Swiss Life Holding Stock Market Value
| SZLMY Stock | USD 41.59 1.33 3.30% |
| Symbol | Swiss |
Swiss Life '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 Life'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 Life.
| 05/06/2024 |
| 12/02/2024 |
If you would invest 0.00 in Swiss Life on May 6, 2024 and sell it all today you would earn a total of 0.00 from holding Swiss Life Holding or generate 0.0% return on investment in Swiss Life over 210 days. Swiss Life is related to or competes with Zurich Insurance, Allianz SE, Swiss Life, Zurich Insurance, Berkshire Hathaway, Assicurazioni Generali, and Assicurazioni Generali. Swiss Life Holding AG provides life insurance, risk, pensions, and financial solutions for private and corporate clients More
Swiss Life 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 Life'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 Life Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.14 | |||
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 6.42 | |||
| Value At Risk | (1.98) | |||
| Potential Upside | 2.12 |
Swiss Life Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swiss Life's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swiss Life's standard deviation. In reality, there are many statistical measures that can use Swiss Life historical prices to predict the future Swiss Life's volatility.| Risk Adjusted Performance | 0.0239 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | (0.09) | |||
| Treynor Ratio | 0.1052 |
Swiss Life Holding Backtested Returns
At this stage we consider Swiss Pink Sheet to be very steady. Swiss Life Holding owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0399, which indicates the firm had a 0.0399% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Swiss Life Holding, which you can use to evaluate the volatility of the company. Please validate Swiss Life's Coefficient Of Variation of 3872.8, risk adjusted performance of 0.0239, and Semi Deviation of 1.11 to confirm if the risk estimate we provide is consistent with the expected return of 0.0522%. Swiss Life has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Swiss Life's returns are expected to increase less than the market. However, during the bear market, the loss of holding Swiss Life is expected to be smaller as well. Swiss Life Holding right now has a risk of 1.31%. Please validate Swiss Life maximum drawdown, as well as the relationship between the skewness and day typical price , to decide if Swiss Life will be following its existing price patterns.
Auto-correlation | 0.25 |
Poor predictability
Swiss Life Holding has poor predictability. Overlapping area represents the amount of predictability between Swiss Life time series from 6th of May 2024 to 19th of August 2024 and 19th of August 2024 to 2nd 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 Life Holding price movement. The serial correlation of 0.25 indicates that over 25.0% of current Swiss Life price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
Swiss Life Holding lagged returns against current returns
Autocorrelation, which is Swiss Life 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 Life's pink sheet expected returns. We can calculate the autocorrelation of Swiss Life returns to help us make a trade decision. For example, suppose you find that Swiss Life 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 Life 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 Life pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swiss Life 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 Life pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Swiss Life Lagged Returns
When evaluating Swiss Life's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Swiss Life pink sheet have on its future price. Swiss Life 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 Life autocorrelation shows the relationship between Swiss Life pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Swiss Life 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 Swiss Pink Sheet Analysis
When running Swiss Life's price analysis, check to measure Swiss Life'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 Life is operating at the current time. Most of Swiss Life's value examination focuses on studying past and present price action to predict the probability of Swiss Life'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 Life's price. Additionally, you may evaluate how the addition of Swiss Life to your portfolios can decrease your overall portfolio volatility.