Swiss Water Decaffeinated Stock Market Value
| SWSSF Stock | USD 2.60 0.00 0.00% |
| Symbol | Swiss |
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 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 Swiss Water.
| 10/24/2024 |
| 11/23/2024 |
If you would invest 0.00 in Swiss Water on October 24, 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 30 days. Swiss Water is related to or competes with Lifeway Foods, John B, Real Good, and Natures Sunshine. 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 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 Swiss Water Decaffeinated upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.83) | |||
| Maximum Drawdown | 1.51 |
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 | (0.15) | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.07) | |||
| Treynor Ratio | 16.82 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Swiss Water's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Swiss Water Decaffeinated Backtested Returns
Swiss Water Decaffeinated owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.15, which indicates the firm had a -0.15% return per unit of risk over the last 3 months. Swiss Water Decaffeinated exposes sixteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Swiss Water's Coefficient Of Variation of (666.03), variance of 0.0365, and Risk Adjusted Performance of (0.15) to confirm the risk estimate we provide. The entity has a beta of -0.0023, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Swiss Water are expected to decrease at a much lower rate. During the bear market, Swiss Water is likely to outperform the market. At this point, Swiss Water Decaffeinated has a negative expected return of -0.0296%. Please make sure to validate Swiss Water's variance and kurtosis , to decide if Swiss Water Decaffeinated performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Swiss Water Decaffeinated has no correlation between past and present. Overlapping area represents the amount of predictability between Swiss Water time series from 24th of October 2024 to 8th of November 2024 and 8th of November 2024 to 23rd 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 Swiss Water Decaffeinated price movement. The serial correlation of 0.0 indicates that just 0.0% of current Swiss Water price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Swiss Water Decaffeinated lagged returns against current returns
Autocorrelation, which is Swiss Water 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 Swiss Water's pink sheet 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 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 |
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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swiss Water pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Swiss Water pink sheet 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 pink sheet 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 pink sheet 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 |
Currently Active Assets on Macroaxis
Other Information on Investing in Swiss Pink Sheet
Swiss Water financial ratios help investors to determine whether Swiss 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 Swiss with respect to the benefits of owning Swiss Water security.