BVZ Holding (Switzerland) Market Value
| BVZN Stock | CHF 875.00 15.00 1.69% |
| Symbol | BVZ |
BVZ 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 BVZ 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 BVZ Holding.
| 12/09/2023 |
| 12/03/2024 |
If you would invest 0.00 in BVZ Holding on December 9, 2023 and sell it all today you would earn a total of 0.00 from holding BVZ Holding AG or generate 0.0% return on investment in BVZ Holding over 360 days. BVZ Holding is related to or competes with Jungfraubahn Holding, Daetwyl I, Also Holding, Emmi AG, and IVF Hartmann. BVZ Holding AG, through its subsidiaries, provides public transport and tourist services in Switzerland More
BVZ 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 BVZ 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 BVZ Holding AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.23) | |||
| Maximum Drawdown | 5.41 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.67 |
BVZ Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for BVZ Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as BVZ Holding's standard deviation. In reality, there are many statistical measures that can use BVZ Holding historical prices to predict the future BVZ Holding's volatility.| Risk Adjusted Performance | (0.07) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 3.55 |
BVZ Holding AG Backtested Returns
BVZ Holding AG secures Sharpe Ratio (or Efficiency) of -0.099, which signifies that the company had a -0.099% return per unit of volatility over the last 3 months. BVZ Holding AG exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm BVZ Holding's mean deviation of 0.6905, and Risk Adjusted Performance of (0.07) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.0295, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning BVZ Holding are expected to decrease at a much lower rate. During the bear market, BVZ Holding is likely to outperform the market. At this point, BVZ Holding AG has a negative expected return of -0.0947%. Please make sure to confirm BVZ Holding's potential upside, kurtosis, daily balance of power, as well as the relationship between the skewness and accumulation distribution , to decide if BVZ Holding AG performance from the past will be repeated at some future point.
Auto-correlation | -0.81 |
Excellent reverse predictability
BVZ Holding AG has excellent reverse predictability. Overlapping area represents the amount of predictability between BVZ Holding time series from 9th of December 2023 to 6th of June 2024 and 6th of June 2024 to 3rd 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 BVZ Holding AG price movement. The serial correlation of -0.81 indicates that around 81.0% of current BVZ Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | -0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 1769.99 |
BVZ Holding AG lagged returns against current returns
Autocorrelation, which is BVZ 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 BVZ Holding's stock expected returns. We can calculate the autocorrelation of BVZ Holding returns to help us make a trade decision. For example, suppose you find that BVZ 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 |
BVZ 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 BVZ Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if BVZ Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in BVZ Holding stock over time.
Current vs Lagged Prices |
| Timeline |
BVZ Holding Lagged Returns
When evaluating BVZ Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of BVZ Holding stock have on its future price. BVZ 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, BVZ Holding autocorrelation shows the relationship between BVZ Holding stock current value and its past values and can show if there is a momentum factor associated with investing in BVZ Holding 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 BVZ Stock Analysis
When running BVZ Holding's price analysis, check to measure BVZ 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 BVZ Holding is operating at the current time. Most of BVZ Holding's value examination focuses on studying past and present price action to predict the probability of BVZ 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 BVZ Holding's price. Additionally, you may evaluate how the addition of BVZ Holding to your portfolios can decrease your overall portfolio volatility.