Compagnie Financiere (Switzerland) Market Value
| CFT Stock | CHF 168.00 0.50 0.30% |
| Symbol | Compagnie |
Compagnie Financiere '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 Compagnie Financiere'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 Compagnie Financiere.
| 11/15/2024 |
| 12/15/2024 |
If you would invest 0.00 in Compagnie Financiere on November 15, 2024 and sell it all today you would earn a total of 0.00 from holding Compagnie Financiere Tradition or generate 0.0% return on investment in Compagnie Financiere over 30 days. Compagnie Financiere is related to or competes with Carlo Gavazzi, Bellevue Group, Bucher Industries, Hubersuhner, and Banque Cantonale. Compagnie Financire Tradition SA operates as an interdealer broker of financial and non-financial products worldwide More
Compagnie Financiere 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 Compagnie Financiere'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 Compagnie Financiere Tradition upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9604 | |||
| Information Ratio | 0.0605 | |||
| Maximum Drawdown | 3.92 | |||
| Value At Risk | (1.32) | |||
| Potential Upside | 2.0 |
Compagnie Financiere Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Compagnie Financiere's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Compagnie Financiere's standard deviation. In reality, there are many statistical measures that can use Compagnie Financiere historical prices to predict the future Compagnie Financiere's volatility.| Risk Adjusted Performance | 0.1178 | |||
| Jensen Alpha | 0.1358 | |||
| Total Risk Alpha | 0.0249 | |||
| Sortino Ratio | 0.0643 | |||
| Treynor Ratio | 0.8499 |
Compagnie Financiere Backtested Returns
At this stage we consider Compagnie Stock to be very steady. Compagnie Financiere secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14% return per unit of risk over the last 3 months. We have found thirty technical indicators for Compagnie Financiere Tradition, which you can use to evaluate the volatility of the firm. Please confirm Compagnie Financiere's Downside Deviation of 0.9604, mean deviation of 0.8028, and Risk Adjusted Performance of 0.1178 to double-check if the risk estimate we provide is consistent with the expected return of 0.14%. Compagnie Financiere has a performance score of 11 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.18, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Compagnie Financiere's returns are expected to increase less than the market. However, during the bear market, the loss of holding Compagnie Financiere is expected to be smaller as well. Compagnie Financiere right now shows a risk of 1.01%. Please confirm Compagnie Financiere total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to decide if Compagnie Financiere will be following its price patterns.
Auto-correlation | 0.51 |
Modest predictability
Compagnie Financiere Tradition has modest predictability. Overlapping area represents the amount of predictability between Compagnie Financiere time series from 15th of November 2024 to 30th of November 2024 and 30th of November 2024 to 15th of December 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 Compagnie Financiere price movement. The serial correlation of 0.51 indicates that about 51.0% of current Compagnie Financiere price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 6.45 |
Compagnie Financiere lagged returns against current returns
Autocorrelation, which is Compagnie Financiere 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 Compagnie Financiere's stock expected returns. We can calculate the autocorrelation of Compagnie Financiere returns to help us make a trade decision. For example, suppose you find that Compagnie Financiere 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 |
Compagnie Financiere 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 Compagnie Financiere stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Compagnie Financiere stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Compagnie Financiere stock over time.
Current vs Lagged Prices |
| Timeline |
Compagnie Financiere Lagged Returns
When evaluating Compagnie Financiere's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Compagnie Financiere stock have on its future price. Compagnie Financiere 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, Compagnie Financiere autocorrelation shows the relationship between Compagnie Financiere stock current value and its past values and can show if there is a momentum factor associated with investing in Compagnie Financiere Tradition.
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 Compagnie Stock Analysis
When running Compagnie Financiere's price analysis, check to measure Compagnie Financiere'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 Compagnie Financiere is operating at the current time. Most of Compagnie Financiere's value examination focuses on studying past and present price action to predict the probability of Compagnie Financiere's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Compagnie Financiere's price. Additionally, you may evaluate how the addition of Compagnie Financiere to your portfolios can decrease your overall portfolio volatility.