Swissinvest Real (Switzerland) Market Value
| SREF Fund | 206.00 2.00 0.98% |
| Symbol | Swissinvest |
Swissinvest Real '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 Swissinvest Real'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 Swissinvest Real.
| 10/25/2023 |
| 12/18/2024 |
If you would invest 0.00 in Swissinvest Real on October 25, 2023 and sell it all today you would earn a total of 0.00 from holding Swissinvest Real Estate or generate 0.0% return on investment in Swissinvest Real over 420 days.
Swissinvest Real 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 Swissinvest Real'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 Swissinvest Real Estate upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | 0.045 | |||
| Maximum Drawdown | 5.18 | |||
| Value At Risk | (2.28) | |||
| Potential Upside | 1.27 |
Swissinvest Real Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swissinvest Real's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swissinvest Real's standard deviation. In reality, there are many statistical measures that can use Swissinvest Real historical prices to predict the future Swissinvest Real's volatility.| Risk Adjusted Performance | 0.0614 | |||
| Jensen Alpha | 0.0611 | |||
| Total Risk Alpha | 0.0396 | |||
| Sortino Ratio | 0.0297 | |||
| Treynor Ratio | 0.6012 |
Swissinvest Real Estate Backtested Returns
At this stage we consider Swissinvest Fund to be very steady. Swissinvest Real Estate owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0747, which indicates the fund had a 0.0747% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Swissinvest Real Estate, which you can use to evaluate the volatility of the fund. Please validate Swissinvest Real's Risk Adjusted Performance of 0.0614, coefficient of variation of 1336.19, and Semi Deviation of 1.03 to confirm if the risk estimate we provide is consistent with the expected return of 0.0736%. The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Swissinvest Real's returns are expected to increase less than the market. However, during the bear market, the loss of holding Swissinvest Real is expected to be smaller as well.
Auto-correlation | 0.61 |
Good predictability
Swissinvest Real Estate has good predictability. Overlapping area represents the amount of predictability between Swissinvest Real 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 Swissinvest Real Estate price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Swissinvest Real price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 22.36 |
Swissinvest Real Estate lagged returns against current returns
Autocorrelation, which is Swissinvest Real 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 Swissinvest Real's fund expected returns. We can calculate the autocorrelation of Swissinvest Real returns to help us make a trade decision. For example, suppose you find that Swissinvest Real 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 |
Swissinvest Real 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 Swissinvest Real fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swissinvest Real fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Swissinvest Real fund over time.
Current vs Lagged Prices |
| Timeline |
Swissinvest Real Lagged Returns
When evaluating Swissinvest Real's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Swissinvest Real fund have on its future price. Swissinvest Real 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, Swissinvest Real autocorrelation shows the relationship between Swissinvest Real fund current value and its past values and can show if there is a momentum factor associated with investing in Swissinvest Real Estate.
Regressed Prices |
| Timeline |
Also Currently Popular
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.| Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins | |
| Idea Analyzer Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas | |
| Money Flow Index Determine momentum by analyzing Money Flow Index and other technical indicators |