Switch Metals (UK) Market Value
| SWT Stock | 9.50 0.00 0.00% |
| Symbol | Switch |
Switch Metals '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 Switch Metals' 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 Switch Metals.
| 10/03/2025 |
| 01/01/2026 |
If you would invest 0.00 in Switch Metals on October 3, 2025 and sell it all today you would earn a total of 0.00 from holding Switch Metals Plc or generate 0.0% return on investment in Switch Metals over 90 days. Switch Metals is related to or competes with Pets At, Oxford Technology, Pfeiffer Vacuum, DFS Furniture, and Cizzle Biotechnology. Switch Metals is entity of United Kingdom More
Switch Metals 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 Switch Metals' 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 Switch Metals Plc upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 22.55 | |||
| Value At Risk | (4.76) | |||
| Potential Upside | 5.0 |
Switch Metals Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Switch Metals' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Switch Metals' standard deviation. In reality, there are many statistical measures that can use Switch Metals historical prices to predict the future Switch Metals' volatility.| Risk Adjusted Performance | 0.0041 | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.33) | |||
| Treynor Ratio | (0.04) |
Switch Metals Plc Backtested Returns
Switch Metals Plc owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0288, which indicates the firm had a -0.0288 % return per unit of risk over the last 3 months. Switch Metals Plc exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Switch Metals' Risk Adjusted Performance of 0.0041, variance of 12.0, and Coefficient Of Variation of (17,861) to confirm the risk estimate we provide. The entity has a beta of 0.7, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Switch Metals' returns are expected to increase less than the market. However, during the bear market, the loss of holding Switch Metals is expected to be smaller as well. At this point, Switch Metals Plc has a negative expected return of -0.1%. Please make sure to validate Switch Metals' skewness, and the relationship between the treynor ratio and rate of daily change , to decide if Switch Metals Plc performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.31 |
Below average predictability
Switch Metals Plc has below average predictability. Overlapping area represents the amount of predictability between Switch Metals time series from 3rd of October 2025 to 17th of November 2025 and 17th of November 2025 to 1st 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 Switch Metals Plc price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Switch Metals price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Switch Metals Plc lagged returns against current returns
Autocorrelation, which is Switch Metals 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 Switch Metals' stock expected returns. We can calculate the autocorrelation of Switch Metals returns to help us make a trade decision. For example, suppose you find that Switch Metals 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 |
Switch Metals 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 Switch Metals stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Switch Metals stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Switch Metals stock over time.
Current vs Lagged Prices |
| Timeline |
Switch Metals Lagged Returns
When evaluating Switch Metals' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Switch Metals stock have on its future price. Switch Metals 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, Switch Metals autocorrelation shows the relationship between Switch Metals stock current value and its past values and can show if there is a momentum factor associated with investing in Switch Metals Plc.
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 Switch Stock
Switch Metals financial ratios help investors to determine whether Switch 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 Switch with respect to the benefits of owning Switch Metals security.