The Swatch Group Stock Market Value
| SWGNF Stock | USD 44.19 0.77 1.77% |
| Symbol | Swatch |
Swatch '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 Swatch's pink sheet 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 Swatch.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Swatch on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding The Swatch Group or generate 0.0% return on investment in Swatch over 30 days. Swatch is related to or competes with Volvo Car, ZOZO, Toray Industries, Shimano, CCL Industries, Toray Industries, and Jardine Cycle. The Swatch Group AG designs, manufactures, and sells finished watches, jewelry, and watch movements and components world... More
Swatch 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 Swatch's pink sheet 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 The Swatch Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0371 | |||
| Maximum Drawdown | 7.9 | |||
| Potential Upside | 0.7219 |
Swatch Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swatch's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swatch's standard deviation. In reality, there are many statistical measures that can use Swatch historical prices to predict the future Swatch's volatility.| Risk Adjusted Performance | 0.1127 | |||
| Jensen Alpha | 0.136 | |||
| Total Risk Alpha | 0.0041 | |||
| Treynor Ratio | (4.22) |
Swatch Group Backtested Returns
At this point, Swatch is very steady. Swatch Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the firm had a 0.17 % return per unit of risk over the last 3 months. We have found twenty technical indicators for The Swatch Group, which you can use to evaluate the volatility of the company. Please validate Swatch's Variance of 0.8038, risk adjusted performance of 0.1127, and Coefficient Of Variation of 627.74 to confirm if the risk estimate we provide is consistent with the expected return of 0.15%. Swatch has a performance score of 13 on a scale of 0 to 100. The entity has a beta of -0.0315, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Swatch are expected to decrease at a much lower rate. During the bear market, Swatch is likely to outperform the market. Swatch Group right now has a risk of 0.93%. Please validate Swatch jensen alpha, as well as the relationship between the kurtosis and day typical price , to decide if Swatch will be following its existing price patterns.
Auto-correlation | 0.29 |
Poor predictability
The Swatch Group has poor predictability. Overlapping area represents the amount of predictability between Swatch time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Swatch Group price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Swatch price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.14 |
Swatch Group lagged returns against current returns
Autocorrelation, which is Swatch pink sheet'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 Swatch's pink sheet expected returns. We can calculate the autocorrelation of Swatch returns to help us make a trade decision. For example, suppose you find that Swatch has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Swatch 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 Swatch pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swatch pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Swatch pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Swatch Lagged Returns
When evaluating Swatch's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Swatch pink sheet have on its future price. Swatch 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, Swatch autocorrelation shows the relationship between Swatch pink sheet current value and its past values and can show if there is a momentum factor associated with investing in The Swatch Group.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Swatch Pink Sheet
Swatch financial ratios help investors to determine whether Swatch Pink Sheet 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 Swatch with respect to the benefits of owning Swatch security.