Bonhote Immobilier (Switzerland) Market Value
| BIM Fund | CHF 163.00 0.50 0.31% |
| Symbol | Bonhote |
Please note, there is a significant difference between Bonhote Immobilier's value and its price as these two are different measures arrived at by different means. Investors typically determine if Bonhote Immobilier is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Bonhote Immobilier's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Bonhote Immobilier '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 Bonhote Immobilier's fund 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 Bonhote Immobilier.
| 11/18/2024 |
| 12/18/2024 |
If you would invest 0.00 in Bonhote Immobilier on November 18, 2024 and sell it all today you would earn a total of 0.00 from holding Bonhote Immobilier SICAV BIM or generate 0.0% return on investment in Bonhote Immobilier over 30 days. More
Bonhote Immobilier 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 Bonhote Immobilier's fund 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 Bonhote Immobilier SICAV BIM upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.09 | |||
| Information Ratio | 0.1505 | |||
| Maximum Drawdown | 6.15 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.94 |
Bonhote Immobilier Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bonhote Immobilier's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bonhote Immobilier's standard deviation. In reality, there are many statistical measures that can use Bonhote Immobilier historical prices to predict the future Bonhote Immobilier's volatility.| Risk Adjusted Performance | 0.1605 | |||
| Jensen Alpha | 0.217 | |||
| Total Risk Alpha | 0.1292 | |||
| Sortino Ratio | 0.1396 | |||
| Treynor Ratio | (1.62) |
Bonhote Immobilier Backtested Returns
Bonhote Immobilier appears to be very steady, given 3 months investment horizon. Bonhote Immobilier secures Sharpe Ratio (or Efficiency) of 0.21, which signifies that the fund had a 0.21% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Bonhote Immobilier SICAV BIM, which you can use to evaluate the volatility of the entity. Please makes use of Bonhote Immobilier's Mean Deviation of 0.7443, downside deviation of 1.09, and Risk Adjusted Performance of 0.1605 to double-check if our risk estimates are consistent with your expectations. The fund shows a Beta (market volatility) of -0.13, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Bonhote Immobilier are expected to decrease at a much lower rate. During the bear market, Bonhote Immobilier is likely to outperform the market.
Auto-correlation | 0.59 |
Modest predictability
Bonhote Immobilier SICAV BIM has modest predictability. Overlapping area represents the amount of predictability between Bonhote Immobilier time series from 18th of November 2024 to 3rd of December 2024 and 3rd of December 2024 to 18th 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 Bonhote Immobilier price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Bonhote Immobilier price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.59 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 2.7 |
Bonhote Immobilier lagged returns against current returns
Autocorrelation, which is Bonhote Immobilier fund'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 Bonhote Immobilier's fund expected returns. We can calculate the autocorrelation of Bonhote Immobilier returns to help us make a trade decision. For example, suppose you find that Bonhote Immobilier has exhibited high autocorrelation historically, and you observe that the fund 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 |
Bonhote Immobilier 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 Bonhote Immobilier fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bonhote Immobilier fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bonhote Immobilier fund over time.
Current vs Lagged Prices |
| Timeline |
Bonhote Immobilier Lagged Returns
When evaluating Bonhote Immobilier's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bonhote Immobilier fund have on its future price. Bonhote Immobilier 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, Bonhote Immobilier autocorrelation shows the relationship between Bonhote Immobilier fund current value and its past values and can show if there is a momentum factor associated with investing in Bonhote Immobilier SICAV BIM.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Bonhote Fund
Bonhote Immobilier financial ratios help investors to determine whether Bonhote Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Bonhote with respect to the benefits of owning Bonhote Immobilier security.
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