BKW AG (Switzerland) Market Value
| BKW Stock | CHF 175.40 2.10 1.21% |
| Symbol | BKW |
BKW 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 BKW 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 BKW AG.
| 10/16/2024 |
| 01/09/2026 |
If you would invest 0.00 in BKW AG on October 16, 2024 and sell it all today you would earn a total of 0.00 from holding BKW AG or generate 0.0% return on investment in BKW AG over 450 days. BKW AG is related to or competes with Swiss Life, Emmi AG, Bachem Holding, and VAT Group. BKW AG designs, builds, and operates infrastructure to produce and supply energy for businesses, households, and the pub... More
BKW 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 BKW 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 BKW AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.46 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 7.89 | |||
| Value At Risk | (1.65) | |||
| Potential Upside | 1.77 |
BKW AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BKW AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BKW AG's standard deviation. In reality, there are many statistical measures that can use BKW AG historical prices to predict the future BKW AG's volatility.| Risk Adjusted Performance | 0.0091 | |||
| Jensen Alpha | (0.0001) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.0818 |
BKW AG Backtested Returns
BKW AG secures Sharpe Ratio (or Efficiency) of close to zero, which signifies that the company had a close to zero % return per unit of volatility over the last 3 months. BKW AG exposes thirty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BKW AG's mean deviation of 0.8125, and Risk Adjusted Performance of 0.0091 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0181, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BKW AG are expected to decrease at a much lower rate. During the bear market, BKW AG is likely to outperform the market. At this point, BKW AG has a negative expected return of -0.0041%. Please make sure to confirm BKW AG's expected short fall, and the relationship between the value at risk and daily balance of power , to decide if BKW AG performance from the past will be repeated at future time.
Auto-correlation | -0.29 |
Weak reverse predictability
BKW AG has weak reverse predictability. Overlapping area represents the amount of predictability between BKW AG time series from 16th of October 2024 to 29th of May 2025 and 29th of May 2025 to 9th 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 BKW AG price movement. The serial correlation of -0.29 indicates that nearly 29.0% of current BKW AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.29 | |
| Spearman Rank Test | -0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 38.75 |
BKW AG lagged returns against current returns
Autocorrelation, which is BKW 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 BKW AG's stock expected returns. We can calculate the autocorrelation of BKW AG returns to help us make a trade decision. For example, suppose you find that BKW 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 |
BKW 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 BKW AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BKW AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BKW AG stock over time.
Current vs Lagged Prices |
| Timeline |
BKW AG Lagged Returns
When evaluating BKW AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BKW AG stock have on its future price. BKW 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, BKW AG autocorrelation shows the relationship between BKW AG stock current value and its past values and can show if there is a momentum factor associated with investing in BKW 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 BKW Stock Analysis
When running BKW AG's price analysis, check to measure BKW 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 BKW AG is operating at the current time. Most of BKW AG's value examination focuses on studying past and present price action to predict the probability of BKW 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 BKW AG's price. Additionally, you may evaluate how the addition of BKW AG to your portfolios can decrease your overall portfolio volatility.