Swire Properties (Germany) Market Value
| SW9 Stock | EUR 1.83 0.01 0.54% |
| Symbol | Swire |
Swire Properties '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 Swire Properties' 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 Swire Properties.
| 10/27/2024 |
| 11/26/2024 |
If you would invest 0.00 in Swire Properties on October 27, 2024 and sell it all today you would earn a total of 0.00 from holding Swire Properties Limited or generate 0.0% return on investment in Swire Properties over 30 days. Swire Properties is related to or competes with CVS Health, Southwest Airlines, Bausch Health, JAPAN AIRLINES, American Airlines, Diamondrock Hospitality, and Sabra Health. Swire Properties Limited, together with its subsidiaries, develops, owns, and operates mixed-use, primarily commercial p... More
Swire Properties 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 Swire Properties' 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 Swire Properties Limited upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.59 | |||
| Information Ratio | 0.112 | |||
| Maximum Drawdown | 31.38 | |||
| Value At Risk | (4.32) | |||
| Potential Upside | 7.91 |
Swire Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swire Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swire Properties' standard deviation. In reality, there are many statistical measures that can use Swire Properties historical prices to predict the future Swire Properties' volatility.| Risk Adjusted Performance | 0.1172 | |||
| Jensen Alpha | 0.4994 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.1307 | |||
| Treynor Ratio | 0.7882 |
Swire Properties Backtested Returns
Swire Properties appears to be very risky, given 3 months investment horizon. Swire Properties owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Swire Properties Limited, which you can use to evaluate the volatility of the company. Please review Swire Properties' Risk Adjusted Performance of 0.1172, semi deviation of 2.55, and Coefficient Of Variation of 700.87 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Swire Properties holds a performance score of 8. The entity has a beta of 0.75, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Swire Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding Swire Properties is expected to be smaller as well. Please check Swire Properties' information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Swire Properties' existing price patterns will revert.
Auto-correlation | 0.13 |
Insignificant predictability
Swire Properties Limited has insignificant predictability. Overlapping area represents the amount of predictability between Swire Properties time series from 27th of October 2024 to 11th of November 2024 and 11th of November 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 Swire Properties price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Swire Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Swire Properties lagged returns against current returns
Autocorrelation, which is Swire Properties 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 Swire Properties' stock expected returns. We can calculate the autocorrelation of Swire Properties returns to help us make a trade decision. For example, suppose you find that Swire Properties 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 |
Swire Properties 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 Swire Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swire Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Swire Properties stock over time.
Current vs Lagged Prices |
| Timeline |
Swire Properties Lagged Returns
When evaluating Swire Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Swire Properties stock have on its future price. Swire Properties 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, Swire Properties autocorrelation shows the relationship between Swire Properties stock current value and its past values and can show if there is a momentum factor associated with investing in Swire Properties Limited.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Swire Stock
Swire Properties financial ratios help investors to determine whether Swire Stock 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 Swire with respect to the benefits of owning Swire Properties security.