Orell Fuessli (Switzerland) Market Value
| OFN Stock | CHF 80.60 0.20 0.25% |
| Symbol | Orell |
Orell Fuessli '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 Orell Fuessli'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 Orell Fuessli.
| 01/26/2025 |
| 02/25/2025 |
If you would invest 0.00 in Orell Fuessli on January 26, 2025 and sell it all today you would earn a total of 0.00 from holding Orell Fuessli Holding or generate 0.0% return on investment in Orell Fuessli over 30 days. Orell Fuessli is related to or competes with Hubersuhner, Implenia, Carlo Gavazzi, Mikron Holding, and Bucher Industries. Orell Fssli Holding AG, together with its subsidiaries, engages in banknote and security printing, industrial systems, a... More
Orell Fuessli 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 Orell Fuessli'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 Orell Fuessli Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7063 | |||
| Information Ratio | 0.1263 | |||
| Maximum Drawdown | 3.12 | |||
| Value At Risk | (0.78) | |||
| Potential Upside | 1.05 |
Orell Fuessli Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Orell Fuessli's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Orell Fuessli's standard deviation. In reality, there are many statistical measures that can use Orell Fuessli historical prices to predict the future Orell Fuessli's volatility.| Risk Adjusted Performance | 0.0967 | |||
| Jensen Alpha | 0.0694 | |||
| Total Risk Alpha | 0.0727 | |||
| Sortino Ratio | 0.1043 | |||
| Treynor Ratio | 0.6102 |
Orell Fuessli Holding Backtested Returns
At this stage we consider Orell Stock to be very steady. Orell Fuessli Holding maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Orell Fuessli Holding, which you can use to evaluate the volatility of the company. Please check Orell Fuessli's Risk Adjusted Performance of 0.0967, coefficient of variation of 739.84, and Semi Deviation of 0.3865 to confirm if the risk estimate we provide is consistent with the expected return of 0.0807%. Orell Fuessli has a performance score of 10 on a scale of 0 to 100. The company holds a Beta of 0.11, which implies not very significant fluctuations relative to the market. As returns on the market increase, Orell Fuessli's returns are expected to increase less than the market. However, during the bear market, the loss of holding Orell Fuessli is expected to be smaller as well. Orell Fuessli Holding right now holds a risk of 0.61%. Please check Orell Fuessli Holding jensen alpha, semi variance, day typical price, as well as the relationship between the maximum drawdown and accumulation distribution , to decide if Orell Fuessli Holding will be following its historical price patterns.
Auto-correlation | 0.01 |
Virtually no predictability
Orell Fuessli Holding has virtually no predictability. Overlapping area represents the amount of predictability between Orell Fuessli time series from 26th of January 2025 to 10th of February 2025 and 10th of February 2025 to 25th 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 Orell Fuessli Holding price movement. The serial correlation of 0.01 indicates that just 1.0% of current Orell Fuessli price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
Orell Fuessli Holding lagged returns against current returns
Autocorrelation, which is Orell Fuessli 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 Orell Fuessli's stock expected returns. We can calculate the autocorrelation of Orell Fuessli returns to help us make a trade decision. For example, suppose you find that Orell Fuessli 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 |
Orell Fuessli 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 Orell Fuessli stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Orell Fuessli stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Orell Fuessli stock over time.
Current vs Lagged Prices |
| Timeline |
Orell Fuessli Lagged Returns
When evaluating Orell Fuessli's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Orell Fuessli stock have on its future price. Orell Fuessli 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, Orell Fuessli autocorrelation shows the relationship between Orell Fuessli stock current value and its past values and can show if there is a momentum factor associated with investing in Orell Fuessli Holding.
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 Orell Stock Analysis
When running Orell Fuessli's price analysis, check to measure Orell Fuessli'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 Orell Fuessli is operating at the current time. Most of Orell Fuessli's value examination focuses on studying past and present price action to predict the probability of Orell Fuessli's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Orell Fuessli's price. Additionally, you may evaluate how the addition of Orell Fuessli to your portfolios can decrease your overall portfolio volatility.