Swiss Re (Germany) Market Value

SR9A Stock  EUR 34.20  0.20  0.59%   
Swiss Re's market value is the price at which a share of Swiss Re trades on a public exchange. It measures the collective expectations of Swiss Re AG investors about its performance. Swiss Re is trading at 34.20 as of the 22nd of December 2024. This is a 0.59 percent increase since the beginning of the trading day. The stock's lowest day price was 34.2.
With this module, you can estimate the performance of a buy and hold strategy of Swiss Re AG and determine expected loss or profit from investing in Swiss Re over a given investment horizon. Check out Swiss Re Correlation, Swiss Re Volatility and Swiss Re Alpha and Beta module to complement your research on Swiss Re.
Symbol

Please note, there is a significant difference between Swiss Re's value and its price as these two are different measures arrived at by different means. Investors typically determine if Swiss Re is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Swiss Re's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Swiss Re '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 Swiss Re'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 Swiss Re.
0.00
11/22/2024
No Change 0.00  0.0 
In 31 days
12/22/2024
0.00
If you would invest  0.00  in Swiss Re on November 22, 2024 and sell it all today you would earn a total of 0.00 from holding Swiss Re AG or generate 0.0% return on investment in Swiss Re over 30 days. Swiss Re is related to or competes with MUENCHRUECKUNSADR, HANNRUECKVSE ADR, Everest Group, Reinsurance Group, RenaissanceRe Holdings, and SCOR SE. Swiss Re AG, together with its subsidiaries, provides wholesale reinsurance, insurance, and other insurance-based forms ... More

Swiss Re 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 Swiss Re'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 Swiss Re AG upside and downside potential and time the market with a certain degree of confidence.

Swiss Re Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Swiss Re's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swiss Re's standard deviation. In reality, there are many statistical measures that can use Swiss Re historical prices to predict the future Swiss Re's volatility.
Hype
Prediction
LowEstimatedHigh
32.2534.2036.15
Details
Intrinsic
Valuation
LowRealHigh
26.2328.1837.62
Details
Naive
Forecast
LowNextHigh
31.8533.8035.75
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
33.3934.5635.73
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Swiss Re. Your research has to be compared to or analyzed against Swiss Re's peers to derive any actionable benefits. When done correctly, Swiss Re's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Swiss Re AG.

Swiss Re AG Backtested Returns

Swiss Re appears to be very steady, given 3 months investment horizon. Swiss Re AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Swiss Re AG, which you can use to evaluate the volatility of the company. Please review Swiss Re's Risk Adjusted Performance of 0.09, semi deviation of 1.25, and Coefficient Of Variation of 942.99 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Swiss Re holds a performance score of 8. The entity has a beta of -0.0566, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Swiss Re are expected to decrease at a much lower rate. During the bear market, Swiss Re is likely to outperform the market. Please check Swiss Re's information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Swiss Re's existing price patterns will revert.

Auto-correlation

    
  0.08  

Virtually no predictability

Swiss Re AG has virtually no predictability. Overlapping area represents the amount of predictability between Swiss Re time series from 22nd of November 2024 to 7th of December 2024 and 7th of December 2024 to 22nd 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 Swiss Re AG price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Swiss Re price fluctuation can be explain by its past prices.
Correlation Coefficient0.08
Spearman Rank Test-0.35
Residual Average0.0
Price Variance0.54

Swiss Re AG lagged returns against current returns

Autocorrelation, which is Swiss Re 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 Swiss Re's stock expected returns. We can calculate the autocorrelation of Swiss Re returns to help us make a trade decision. For example, suppose you find that Swiss Re 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  

Swiss Re 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 Swiss Re stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swiss Re stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Swiss Re stock over time.
   Current vs Lagged Prices   
       Timeline  

Swiss Re Lagged Returns

When evaluating Swiss Re's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Swiss Re stock have on its future price. Swiss Re 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, Swiss Re autocorrelation shows the relationship between Swiss Re stock current value and its past values and can show if there is a momentum factor associated with investing in Swiss Re AG.
   Regressed Prices   
       Timeline  

Currently Active Assets on Macroaxis

Other Information on Investing in Swiss Stock

Swiss Re financial ratios help investors to determine whether Swiss Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Swiss with respect to the benefits of owning Swiss Re security.