SF Sustainable (Switzerland) Market Value
| SFPF Fund | 124.50 0.50 0.40% |
| Symbol | SFPF |
Please note, there is a significant difference between SF Sustainable's value and its price as these two are different measures arrived at by different means. Investors typically determine if SF Sustainable is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, SF Sustainable'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.
SF Sustainable '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 SF Sustainable's 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 SF Sustainable.
| 06/04/2024 |
| 12/01/2024 |
If you would invest 0.00 in SF Sustainable on June 4, 2024 and sell it all today you would earn a total of 0.00 from holding SF Sustainable Property or generate 0.0% return on investment in SF Sustainable over 180 days. More
SF Sustainable 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 SF Sustainable's 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 SF Sustainable Property upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.18) | |||
| Maximum Drawdown | 2.8 | |||
| Value At Risk | (1.20) | |||
| Potential Upside | 1.22 |
SF Sustainable Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SF Sustainable's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SF Sustainable's standard deviation. In reality, there are many statistical measures that can use SF Sustainable historical prices to predict the future SF Sustainable's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | 0.6662 |
SF Sustainable Property Backtested Returns
At this stage we consider SFPF Fund to be very steady. SF Sustainable Property retains Efficiency (Sharpe Ratio) of 0.004, which indicates the fund had a 0.004% return per unit of price deviation over the last 3 months. We have found twenty-four technical indicators for SF Sustainable, which you can use to evaluate the volatility of the fund. Please validate SF Sustainable's Risk Adjusted Performance of (0.01), standard deviation of 0.8226, and Mean Deviation of 0.6539 to confirm if the risk estimate we provide is consistent with the expected return of 0.0033%. The entity owns a Beta (Systematic Risk) of -0.0282, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SF Sustainable are expected to decrease at a much lower rate. During the bear market, SF Sustainable is likely to outperform the market.
Auto-correlation | 0.35 |
Below average predictability
SF Sustainable Property has below average predictability. Overlapping area represents the amount of predictability between SF Sustainable time series from 4th of June 2024 to 2nd of September 2024 and 2nd of September 2024 to 1st 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 SF Sustainable Property price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current SF Sustainable price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 3.54 |
SF Sustainable Property lagged returns against current returns
Autocorrelation, which is SF Sustainable 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 SF Sustainable's fund expected returns. We can calculate the autocorrelation of SF Sustainable returns to help us make a trade decision. For example, suppose you find that SF Sustainable 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 |
SF Sustainable 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 SF Sustainable fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SF Sustainable fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SF Sustainable fund over time.
Current vs Lagged Prices |
| Timeline |
SF Sustainable Lagged Returns
When evaluating SF Sustainable's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SF Sustainable fund have on its future price. SF Sustainable 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, SF Sustainable autocorrelation shows the relationship between SF Sustainable fund current value and its past values and can show if there is a momentum factor associated with investing in SF Sustainable Property.
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 SFPF Fund
SF Sustainable financial ratios help investors to determine whether SFPF Fund 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 SFPF with respect to the benefits of owning SF Sustainable security.
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