Swiss Mrt (Switzerland) Market Value

SSMI -  Switzerland Index  

 12,171  54.20  0.45%

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
Backtest

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
05/04/2021
No Change 0.00  0.0 
In 3 months and 1 day
08/02/2021
0.00
If you would invest  0.00  in Swiss Mrt on May 4, 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 90 days.

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
12,16912,16912,170
Details
Intrinsic
Valuation
LowReal ValueHigh
8,7618,76213,386
Details
Naive
Forecast
LowNext ValueHigh
12,22312,22312,224
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
11,88112,02812,174
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 0.29, which indicates the index had 0.29% of return per unit of risk over the last 3 months. Our standpoint towards measuring the volatility of an index is to use all available market data together with index-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Swiss Mrt, which you can use to evaluate the future volatility of the index.
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. Although it is extremely important to respect Swiss Mrt current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring future performance of any index is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting Swiss Mrt technical indicators, you can presently evaluate if the expected return of 0.17% will be sustainable into the future.
AdviceVolatility TrendExposureCorrelations

Auto-correlation

    
   0.53   

Modest predictability

Swiss Mrt has modest predictability. Overlapping area represents the amount of predictability between Swiss Mrt time series from 4th of May 2021 to 18th of June 2021 and 18th of June 2021 to 2nd of August 2021. 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 0.53 indicates that about 53.0% of current Swiss Mrt price fluctuation can be explain by its past prices.
Correlation Coefficient0.53
Spearman Rank Test0.51
Residual Average0.0
Price Variance4642.01

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 

Be your own money manager

Our tools can tell you how much better you can do entering a position in Swiss Mrt without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

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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 Risk-Return Analysis module to view associations between returns expected from investment and the risk you assume.

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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