Swiss Mrt (Switzerland) Market Value

SSMI
 Index
  

 11,166  43.25  0.39%   

Swiss Mrt's market value is the price at which a share of Swiss Mrt stock trades on a public exchange. It measures the collective expectations of Swiss Mrt investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Swiss Mrt and determine expected loss or profit from investing in Swiss Mrt over a given investment horizon. Check out Swiss Mrt Hype Analysis, Swiss Mrt Correlation, Portfolio Optimization, Swiss Mrt Volatility, as well as analyze Swiss Mrt Alpha and Beta and Swiss Mrt Performance.
Symbol

Please note, there is a significant difference between Swiss Mrt's value and its price as these two are different measures arrived at by different means. Investors typically determine Swiss Mrt value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Swiss Mrt'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 Mrt '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 Mrt's index 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 Mrt.
0.00
11/11/2021
No Change 0.00  0.0 
In 8 months and 28 days
08/08/2022
0.00
If you would invest  0.00  in Swiss Mrt on November 11, 2021 and sell it all today you would earn a total of 0.00 from holding Swiss Mrt or generate 0.0% return on investment in Swiss Mrt over 270 days. More

Swiss Mrt 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 Mrt's index 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 Mrt upside and downside potential and time the market with a certain degree of confidence.

Swiss Mrt Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Swiss Mrt's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swiss Mrt's standard deviation. In reality, there are many statistical measures that can use Swiss Mrt historical prices to predict the future Swiss Mrt's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Swiss Mrt'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. Please use the tools below to analyze the current value of Swiss Mrt in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
11,16511,16611,167
Details
Intrinsic
Valuation
LowReal ValueHigh
11,12811,12912,283
Details
Naive
Forecast
LowNext ValueHigh
10,96110,96210,963
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
10,79611,04411,293
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Swiss Mrt. Your research has to be compared to or analyzed against Swiss Mrt's peers to derive any actionable benefits. When done correctly, Swiss Mrt's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Swiss Mrt.

Swiss Mrt Backtested Returns

Swiss Mrt owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0481, which indicates the index had -0.0481% of return per unit of risk over the last 3 months. Macroaxis standpoint towards measuring the risk of any index is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. Swiss Mrt exposes twenty-one different technical indicators, which can help you to evaluate volatility that cannot be diversified away.
The entity has a beta of 0.0, which indicates not very significant fluctuations relative to the market. Let's try to break down what Swiss's beta means in this case. the returns on MARKET and Swiss Mrt are completely uncorrelated. Even though it is essential to pay attention to Swiss Mrt current price movements, it is always good to be careful when utilizing equity historical returns. Our philosophy towards measuring any index's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Swiss Mrt exposes twenty-one different technical indicators, which can help you to evaluate its performance.

Auto-correlation

    
  0.43  

Average predictability

Swiss Mrt has average predictability. Overlapping area represents the amount of predictability between Swiss Mrt time series from 11th of November 2021 to 26th of March 2022 and 26th of March 2022 to 8th of August 2022. 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 Mrt price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Swiss Mrt price fluctuation can be explain by its past prices.
Correlation Coefficient0.43
Spearman Rank Test0.45
Residual Average0.0
Price Variance343526.32

Swiss Mrt lagged returns against current returns

Autocorrelation, which is Swiss Mrt index'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 Mrt's index expected returns. We can calculate the autocorrelation of Swiss Mrt returns to help us make a trade decision. For example, suppose you find that Swiss Mrt index 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

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

Swiss Mrt Lagged Returns

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

Swiss Mrt Investors Sentiment

The influence of Swiss Mrt's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Swiss. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock markets does not have a solid backing from leading economists and market statisticians.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Swiss Mrt in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Swiss Mrt's short interest history, or implied volatility extrapolated from Swiss Mrt options trading.

Also Currently Popular

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.
Check out Swiss Mrt Hype Analysis, Swiss Mrt Correlation, Portfolio Optimization, Swiss Mrt Volatility, as well as analyze Swiss Mrt Alpha and Beta and Swiss Mrt Performance. Note that the Swiss Mrt information on this page should be used as a complementary analysis to other Swiss Mrt's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Positions Ratings module to determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance.

Other Tools for Swiss Index

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