Swiss Prime (Switzerland) Market Value

SPSN Stock  CHF 95.85  1.65  1.75%   
Swiss Prime's market value is the price at which a share of Swiss Prime trades on a public exchange. It measures the collective expectations of Swiss Prime Site investors about its performance. Swiss Prime is selling for under 95.85 as of the 23rd of November 2024; that is 1.75 percent increase since the beginning of the trading day. The stock's lowest day price was 94.45.
With this module, you can estimate the performance of a buy and hold strategy of Swiss Prime Site and determine expected loss or profit from investing in Swiss Prime over a given investment horizon. Check out Swiss Prime Correlation, Swiss Prime Volatility and Swiss Prime Alpha and Beta module to complement your research on Swiss Prime.
Symbol

Please note, there is a significant difference between Swiss Prime's value and its price as these two are different measures arrived at by different means. Investors typically determine if Swiss Prime is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Swiss Prime'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.

Swiss Prime '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 Swiss Prime'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 Swiss Prime.
0.00
10/30/2023
No Change 0.00  0.0 
In 1 year and 26 days
11/23/2024
0.00
If you would invest  0.00  in Swiss Prime on October 30, 2023 and sell it all today you would earn a total of 0.00 from holding Swiss Prime Site or generate 0.0% return on investment in Swiss Prime over 390 days. Swiss Prime is related to or competes with PSP Swiss, Allreal Holding, Helvetia Holding, Baloise Holding, and Mobimo Hldg. Swiss Prime Site AG, through its subsidiaries, operates as a real estate company in Switzerland More

Swiss Prime 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 Swiss Prime'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 Swiss Prime Site upside and downside potential and time the market with a certain degree of confidence.

Swiss Prime Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Swiss Prime's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swiss Prime's standard deviation. In reality, there are many statistical measures that can use Swiss Prime historical prices to predict the future Swiss Prime's volatility.
Hype
Prediction
LowEstimatedHigh
95.2395.8596.47
Details
Intrinsic
Valuation
LowRealHigh
94.8995.5196.13
Details
Naive
Forecast
LowNextHigh
96.4397.0597.68
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
92.9594.5296.09
Details

Swiss Prime Site Backtested Returns

At this stage we consider Swiss Stock to be very steady. Swiss Prime Site owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0158, which indicates the firm had a 0.0158% return per unit of risk over the last 3 months. We have found thirty technical indicators for Swiss Prime Site, which you can use to evaluate the volatility of the company. Please validate Swiss Prime's Semi Deviation of 0.5491, coefficient of variation of 2681.16, and Risk Adjusted Performance of 0.0264 to confirm if the risk estimate we provide is consistent with the expected return of 0.0098%. Swiss Prime has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.12, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Swiss Prime's returns are expected to increase less than the market. However, during the bear market, the loss of holding Swiss Prime is expected to be smaller as well. Swiss Prime Site right now has a risk of 0.62%. Please validate Swiss Prime total risk alpha, treynor ratio, and the relationship between the jensen alpha and sortino ratio , to decide if Swiss Prime will be following its existing price patterns.

Auto-correlation

    
  -0.25  

Weak reverse predictability

Swiss Prime Site has weak reverse predictability. Overlapping area represents the amount of predictability between Swiss Prime time series from 30th of October 2023 to 12th of May 2024 and 12th of May 2024 to 23rd 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 Swiss Prime Site price movement. The serial correlation of -0.25 indicates that over 25.0% of current Swiss Prime price fluctuation can be explain by its past prices.
Correlation Coefficient-0.25
Spearman Rank Test0.13
Residual Average0.0
Price Variance22.24

Swiss Prime Site lagged returns against current returns

Autocorrelation, which is Swiss Prime 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 Swiss Prime's stock expected returns. We can calculate the autocorrelation of Swiss Prime returns to help us make a trade decision. For example, suppose you find that Swiss Prime 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  

Swiss Prime 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 Swiss Prime stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swiss Prime stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Swiss Prime stock over time.
   Current vs Lagged Prices   
       Timeline  

Swiss Prime Lagged Returns

When evaluating Swiss Prime's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Swiss Prime stock have on its future price. Swiss Prime 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, Swiss Prime autocorrelation shows the relationship between Swiss Prime stock current value and its past values and can show if there is a momentum factor associated with investing in Swiss Prime Site.
   Regressed Prices   
       Timeline  

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Additional Tools for Swiss Stock Analysis

When running Swiss Prime's price analysis, check to measure Swiss Prime'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 Swiss Prime is operating at the current time. Most of Swiss Prime's value examination focuses on studying past and present price action to predict the probability of Swiss Prime's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Swiss Prime's price. Additionally, you may evaluate how the addition of Swiss Prime to your portfolios can decrease your overall portfolio volatility.