Dominice Swiss (Switzerland) Market Value
| DSPF Fund | 170.40 2.40 1.43% |
| Symbol | Dominice |
Dominice Swiss '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 Dominice Swiss' 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 Dominice Swiss.
| 06/28/2025 |
| 12/25/2025 |
If you would invest 0.00 in Dominice Swiss on June 28, 2025 and sell it all today you would earn a total of 0.00 from holding Dominice Swiss Property or generate 0.0% return on investment in Dominice Swiss over 180 days.
Dominice Swiss 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 Dominice Swiss' 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 Dominice Swiss Property upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.11 | |||
| Information Ratio | 0.0201 | |||
| Maximum Drawdown | 25.81 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 1.72 |
Dominice Swiss Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dominice Swiss' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dominice Swiss' standard deviation. In reality, there are many statistical measures that can use Dominice Swiss historical prices to predict the future Dominice Swiss' volatility.| Risk Adjusted Performance | 0.0343 | |||
| Jensen Alpha | 0.1163 | |||
| Total Risk Alpha | (0.20) | |||
| Sortino Ratio | 0.0198 | |||
| Treynor Ratio | 0.3475 |
Dominice Swiss Property Backtested Returns
At this stage we consider Dominice Fund to be very steady. Dominice Swiss Property secures Sharpe Ratio (or Efficiency) of 0.0393, which denotes the fund had a 0.0393 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Dominice Swiss Property, which you can use to evaluate the volatility of the entity. Please confirm Dominice Swiss' Downside Deviation of 4.11, coefficient of variation of 2699.21, and Mean Deviation of 1.31 to check if the risk estimate we provide is consistent with the expected return of 0.16%. The fund shows a Beta (market volatility) of 0.4, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dominice Swiss' returns are expected to increase less than the market. However, during the bear market, the loss of holding Dominice Swiss is expected to be smaller as well.
Auto-correlation | 0.55 |
Modest predictability
Dominice Swiss Property has modest predictability. Overlapping area represents the amount of predictability between Dominice Swiss time series from 28th of June 2025 to 26th of September 2025 and 26th of September 2025 to 25th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dominice Swiss Property price movement. The serial correlation of 0.55 indicates that about 55.0% of current Dominice Swiss price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 72.35 |
Dominice Swiss Property lagged returns against current returns
Autocorrelation, which is Dominice Swiss 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 Dominice Swiss' fund expected returns. We can calculate the autocorrelation of Dominice Swiss returns to help us make a trade decision. For example, suppose you find that Dominice Swiss 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 |
Dominice Swiss 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 Dominice Swiss fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dominice Swiss fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dominice Swiss fund over time.
Current vs Lagged Prices |
| Timeline |
Dominice Swiss Lagged Returns
When evaluating Dominice Swiss' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dominice Swiss fund have on its future price. Dominice Swiss 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, Dominice Swiss autocorrelation shows the relationship between Dominice Swiss fund current value and its past values and can show if there is a momentum factor associated with investing in Dominice Swiss Property.
Regressed Prices |
| Timeline |
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