Mobimo Hldg (Switzerland) Market Value
| MOBN Stock | CHF 289.50 1.00 0.35% |
| Symbol | Mobimo |
Mobimo Hldg '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 Mobimo Hldg'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 Mobimo Hldg.
| 01/05/2023 |
| 12/25/2024 |
If you would invest 0.00 in Mobimo Hldg on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding Mobimo Hldg or generate 0.0% return on investment in Mobimo Hldg over 720 days. Mobimo Hldg is related to or competes with Allreal Holding, PSP Swiss, Swiss Prime, and HIAG Immobilien. Mobimo Holding AG operates as a real estate company in Switzerland More
Mobimo Hldg 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 Mobimo Hldg'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 Mobimo Hldg upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8158 | |||
| Information Ratio | 0.1132 | |||
| Maximum Drawdown | 3.78 | |||
| Value At Risk | (1.06) | |||
| Potential Upside | 1.43 |
Mobimo Hldg Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mobimo Hldg's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mobimo Hldg's standard deviation. In reality, there are many statistical measures that can use Mobimo Hldg historical prices to predict the future Mobimo Hldg's volatility.| Risk Adjusted Performance | 0.1396 | |||
| Jensen Alpha | 0.1099 | |||
| Total Risk Alpha | 0.0843 | |||
| Sortino Ratio | 0.0986 | |||
| Treynor Ratio | 0.7697 |
Mobimo Hldg Backtested Returns
At this stage we consider Mobimo Stock to be very steady. Mobimo Hldg has Sharpe Ratio of 0.16, which conveys that the firm had a 0.16% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Mobimo Hldg, which you can use to evaluate the volatility of the firm. Please verify Mobimo Hldg's Risk Adjusted Performance of 0.1396, mean deviation of 0.4928, and Downside Deviation of 0.8158 to check out if the risk estimate we provide is consistent with the expected return of 0.11%. Mobimo Hldg has a performance score of 12 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.15, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Mobimo Hldg's returns are expected to increase less than the market. However, during the bear market, the loss of holding Mobimo Hldg is expected to be smaller as well. Mobimo Hldg right now secures a risk of 0.72%. Please verify Mobimo Hldg mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Mobimo Hldg will be following its current price movements.
Auto-correlation | 0.73 |
Good predictability
Mobimo Hldg has good predictability. Overlapping area represents the amount of predictability between Mobimo Hldg time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th 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 Mobimo Hldg price movement. The serial correlation of 0.73 indicates that around 73.0% of current Mobimo Hldg price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 97.13 |
Mobimo Hldg lagged returns against current returns
Autocorrelation, which is Mobimo Hldg 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 Mobimo Hldg's stock expected returns. We can calculate the autocorrelation of Mobimo Hldg returns to help us make a trade decision. For example, suppose you find that Mobimo Hldg 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 |
Mobimo Hldg 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 Mobimo Hldg stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mobimo Hldg stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mobimo Hldg stock over time.
Current vs Lagged Prices |
| Timeline |
Mobimo Hldg Lagged Returns
When evaluating Mobimo Hldg's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mobimo Hldg stock have on its future price. Mobimo Hldg 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, Mobimo Hldg autocorrelation shows the relationship between Mobimo Hldg stock current value and its past values and can show if there is a momentum factor associated with investing in Mobimo Hldg.
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 Mobimo Stock Analysis
When running Mobimo Hldg's price analysis, check to measure Mobimo Hldg'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 Mobimo Hldg is operating at the current time. Most of Mobimo Hldg's value examination focuses on studying past and present price action to predict the probability of Mobimo Hldg's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mobimo Hldg's price. Additionally, you may evaluate how the addition of Mobimo Hldg to your portfolios can decrease your overall portfolio volatility.