Sword Group (France) Market Value
| SWP Stock | EUR 35.65 0.05 0.14% |
| Symbol | Sword |
Sword Group '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 Sword Group'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 Sword Group.
| 12/03/2022 |
| 11/22/2024 |
If you would invest 0.00 in Sword Group on December 3, 2022 and sell it all today you would earn a total of 0.00 from holding Sword Group SE or generate 0.0% return on investment in Sword Group over 720 days. Sword Group is related to or competes with Aubay Socit, Neurones, Rubis SCA, Linedata Services, and Thermador Groupe. Sword Group S.E. provides IT services and software in Europe, North America, the Oceania, and Asia More
Sword Group 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 Sword Group'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 Sword Group SE upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.88 | |||
| Information Ratio | 0.0518 | |||
| Maximum Drawdown | 12.88 | |||
| Value At Risk | (2.96) | |||
| Potential Upside | 3.47 |
Sword Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sword Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sword Group's standard deviation. In reality, there are many statistical measures that can use Sword Group historical prices to predict the future Sword Group's volatility.| Risk Adjusted Performance | 0.0868 | |||
| Jensen Alpha | 0.1377 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0562 | |||
| Treynor Ratio | 0.3029 |
Sword Group SE Backtested Returns
Sword Group appears to be very steady, given 3 months investment horizon. Sword Group SE 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-nine technical indicators for Sword Group SE, which you can use to evaluate the volatility of the company. Please review Sword Group's Coefficient Of Variation of 947.41, semi deviation of 1.54, and Risk Adjusted Performance of 0.0868 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Sword Group holds a performance score of 8. The entity has a beta of 0.68, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sword Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sword Group is expected to be smaller as well. Please check Sword Group's semi variance, and the relationship between the maximum drawdown and accumulation distribution , to make a quick decision on whether Sword Group's existing price patterns will revert.
Auto-correlation | -0.36 |
Poor reverse predictability
Sword Group SE has poor reverse predictability. Overlapping area represents the amount of predictability between Sword Group time series from 3rd of December 2022 to 28th of November 2023 and 28th of November 2023 to 22nd 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 Sword Group SE price movement. The serial correlation of -0.36 indicates that just about 36.0% of current Sword Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.36 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 3.56 |
Sword Group SE lagged returns against current returns
Autocorrelation, which is Sword Group 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 Sword Group's stock expected returns. We can calculate the autocorrelation of Sword Group returns to help us make a trade decision. For example, suppose you find that Sword Group 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 |
Sword Group 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 Sword Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sword Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sword Group stock over time.
Current vs Lagged Prices |
| Timeline |
Sword Group Lagged Returns
When evaluating Sword Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sword Group stock have on its future price. Sword Group 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, Sword Group autocorrelation shows the relationship between Sword Group stock current value and its past values and can show if there is a momentum factor associated with investing in Sword Group SE.
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.Other Information on Investing in Sword Stock
Sword Group financial ratios help investors to determine whether Sword 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 Sword with respect to the benefits of owning Sword Group security.