Roche Holding's market value is the price at which a share of Roche Holding trades on a public exchange. It measures the collective expectations of Roche Holding AG investors about its performance. Roche Holding is selling for under 375.80 as of the 21st of February 2026; that is 0.27 percent increase since the beginning of the trading day. The stock's lowest day price was 371.0. With this module, you can estimate the performance of a buy and hold strategy of Roche Holding AG and determine expected loss or profit from investing in Roche Holding over a given investment horizon. Check out Roche Holding Correlation, Roche Holding Volatility and Roche Holding Performance module to complement your research on Roche Holding.
It's important to distinguish between Roche Holding's intrinsic value and market price, which are calculated using different methodologies. Investment decisions regarding Roche Holding should consider multiple factors including financial performance, growth metrics, competitive position, and professional analysis. Conversely, Roche Holding's market price signifies the transaction level at which participants voluntarily complete trades.
Roche Holding '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 Roche Holding'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 Roche Holding.
0.00
11/23/2025
No Change 0.00
0.0
In 2 months and 31 days
02/21/2026
0.00
If you would invest 0.00 in Roche Holding on November 23, 2025 and sell it all today you would earn a total of 0.00 from holding Roche Holding AG or generate 0.0% return on investment in Roche Holding over 90 days. Roche Holding is related to or competes with Roche Holding, COSMO Pharmaceuticals, Sandoz Group, Siegfried Holding, IVF Hartmann, Galenica Sante, and Coltene Holding. Roche Holding AG engages in the pharmaceuticals and diagnostics businesses in Switzerland, Germany, the United States, A... More
Roche Holding 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 Roche Holding'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 Roche Holding 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 Roche Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Roche Holding's standard deviation. In reality, there are many statistical measures that can use Roche Holding historical prices to predict the future Roche Holding's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Roche Holding's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Roche Holding appears to be very steady, given 3 months investment horizon. Roche Holding AG maintains Sharpe Ratio (i.e., Efficiency) of 0.25, which implies the firm had a 0.25 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Roche Holding AG, which you can use to evaluate the volatility of the company. Please evaluate Roche Holding's Semi Deviation of 0.6021, coefficient of variation of 381.98, and Risk Adjusted Performance of 0.2037 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Roche Holding holds a performance score of 19. The company holds a Beta of 0.17, which implies not very significant fluctuations relative to the market. As returns on the market increase, Roche Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Roche Holding is expected to be smaller as well. Please check Roche Holding's downside variance, and the relationship between the total risk alpha and daily balance of power , to make a quick decision on whether Roche Holding's historical price patterns will revert.
Auto-correlation
0.82
Very good predictability
Roche Holding AG has very good predictability. Overlapping area represents the amount of predictability between Roche Holding time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st of February 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Roche Holding AG price movement. The serial correlation of 0.82 indicates that around 82.0% of current Roche Holding price fluctuation can be explain by its past prices.
Correlation Coefficient
0.82
Spearman Rank Test
0.72
Residual Average
0.0
Price Variance
49.52
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When running Roche Holding's price analysis, check to measure Roche Holding'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 Roche Holding is operating at the current time. Most of Roche Holding's value examination focuses on studying past and present price action to predict the probability of Roche Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Roche Holding's price. Additionally, you may evaluate how the addition of Roche Holding to your portfolios can decrease your overall portfolio volatility.