Georg Fischer's market value is the price at which a share of Georg Fischer trades on a public exchange. It measures the collective expectations of Georg Fischer AG investors about its performance. Georg Fischer is trading at 75.00 as of the 24th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 75.0. With this module, you can estimate the performance of a buy and hold strategy of Georg Fischer AG and determine expected loss or profit from investing in Georg Fischer over a given investment horizon. Check out Georg Fischer Correlation, Georg Fischer Volatility and Georg Fischer Alpha and Beta module to complement your research on Georg Fischer.
Please note, there is a significant difference between Georg Fischer's value and its price as these two are different measures arrived at by different means. Investors typically determine if Georg Fischer is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Georg Fischer'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.
Georg Fischer '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 Georg Fischer's pink sheet 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 Georg Fischer.
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Georg Fischer's pink sheet 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 Georg Fischer 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 Georg Fischer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Georg Fischer's standard deviation. In reality, there are many statistical measures that can use Georg Fischer historical prices to predict the future Georg Fischer's volatility.
Georg Fischer AG holds Efficiency (Sharpe) Ratio of -0.12, which attests that the entity had a -0.12 % return per unit of risk over the last 3 months. Georg Fischer AG exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Georg Fischer's Risk Adjusted Performance of (0.09), standard deviation of 0.5638, and Market Risk Adjusted Performance of 0.4627 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Georg Fischer are expected to decrease at a much lower rate. During the bear market, Georg Fischer is likely to outperform the market. At this point, Georg Fischer AG has a negative expected return of -0.0716%. Please make sure to check out Georg Fischer's variance, skewness, as well as the relationship between the Skewness and day typical price , to decide if Georg Fischer AG performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.57
Good reverse predictability
Georg Fischer AG has good reverse predictability. Overlapping area represents the amount of predictability between Georg Fischer time series from 28th of May 2025 to 10th of September 2025 and 10th of September 2025 to 24th 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 Georg Fischer AG price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Georg Fischer price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.57
Spearman Rank Test
-0.28
Residual Average
0.0
Price Variance
2.76
Georg Fischer AG lagged returns against current returns
Autocorrelation, which is Georg Fischer pink sheet'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 Georg Fischer's pink sheet expected returns. We can calculate the autocorrelation of Georg Fischer returns to help us make a trade decision. For example, suppose you find that Georg Fischer has exhibited high autocorrelation historically, and you observe that the pink sheet 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
Georg Fischer 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 Georg Fischer pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Georg Fischer pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Georg Fischer pink sheet over time.
Current vs Lagged Prices
Timeline
Georg Fischer Lagged Returns
When evaluating Georg Fischer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Georg Fischer pink sheet have on its future price. Georg Fischer 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, Georg Fischer autocorrelation shows the relationship between Georg Fischer pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Georg Fischer AG.
Other Information on Investing in Georg Pink Sheet
Georg Fischer financial ratios help investors to determine whether Georg Pink Sheet 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 Georg with respect to the benefits of owning Georg Fischer security.