Swiss Re Stock Market Value

SSREY Stock  USD 36.96  0.23  0.62%   
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 investors about its performance. Swiss Re is trading at 36.96 as of the 18th of December 2024; that is 0.62 percent decrease since the beginning of the trading day. The stock's open price was 37.19.
With this module, you can estimate the performance of a buy and hold strategy of Swiss Re 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 pink sheet 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
12/29/2022
No Change 0.00  0.0 
In 1 year 11 months and 22 days
12/18/2024
0.00
If you would invest  0.00  in Swiss Re on December 29, 2022 and sell it all today you would earn a total of 0.00 from holding Swiss Re or generate 0.0% return on investment in Swiss Re over 720 days. Swiss Re is related to or competes with Hannover, SCOR PK, SiriusPoint, Maiden Holdings, Muenchener Rueckver, Siriuspoint, and Renaissancere Holdings. Swiss Re AG, together with its subsidiaries, provides wholesale reinsurance, insurance, other insurance-based forms of r... 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 pink sheet 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 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.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Swiss Re's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
35.2936.9638.63
Details
Intrinsic
Valuation
LowRealHigh
34.2135.8837.55
Details

Swiss Re Backtested Returns

At this stage we consider Swiss Pink Sheet to be very steady. Swiss Re owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0808, which indicates the firm had a 0.0808% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Swiss Re, which you can use to evaluate the volatility of the company. Please validate Swiss Re's Risk Adjusted Performance of 0.0693, coefficient of variation of 1137.0, and Semi Deviation of 1.09 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%. Swiss Re has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.2, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Swiss Re's returns are expected to increase less than the market. However, during the bear market, the loss of holding Swiss Re is expected to be smaller as well. Swiss Re right now has a risk of 1.67%. Please validate Swiss Re maximum drawdown, as well as the relationship between the skewness and day typical price , to decide if Swiss Re will be following its existing price patterns.

Auto-correlation

    
  0.70  

Good predictability

Swiss Re has good predictability. Overlapping area represents the amount of predictability between Swiss Re time series from 29th of December 2022 to 24th of December 2023 and 24th of December 2023 to 18th 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 price movement. The serial correlation of 0.7 indicates that around 70.0% of current Swiss Re price fluctuation can be explain by its past prices.
Correlation Coefficient0.7
Spearman Rank Test0.73
Residual Average0.0
Price Variance9.25

Swiss Re lagged returns against current returns

Autocorrelation, which is Swiss Re pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swiss Re pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Swiss Re pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Swiss Re.
   Regressed Prices   
       Timeline  

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Additional Tools for Swiss Pink Sheet Analysis

When running Swiss Re's price analysis, check to measure Swiss Re'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 Swiss Re is operating at the current time. Most of Swiss Re's value examination focuses on studying past and present price action to predict the probability of Swiss Re's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Swiss Re's price. Additionally, you may evaluate how the addition of Swiss Re to your portfolios can decrease your overall portfolio volatility.