St Galler (Switzerland) Market Value
| SGKN Stock | CHF 422.00 2.00 0.48% |
| Symbol | SGKN |
St Galler '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 St Galler'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 St Galler.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in St Galler on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding St Galler Kantonalbank or generate 0.0% return on investment in St Galler over 510 days. St Galler is related to or competes with Banque Cantonale, Luzerner Kantonalbank, Berner Kantonalbank, Helvetia Holding, and Vontobel Holding. Galler Kantonalbank AG, a cantonal bank, provides banking services to the local population, and small and middle-sized c... More
St Galler 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 St Galler'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 St Galler Kantonalbank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7703 | |||
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 3.37 | |||
| Value At Risk | (1.05) | |||
| Potential Upside | 1.2 |
St Galler Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for St Galler's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as St Galler's standard deviation. In reality, there are many statistical measures that can use St Galler historical prices to predict the future St Galler's volatility.| Risk Adjusted Performance | 0.0059 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0.16) | |||
| Treynor Ratio | (0.04) |
St Galler Kantonalbank Backtested Returns
At this stage we consider SGKN Stock to be very steady. St Galler Kantonalbank retains Efficiency (Sharpe Ratio) of 0.0137, which indicates the firm had a 0.0137% return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for St Galler, which you can use to evaluate the volatility of the company. Please validate St Galler's Mean Deviation of 0.5549, risk adjusted performance of 0.0059, and Downside Deviation of 0.7703 to confirm if the risk estimate we provide is consistent with the expected return of 0.0099%. St Galler has a performance score of 1 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.0865, which indicates not very significant fluctuations relative to the market. As returns on the market increase, St Galler's returns are expected to increase less than the market. However, during the bear market, the loss of holding St Galler is expected to be smaller as well. St Galler Kantonalbank currently owns a risk of 0.72%. Please validate St Galler Kantonalbank semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if St Galler Kantonalbank will be following its current price history.
Auto-correlation | 0.26 |
Poor predictability
St Galler Kantonalbank has poor predictability. Overlapping area represents the amount of predictability between St Galler time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th 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 St Galler Kantonalbank price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current St Galler price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 370.8 |
St Galler Kantonalbank lagged returns against current returns
Autocorrelation, which is St Galler 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 St Galler's stock expected returns. We can calculate the autocorrelation of St Galler returns to help us make a trade decision. For example, suppose you find that St Galler 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 |
St Galler 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 St Galler stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if St Galler stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in St Galler stock over time.
Current vs Lagged Prices |
| Timeline |
St Galler Lagged Returns
When evaluating St Galler's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of St Galler stock have on its future price. St Galler 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, St Galler autocorrelation shows the relationship between St Galler stock current value and its past values and can show if there is a momentum factor associated with investing in St Galler Kantonalbank.
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 SGKN Stock Analysis
When running St Galler's price analysis, check to measure St Galler'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 St Galler is operating at the current time. Most of St Galler's value examination focuses on studying past and present price action to predict the probability of St Galler's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move St Galler's price. Additionally, you may evaluate how the addition of St Galler to your portfolios can decrease your overall portfolio volatility.