Schweizerische Nationalbank (Switzerland) Performance
| SNBN Stock | CHF 3,300 50.00 1.49% |
The entity has a beta of -0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Schweizerische Nationalbank are expected to decrease at a much lower rate. During the bear market, Schweizerische Nationalbank is likely to outperform the market. At this point, Schweizerische Nationalbank has a negative expected return of -0.13%. Please make sure to validate Schweizerische Nationalbank's treynor ratio, value at risk, and the relationship between the total risk alpha and maximum drawdown , to decide if Schweizerische Nationalbank performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
0 of 100
Weak | Strong |
Very Weak
Over the last 90 days Schweizerische Nationalbank has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of latest abnormal performance, the Stock's basic indicators remain stable and the latest fuss on Wall Street may also be a sign of long-term gains for the venture sophisticated investors. ...more
Schweizerische |
Schweizerische Nationalbank Relative Risk vs. Return Landscape
If you would invest 360,000 in Schweizerische Nationalbank on September 14, 2024 and sell it today you would lose (30,000) from holding Schweizerische Nationalbank or give up 8.33% of portfolio value over 90 days. Schweizerische Nationalbank is generating negative expected returns and assumes 1.301% volatility on return distribution over the 90 days horizon. Simply put, 11% of stocks are less volatile than Schweizerische, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Schweizerische Nationalbank Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schweizerische Nationalbank's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Schweizerische Nationalbank, and traders can use it to determine the average amount a Schweizerische Nationalbank's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0997
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | SNBN |
Estimated Market Risk
| 1.3 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.1 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Schweizerische Nationalbank is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Schweizerische Nationalbank by adding Schweizerische Nationalbank to a well-diversified portfolio.
Schweizerische Nationalbank Fundamentals Growth
Schweizerische Stock prices reflect investors' perceptions of the future prospects and financial health of Schweizerische Nationalbank, and Schweizerische Nationalbank fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Schweizerische Stock performance.
| Return On Equity | -1.14 | |||
| Return On Asset | -0.16 | |||
| Operating Margin | 1.00 % | |||
| Current Valuation | (3.56 B) | |||
| Shares Outstanding | 100 K | |||
| Price To Earning | 0.02 X | |||
| Price To Book | 0.01 X | |||
| Price To Sales | 0.03 X | |||
| Revenue | 26.67 B | |||
| EBITDA | 26.3 B | |||
| Cash And Equivalents | 13.9 B | |||
| Book Value Per Share | 558,784 X | |||
| Earnings Per Share | (441,908) X | |||
| Total Asset | 1.06 T | |||
About Schweizerische Nationalbank Performance
Evaluating Schweizerische Nationalbank's performance through its fundamental ratios, provides valuable insights into its operational efficiency and profitability. For instance, if Schweizerische Nationalbank has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Schweizerische Nationalbank has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements. Please also refer to our technical analysis and fundamental analysis pages.
Schweizerische Nationalbank, an independent central bank, provides banking services to the Swiss Confederation. Schweizerische Nationalbank was founded in 1907 and is headquartered in Zurich, Switzerland. Swiss National operates under Banks - Regional - Europe classification in Switzerland and is traded on Switzerland Exchange. It employs 698 people.Things to note about Schweizerische Nationalbank performance evaluation
Checking the ongoing alerts about Schweizerische Nationalbank for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Schweizerische Nationalbank help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Schweizerische Nationalbank generated a negative expected return over the last 90 days | |
| Schweizerische Nationalbank has high likelihood to experience some financial distress in the next 2 years | |
| About 23.0% of the company outstanding shares are owned by corporate insiders |
- Analyzing Schweizerische Nationalbank's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Schweizerische Nationalbank's stock is overvalued or undervalued compared to its peers.
- Examining Schweizerische Nationalbank's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Schweizerische Nationalbank's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Schweizerische Nationalbank's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Schweizerische Nationalbank's stock. These opinions can provide insight into Schweizerische Nationalbank's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Schweizerische Stock Analysis
When running Schweizerische Nationalbank's price analysis, check to measure Schweizerische Nationalbank'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 Schweizerische Nationalbank is operating at the current time. Most of Schweizerische Nationalbank's value examination focuses on studying past and present price action to predict the probability of Schweizerische Nationalbank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Schweizerische Nationalbank's price. Additionally, you may evaluate how the addition of Schweizerische Nationalbank to your portfolios can decrease your overall portfolio volatility.