EFG International's market value is the price at which a share of EFG International trades on a public exchange. It measures the collective expectations of EFG International AG investors about its performance. EFG International is trading at 23.68 as of the 25th of December 2025. This is a 18.40 percent increase since the beginning of the trading day. The stock's lowest day price was 23.68. With this module, you can estimate the performance of a buy and hold strategy of EFG International AG and determine expected loss or profit from investing in EFG International over a given investment horizon. Check out EFG International Correlation, EFG International Volatility and EFG International Alpha and Beta module to complement your research on EFG International.
Please note, there is a significant difference between EFG International's value and its price as these two are different measures arrived at by different means. Investors typically determine if EFG International is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, EFG International'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.
EFG International '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 EFG International's otc 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 EFG International.
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11/25/2025
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In 31 days
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If you would invest 0.00 in EFG International on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding EFG International AG or generate 0.0% return on investment in EFG International over 30 days. EFG International is related to or competes with Svenska Handelsbanken, ANZ Group, Westpac Banking, National Australia, Agricultural Bank, Industrial, and Bank of America. EFG International AG, together with its subsidiaries, provides private banking, wealth management, and asset management ... More
EFG International 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 EFG International's otc 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 EFG International AG upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for EFG International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as EFG International's standard deviation. In reality, there are many statistical measures that can use EFG International historical prices to predict the future EFG International's volatility.
EFG International appears to be very steady, given 3 months investment horizon. EFG International secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13 % return per unit of return volatility over the last 3 months. We have found nineteen technical indicators for EFG International AG, which you can use to evaluate the volatility of the firm. Please utilize EFG International's mean deviation of 0.5491, and Standard Deviation of 2.26 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, EFG International holds a performance score of 9. The firm shows a Beta (market volatility) of -0.31, which means possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning EFG International are expected to decrease at a much lower rate. During the bear market, EFG International is likely to outperform the market. Please check EFG International's total risk alpha, and the relationship between the variance and daily balance of power , to make a quick decision on whether EFG International's price patterns will revert.
Auto-correlation
-92,233,720,368,547,760
Near perfect reversele predictability
EFG International AG has near perfect reversele predictability. Overlapping area represents the amount of predictability between EFG International time series from 25th of November 2025 to 10th of December 2025 and 10th of December 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 EFG International price movement. The serial correlation of -9.223372036854776E16 indicates that 9.223372036854776E16% of current EFG International price fluctuation can be explain by its past prices.
Correlation Coefficient
-92233.7 T
Spearman Rank Test
1.0
Residual Average
0.0
Price Variance
3.13
EFG International lagged returns against current returns
Autocorrelation, which is EFG International otc 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 EFG International's otc stock expected returns. We can calculate the autocorrelation of EFG International returns to help us make a trade decision. For example, suppose you find that EFG International has exhibited high autocorrelation historically, and you observe that the otc 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
EFG International 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 EFG International otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if EFG International otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in EFG International otc stock over time.
Current vs Lagged Prices
Timeline
EFG International Lagged Returns
When evaluating EFG International's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of EFG International otc stock have on its future price. EFG International 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, EFG International autocorrelation shows the relationship between EFG International otc stock current value and its past values and can show if there is a momentum factor associated with investing in EFG International AG.
EFG International financial ratios help investors to determine whether EFG OTC Stock 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 EFG with respect to the benefits of owning EFG International security.