Swissquote Group (Switzerland) Market Value
| SQN Stock | CHF 355.80 3.60 1.02% |
| Symbol | Swissquote |
Swissquote Group '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 Swissquote Group'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 Swissquote Group.
| 11/04/2024 |
| 12/04/2024 |
If you would invest 0.00 in Swissquote Group on November 4, 2024 and sell it all today you would earn a total of 0.00 from holding Swissquote Group Holding or generate 0.0% return on investment in Swissquote Group over 30 days. Swissquote Group is related to or competes with Logitech International, Swiss Life, VAT Group, Partners Group, and Sika AG. Swissquote Group Holding Ltd, through its subsidiaries, provides a range of online financial services in Switzerland, re... More
Swissquote Group 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 Swissquote Group'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 Swissquote Group Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.51 | |||
| Information Ratio | 0.1062 | |||
| Maximum Drawdown | 10.05 | |||
| Value At Risk | (2.19) | |||
| Potential Upside | 2.79 |
Swissquote Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swissquote Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swissquote Group's standard deviation. In reality, there are many statistical measures that can use Swissquote Group historical prices to predict the future Swissquote Group's volatility.| Risk Adjusted Performance | 0.1379 | |||
| Jensen Alpha | 0.2788 | |||
| Total Risk Alpha | 0.0541 | |||
| Sortino Ratio | 0.1184 | |||
| Treynor Ratio | 9.33 |
Swissquote Group Holding Backtested Returns
Swissquote Group appears to be very steady, given 3 months investment horizon. Swissquote Group Holding owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the firm had a 0.21% return per unit of risk over the last 3 months. We have found thirty technical indicators for Swissquote Group Holding, which you can use to evaluate the volatility of the company. Please review Swissquote Group's Risk Adjusted Performance of 0.1379, coefficient of variation of 576.21, and Semi Deviation of 1.17 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Swissquote Group holds a performance score of 16. The entity has a beta of 0.0302, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Swissquote Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Swissquote Group is expected to be smaller as well. Please check Swissquote Group's sortino ratio, skewness, price action indicator, as well as the relationship between the potential upside and rate of daily change , to make a quick decision on whether Swissquote Group's existing price patterns will revert.
Auto-correlation | 0.31 |
Below average predictability
Swissquote Group Holding has below average predictability. Overlapping area represents the amount of predictability between Swissquote Group time series from 4th of November 2024 to 19th of November 2024 and 19th of November 2024 to 4th 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 Swissquote Group Holding price movement. The serial correlation of 0.31 indicates that nearly 31.0% of current Swissquote Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.31 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 63.67 |
Swissquote Group Holding lagged returns against current returns
Autocorrelation, which is Swissquote Group 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 Swissquote Group's stock expected returns. We can calculate the autocorrelation of Swissquote Group returns to help us make a trade decision. For example, suppose you find that Swissquote Group 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 |
Swissquote Group 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 Swissquote Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swissquote Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Swissquote Group stock over time.
Current vs Lagged Prices |
| Timeline |
Swissquote Group Lagged Returns
When evaluating Swissquote Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Swissquote Group stock have on its future price. Swissquote Group 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, Swissquote Group autocorrelation shows the relationship between Swissquote Group stock current value and its past values and can show if there is a momentum factor associated with investing in Swissquote Group 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 Swissquote Stock Analysis
When running Swissquote Group's price analysis, check to measure Swissquote Group'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 Swissquote Group is operating at the current time. Most of Swissquote Group's value examination focuses on studying past and present price action to predict the probability of Swissquote Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Swissquote Group's price. Additionally, you may evaluate how the addition of Swissquote Group to your portfolios can decrease your overall portfolio volatility.