HIAG Immobilien (Switzerland) Market Value
| HIAG Stock | CHF 83.80 0.20 0.24% |
| Symbol | HIAG |
HIAG 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 HIAG 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 HIAG Immobilien.
| 12/18/2023 |
| 12/12/2024 |
If you would invest 0.00 in HIAG Immobilien on December 18, 2023 and sell it all today you would earn a total of 0.00 from holding HIAG Immobilien Holding or generate 0.0% return on investment in HIAG Immobilien over 360 days. HIAG Immobilien is related to or competes with Allreal Holding, Mobimo Hldg, Swiss Prime, PSP Swiss, and Intershop Holding. HIAG Immobilien Holding AG, together with its subsidiaries, engages in the management and redevelopment of properties in... More
HIAG 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 HIAG 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 HIAG Immobilien Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5708 | |||
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 2.71 | |||
| Value At Risk | (0.73) | |||
| Potential Upside | 1.43 |
HIAG Immobilien Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HIAG Immobilien's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HIAG Immobilien's standard deviation. In reality, there are many statistical measures that can use HIAG Immobilien historical prices to predict the future HIAG Immobilien's volatility.| Risk Adjusted Performance | 0.1073 | |||
| Jensen Alpha | 0.0726 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.7726 |
HIAG Immobilien Holding Backtested Returns
At this stage we consider HIAG Stock to be very steady. HIAG Immobilien Holding retains Efficiency (Sharpe Ratio) of 0.14, which attests that the entity had a 0.14% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for HIAG Immobilien, which you can use to evaluate the volatility of the firm. Please check out HIAG Immobilien's Coefficient Of Variation of 664.23, market risk adjusted performance of 0.7826, and Semi Deviation of 0.3129 to validate if the risk estimate we provide is consistent with the expected return of 0.0903%. HIAG Immobilien has a performance score of 11 on a scale of 0 to 100. The company owns a Beta (Systematic Risk) of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, HIAG Immobilien's returns are expected to increase less than the market. However, during the bear market, the loss of holding HIAG Immobilien is expected to be smaller as well. HIAG Immobilien Holding at this time owns a risk of 0.64%. Please check out HIAG Immobilien Holding semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if HIAG Immobilien Holding will be following its current price history.
Auto-correlation | -0.06 |
Very weak reverse predictability
HIAG Immobilien Holding has very weak reverse predictability. Overlapping area represents the amount of predictability between HIAG Immobilien time series from 18th of December 2023 to 15th of June 2024 and 15th of June 2024 to 12th 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 HIAG Immobilien Holding price movement. The serial correlation of -0.06 indicates that barely 6.0% of current HIAG Immobilien price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 13.63 |
HIAG Immobilien Holding lagged returns against current returns
Autocorrelation, which is HIAG 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 HIAG Immobilien's stock expected returns. We can calculate the autocorrelation of HIAG Immobilien returns to help us make a trade decision. For example, suppose you find that HIAG 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 |
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HIAG 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 HIAG Immobilien stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HIAG Immobilien stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HIAG Immobilien stock over time.
Current vs Lagged Prices |
| Timeline |
HIAG Immobilien Lagged Returns
When evaluating HIAG Immobilien's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HIAG Immobilien stock have on its future price. HIAG 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, HIAG Immobilien autocorrelation shows the relationship between HIAG Immobilien stock current value and its past values and can show if there is a momentum factor associated with investing in HIAG Immobilien Holding.
Regressed Prices |
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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 HIAG Stock Analysis
When running HIAG Immobilien's price analysis, check to measure HIAG 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 HIAG Immobilien is operating at the current time. Most of HIAG Immobilien's value examination focuses on studying past and present price action to predict the probability of HIAG 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 HIAG Immobilien's price. Additionally, you may evaluate how the addition of HIAG Immobilien to your portfolios can decrease your overall portfolio volatility.