EFG International (Switzerland) Price on December 13, 2024
If you're considering investing in EFG Stock, it is important to understand the factors that can impact its price. At this stage we consider EFG Stock to be not too volatile. EFG International secures Sharpe Ratio (or Efficiency) of 0.089, which denotes the company had a 0.089% return per unit of return volatility over the last 3 months. We have found twenty-one technical indicators for EFG International AG, which you can use to evaluate the volatility of the firm. Please confirm EFG International's mean deviation of 0.9029, and Downside Deviation of 1.22 to check if the risk estimate we provide is consistent with the expected return of 0.1%.
EFG Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
EFG |
Sharpe Ratio = 0.089
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Estimated Market Risk
| 1.13 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.1 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 7 93% of assets perform better |
Based on monthly moving average EFG International is performing at about 7% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of EFG International by adding it to a well-diversified portfolio.
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.
Price Boundaries
EFG International Period Price Range
Low | December 13, 2024
| High |
0.00 | 0.00 |
EFG International AG cannot be verified against its exchange. Please verify the symbol is currently traded on SIX Swiss Exchange. If you still believe the symbol you are trying to look up is valid, please let us know, and we will check it as soon as possible.
EFG International December 13, 2024 Market Strength
Market strength indicators help investors to evaluate how EFG International stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading EFG International shares will generate the highest return on investment. By undertsting and applying EFG International stock market strength indicators, traders can identify EFG International AG entry and exit signals to maximize returns
EFG International Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for EFG International's price direction in advance. Along with the technical and fundamental analysis of EFG Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of EFG to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0682 | |||
| Jensen Alpha | 0.1059 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 7.0E-4 | |||
| Treynor Ratio | (0.55) |
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Additional Tools for EFG Stock Analysis
When running EFG International's price analysis, check to measure EFG International'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 EFG International is operating at the current time. Most of EFG International's value examination focuses on studying past and present price action to predict the probability of EFG International's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move EFG International's price. Additionally, you may evaluate how the addition of EFG International to your portfolios can decrease your overall portfolio volatility.