability of Bell AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bell AG's price. Additionally, you may evaluate how the addition of Bell AG to your portfolios can decrease your overall portfolio volatility.