Realstone Swiss (Switzerland) Market Value
| RSF Fund | 144.50 3.00 2.12% |
| Symbol | Realstone |
Realstone Swiss '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 Realstone Swiss' fund 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 Realstone Swiss.
| 10/25/2023 |
| 12/18/2024 |
If you would invest 0.00 in Realstone Swiss on October 25, 2023 and sell it all today you would earn a total of 0.00 from holding Realstone Swiss Property or generate 0.0% return on investment in Realstone Swiss over 420 days.
Realstone Swiss 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 Realstone Swiss' fund 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 Realstone Swiss Property upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9534 | |||
| Information Ratio | 0.2205 | |||
| Maximum Drawdown | 4.63 | |||
| Value At Risk | (1.14) | |||
| Potential Upside | 1.87 |
Realstone Swiss Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Realstone Swiss' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Realstone Swiss' standard deviation. In reality, there are many statistical measures that can use Realstone Swiss historical prices to predict the future Realstone Swiss' volatility.| Risk Adjusted Performance | 0.2014 | |||
| Jensen Alpha | 0.2309 | |||
| Total Risk Alpha | 0.2038 | |||
| Sortino Ratio | 0.2174 | |||
| Treynor Ratio | (0.96) |
Realstone Swiss Property Backtested Returns
Realstone Swiss appears to be very steady, given 3 months investment horizon. Realstone Swiss Property maintains Sharpe Ratio (i.e., Efficiency) of 0.25, which implies the entity had a 0.25% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Realstone Swiss Property, which you can use to evaluate the volatility of the fund. Please evaluate Realstone Swiss' Semi Deviation of 0.5543, coefficient of variation of 397.62, and Risk Adjusted Performance of 0.2014 to confirm if our risk estimates are consistent with your expectations. The fund holds a Beta of -0.24, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Realstone Swiss are expected to decrease at a much lower rate. During the bear market, Realstone Swiss is likely to outperform the market.
Auto-correlation | 0.00 |
No correlation between past and present
Realstone Swiss Property has no correlation between past and present. Overlapping area represents the amount of predictability between Realstone Swiss time series from 25th of October 2023 to 22nd of May 2024 and 22nd of May 2024 to 18th of December 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 Realstone Swiss Property price movement. The serial correlation of 0.0 indicates that just 0.0% of current Realstone Swiss price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Realstone Swiss Property lagged returns against current returns
Autocorrelation, which is Realstone Swiss fund'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 Realstone Swiss' fund expected returns. We can calculate the autocorrelation of Realstone Swiss returns to help us make a trade decision. For example, suppose you find that Realstone Swiss has exhibited high autocorrelation historically, and you observe that the fund 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 |
Realstone Swiss 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 Realstone Swiss fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Realstone Swiss fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Realstone Swiss fund over time.
Current vs Lagged Prices |
| Timeline |
Realstone Swiss Lagged Returns
When evaluating Realstone Swiss' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Realstone Swiss fund have on its future price. Realstone Swiss 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, Realstone Swiss autocorrelation shows the relationship between Realstone Swiss fund current value and its past values and can show if there is a momentum factor associated with investing in Realstone Swiss Property.
Regressed Prices |
| Timeline |
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