Swisscom Ag Stock Market Value
| SWZCF Stock | USD 702.89 0.00 0.00% |
| Symbol | Swisscom |
Swisscom '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 Swisscom'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 Swisscom.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Swisscom on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Swisscom AG or generate 0.0% return on investment in Swisscom over 570 days. Swisscom is related to or competes with TelstraLimited, Telstra, Cellnex Telecom, Orange SA, Kuaishou Technology, Advanced Info, and Vodafone Group. Swisscom AG provides telecommunication services primarily in Switzerland, Italy, and internationally More
Swisscom 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 Swisscom'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 Swisscom AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 10.25 | |||
| Value At Risk | (3.81) | |||
| Potential Upside | 3.12 |
Swisscom Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swisscom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swisscom's standard deviation. In reality, there are many statistical measures that can use Swisscom historical prices to predict the future Swisscom's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.24) | |||
| Treynor Ratio | 0.4675 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Swisscom'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.
Swisscom AG Backtested Returns
Swisscom AG owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. Swisscom AG exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Swisscom's Coefficient Of Variation of (2,363), risk adjusted performance of (0.02), and Variance of 2.54 to confirm the risk estimate we provide. The entity has a beta of -0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Swisscom are expected to decrease at a much lower rate. During the bear market, Swisscom is likely to outperform the market. At this point, Swisscom AG has a negative expected return of -0.0093%. Please make sure to validate Swisscom's variance, value at risk, as well as the relationship between the Value At Risk and rate of daily change , to decide if Swisscom AG performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.03 |
Very weak reverse predictability
Swisscom AG has very weak reverse predictability. Overlapping area represents the amount of predictability between Swisscom time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st 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 Swisscom AG price movement. The serial correlation of -0.03 indicates that only 3.0% of current Swisscom price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.03 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 1896.15 |
Swisscom AG lagged returns against current returns
Autocorrelation, which is Swisscom 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 Swisscom's pink sheet expected returns. We can calculate the autocorrelation of Swisscom returns to help us make a trade decision. For example, suppose you find that Swisscom 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 |
Swisscom 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 Swisscom pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swisscom pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Swisscom pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Swisscom Lagged Returns
When evaluating Swisscom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Swisscom pink sheet have on its future price. Swisscom 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, Swisscom autocorrelation shows the relationship between Swisscom pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Swisscom AG.
Regressed Prices |
| Timeline |
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Other Information on Investing in Swisscom Pink Sheet
Swisscom financial ratios help investors to determine whether Swisscom 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 Swisscom with respect to the benefits of owning Swisscom security.