Sygnum Platform (Switzerland) Market Value
| MOON Etf | USD 19.68 0.29 1.45% |
| Symbol | Sygnum |
Please note, there is a significant difference between Sygnum Platform's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sygnum Platform is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sygnum Platform'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.
Sygnum Platform '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 Sygnum Platform's etf 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 Sygnum Platform.
| 01/07/2025 |
| 02/06/2025 |
If you would invest 0.00 in Sygnum Platform on January 7, 2025 and sell it all today you would earn a total of 0.00 from holding Sygnum Platform Winners or generate 0.0% return on investment in Sygnum Platform over 30 days. Sygnum Platform is related to or competes with UBSFund Solutions, Vanguard, IShares VII, IShares Core, Lyxor Japan, IShares Core, and IShares SP. Track most widely accepted native crypto assets of original protocols More
Sygnum Platform 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 Sygnum Platform's etf 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 Sygnum Platform Winners upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.55 | |||
| Information Ratio | 0.0652 | |||
| Maximum Drawdown | 31.17 | |||
| Value At Risk | (7.75) | |||
| Potential Upside | 9.57 |
Sygnum Platform Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sygnum Platform's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sygnum Platform's standard deviation. In reality, there are many statistical measures that can use Sygnum Platform historical prices to predict the future Sygnum Platform's volatility.| Risk Adjusted Performance | 0.0605 | |||
| Jensen Alpha | 0.3777 | |||
| Total Risk Alpha | 0.1885 | |||
| Sortino Ratio | 0.0647 | |||
| Treynor Ratio | 1.38 |
Sygnum Platform Winners Backtested Returns
Sygnum Platform appears to be somewhat reliable, given 3 months investment horizon. Sygnum Platform Winners owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0717, which indicates the etf had a 0.0717 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Sygnum Platform Winners, which you can use to evaluate the volatility of the etf. Please review Sygnum Platform's Coefficient Of Variation of 1394.61, risk adjusted performance of 0.0605, and Semi Deviation of 5.21 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.28, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Sygnum Platform's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sygnum Platform is expected to be smaller as well.
Auto-correlation | -0.25 |
Weak reverse predictability
Sygnum Platform Winners has weak reverse predictability. Overlapping area represents the amount of predictability between Sygnum Platform time series from 7th of January 2025 to 22nd of January 2025 and 22nd of January 2025 to 6th of February 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 Sygnum Platform Winners price movement. The serial correlation of -0.25 indicates that over 25.0% of current Sygnum Platform price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.25 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 2.2 |
Sygnum Platform Winners lagged returns against current returns
Autocorrelation, which is Sygnum Platform etf'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 Sygnum Platform's etf expected returns. We can calculate the autocorrelation of Sygnum Platform returns to help us make a trade decision. For example, suppose you find that Sygnum Platform has exhibited high autocorrelation historically, and you observe that the etf 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 |
Sygnum Platform 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 Sygnum Platform etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sygnum Platform etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sygnum Platform etf over time.
Current vs Lagged Prices |
| Timeline |
Sygnum Platform Lagged Returns
When evaluating Sygnum Platform's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sygnum Platform etf have on its future price. Sygnum Platform 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, Sygnum Platform autocorrelation shows the relationship between Sygnum Platform etf current value and its past values and can show if there is a momentum factor associated with investing in Sygnum Platform Winners.
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.Other Information on Investing in Sygnum Etf
Sygnum Platform financial ratios help investors to determine whether Sygnum Etf 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 Sygnum with respect to the benefits of owning Sygnum Platform security.