Mobilezone (Switzerland) Market Value
| MOZN Stock | CHF 14.14 0.18 1.29% |
| Symbol | Mobilezone |
Mobilezone '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 Mobilezone'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 Mobilezone.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Mobilezone on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding mobilezone ag or generate 0.0% return on investment in Mobilezone over 30 days. Mobilezone is related to or competes with SPDR Dow, Baloise Holding, Autoneum Holding, Banque Cantonale, UBS ETF, Xtrackers MSCI, and BB Biotech. mobilezone holding ag, together with its subsidiaries, provides mobile and fixed-line telephony, Internet, and digital T... More
Mobilezone 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 Mobilezone'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 mobilezone ag upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8104 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 5.01 | |||
| Value At Risk | (1.15) | |||
| Potential Upside | 1.2 |
Mobilezone Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mobilezone's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mobilezone's standard deviation. In reality, there are many statistical measures that can use Mobilezone historical prices to predict the future Mobilezone's volatility.| Risk Adjusted Performance | 0.0488 | |||
| Jensen Alpha | 0.0219 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.2085 |
mobilezone ag Backtested Returns
At this stage we consider Mobilezone Stock to be very steady. mobilezone ag has Sharpe Ratio of 0.0971, which conveys that the firm had a 0.0971% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Mobilezone, which you can use to evaluate the volatility of the firm. Please verify Mobilezone's Market Risk Adjusted Performance of 0.2185, risk adjusted performance of 0.0488, and Downside Deviation of 0.8104 to check out if the risk estimate we provide is consistent with the expected return of 0.0816%. Mobilezone has a performance score of 7 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.2, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mobilezone's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mobilezone is expected to be smaller as well. mobilezone ag right now secures a risk of 0.84%. Please verify mobilezone ag downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to decide if mobilezone ag will be following its current price movements.
Auto-correlation | -0.5 |
Modest reverse predictability
mobilezone ag has modest reverse predictability. Overlapping area represents the amount of predictability between Mobilezone time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd of November 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 mobilezone ag price movement. The serial correlation of -0.5 indicates that about 50.0% of current Mobilezone price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.5 | |
| Spearman Rank Test | -0.31 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
mobilezone ag lagged returns against current returns
Autocorrelation, which is Mobilezone 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 Mobilezone's stock expected returns. We can calculate the autocorrelation of Mobilezone returns to help us make a trade decision. For example, suppose you find that Mobilezone 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 |
Mobilezone 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 Mobilezone stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mobilezone stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mobilezone stock over time.
Current vs Lagged Prices |
| Timeline |
Mobilezone Lagged Returns
When evaluating Mobilezone's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mobilezone stock have on its future price. Mobilezone 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, Mobilezone autocorrelation shows the relationship between Mobilezone stock current value and its past values and can show if there is a momentum factor associated with investing in mobilezone 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 Mobilezone Stock Analysis
When running Mobilezone's price analysis, check to measure Mobilezone'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 Mobilezone is operating at the current time. Most of Mobilezone's value examination focuses on studying past and present price action to predict the probability of Mobilezone's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mobilezone's price. Additionally, you may evaluate how the addition of Mobilezone to your portfolios can decrease your overall portfolio volatility.