Swiss Water Decaffeinated Stock Market Value
| SWP Stock | CAD 4.54 0.04 0.89% |
| Symbol | Swiss |
Swiss Water Decaffeinated Price To Book Ratio
Swiss Water '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 Water'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 Water.
| 01/08/2024 |
| 12/28/2025 |
If you would invest 0.00 in Swiss Water on January 8, 2024 and sell it all today you would earn a total of 0.00 from holding Swiss Water Decaffeinated or generate 0.0% return on investment in Swiss Water over 720 days. Swiss Water is related to or competes with Eastwood Bio, Burcon NutraScience, Pesorama, and Else Nutrition. Swiss Water Decaffeinated Coffee Inc. operates as a green coffee decaffeinator in Canada, the United States, and interna... More
Swiss Water 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 Water'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 Water Decaffeinated upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.65 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 11.9 | |||
| Value At Risk | (3.52) | |||
| Potential Upside | 2.43 |
Swiss Water Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swiss Water's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swiss Water's standard deviation. In reality, there are many statistical measures that can use Swiss Water historical prices to predict the future Swiss Water's volatility.| Risk Adjusted Performance | 0.0204 | |||
| Jensen Alpha | 0.0179 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.2052 |
Swiss Water Decaffeinated Backtested Returns
As of now, Swiss Stock is slightly risky. Swiss Water Decaffeinated owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0241, which indicates the firm had a 0.0241 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Swiss Water Decaffeinated, which you can use to evaluate the volatility of the company. Please validate Swiss Water's Semi Deviation of 2.0, risk adjusted performance of 0.0204, and Coefficient Of Variation of 4991.86 to confirm if the risk estimate we provide is consistent with the expected return of 0.0471%. Swiss Water has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Swiss Water's returns are expected to increase less than the market. However, during the bear market, the loss of holding Swiss Water is expected to be smaller as well. Swiss Water Decaffeinated right now has a risk of 1.95%. Please validate Swiss Water sortino ratio, skewness, relative strength index, as well as the relationship between the potential upside and day median price , to decide if Swiss Water will be following its existing price patterns.
Auto-correlation | 0.42 |
Average predictability
Swiss Water Decaffeinated has average predictability. Overlapping area represents the amount of predictability between Swiss Water time series from 8th of January 2024 to 2nd of January 2025 and 2nd of January 2025 to 28th of December 2025. 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 Water Decaffeinated price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Swiss Water price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Swiss Water Decaffeinated lagged returns against current returns
Autocorrelation, which is Swiss Water 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 Water's stock expected returns. We can calculate the autocorrelation of Swiss Water returns to help us make a trade decision. For example, suppose you find that Swiss Water 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 Water 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 Water stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swiss Water stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Swiss Water stock over time.
Current vs Lagged Prices |
| Timeline |
Swiss Water Lagged Returns
When evaluating Swiss Water's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Swiss Water stock have on its future price. Swiss Water 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 Water autocorrelation shows the relationship between Swiss Water stock current value and its past values and can show if there is a momentum factor associated with investing in Swiss Water Decaffeinated.
Regressed Prices |
| Timeline |
Pair Trading with Swiss Water
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Swiss Water position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Swiss Water will appreciate offsetting losses from the drop in the long position's value.Moving against Swiss Stock
| 0.54 | WPM | Wheaton Precious Metals | PairCorr |
| 0.52 | SFI | Solution Financial | PairCorr |
| 0.51 | HWO | High Arctic Energy | PairCorr |
| 0.49 | CGG | China Gold International | PairCorr |
| 0.38 | AX-UN | Artis Real Estate | PairCorr |
The ability to find closely correlated positions to Swiss Water could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Swiss Water when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Swiss Water - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Swiss Water Decaffeinated to buy it.
The correlation of Swiss Water is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Swiss Water moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Swiss Water Decaffeinated moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Swiss Water can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Swiss Stock
Swiss Water financial ratios help investors to determine whether Swiss 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 Swiss with respect to the benefits of owning Swiss Water security.