Zueblin Immobilien (Switzerland) Market Value
| ZUBN Stock | CHF 29.40 0.20 0.68% |
| Symbol | Zueblin |
Zueblin Immobilien '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 Zueblin Immobilien'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 Zueblin Immobilien.
| 12/04/2022 |
| 11/23/2024 |
If you would invest 0.00 in Zueblin Immobilien on December 4, 2022 and sell it all today you would earn a total of 0.00 from holding Zueblin Immobilien Holding or generate 0.0% return on investment in Zueblin Immobilien over 720 days. Zueblin Immobilien is related to or competes with Allreal Holding, Mobimo Hldg, PSP Swiss, Warteck Invest, and Swiss Prime. Zblin Immobilien was founded in 1912 as a construction and development company, and over the years evolved into an inter... More
Zueblin Immobilien 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 Zueblin Immobilien'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 Zueblin Immobilien Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.7 | |||
| Information Ratio | 0.0463 | |||
| Maximum Drawdown | 8.4 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 3.45 |
Zueblin Immobilien Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Zueblin Immobilien's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Zueblin Immobilien's standard deviation. In reality, there are many statistical measures that can use Zueblin Immobilien historical prices to predict the future Zueblin Immobilien's volatility.| Risk Adjusted Performance | 0.0986 | |||
| Jensen Alpha | 0.2428 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0476 | |||
| Treynor Ratio | (0.59) |
Zueblin Immobilien Backtested Returns
At this stage we consider Zueblin Stock to be very steady. Zueblin Immobilien shows Sharpe Ratio of 0.11, which attests that the company had a 0.11% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Zueblin Immobilien, which you can use to evaluate the volatility of the company. Please check out Zueblin Immobilien's Market Risk Adjusted Performance of (0.58), downside deviation of 1.7, and Mean Deviation of 1.27 to validate if the risk estimate we provide is consistent with the expected return of 0.19%. Zueblin Immobilien has a performance score of 8 on a scale of 0 to 100. The firm maintains a market beta of -0.34, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Zueblin Immobilien are expected to decrease at a much lower rate. During the bear market, Zueblin Immobilien is likely to outperform the market. Zueblin Immobilien right now maintains a risk of 1.76%. Please check out Zueblin Immobilien coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to decide if Zueblin Immobilien will be following its historical returns.
Auto-correlation | 0.22 |
Weak predictability
Zueblin Immobilien Holding has weak predictability. Overlapping area represents the amount of predictability between Zueblin Immobilien time series from 4th of December 2022 to 29th of November 2023 and 29th of November 2023 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 Zueblin Immobilien price movement. The serial correlation of 0.22 indicates that over 22.0% of current Zueblin Immobilien price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 3.2 |
Zueblin Immobilien lagged returns against current returns
Autocorrelation, which is Zueblin Immobilien 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 Zueblin Immobilien's stock expected returns. We can calculate the autocorrelation of Zueblin Immobilien returns to help us make a trade decision. For example, suppose you find that Zueblin Immobilien 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 |
Zueblin Immobilien 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 Zueblin Immobilien stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Zueblin Immobilien stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Zueblin Immobilien stock over time.
Current vs Lagged Prices |
| Timeline |
Zueblin Immobilien Lagged Returns
When evaluating Zueblin Immobilien's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Zueblin Immobilien stock have on its future price. Zueblin Immobilien 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, Zueblin Immobilien autocorrelation shows the relationship between Zueblin Immobilien stock current value and its past values and can show if there is a momentum factor associated with investing in Zueblin Immobilien Holding.
Regressed Prices |
| Timeline |
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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.Additional Tools for Zueblin Stock Analysis
When running Zueblin Immobilien's price analysis, check to measure Zueblin Immobilien's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Zueblin Immobilien is operating at the current time. Most of Zueblin Immobilien's value examination focuses on studying past and present price action to predict the probability of Zueblin Immobilien's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Zueblin Immobilien's price. Additionally, you may evaluate how the addition of Zueblin Immobilien to your portfolios can decrease your overall portfolio volatility.