Swiss Re Ag Stock Market Value

SSREF Stock  USD 128.50  2.39  1.83%   
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 AG investors about its performance. Swiss Re is trading at 128.50 as of the 28th of March 2024. This is a -1.83 percent down since the beginning of the trading day. The stock's lowest day price was 128.5.
With this module, you can estimate the performance of a buy and hold strategy of Swiss Re AG 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
02/27/2024
No Change 0.00  0.0 
In 30 days
03/28/2024
0.00
If you would invest  0.00  in Swiss Re on February 27, 2024 and sell it all today you would earn a total of 0.00 from holding Swiss Re AG or generate 0.0% return on investment in Swiss Re over 30 days. Swiss Re is related to or competes with Swiss Re, Hannover Rck, Reinsurance, Renaissancere Holdings, and Comfort Systems. 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 AG 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
127.59128.50129.41
Details
Intrinsic
Valuation
LowRealHigh
123.94124.85141.35
Details
Naive
Forecast
LowNextHigh
129.16130.07130.97
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
127.84130.09132.35
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Swiss Re. Your research has to be compared to or analyzed against Swiss Re's peers to derive any actionable benefits. When done correctly, Swiss Re's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Swiss Re AG.

Swiss Re AG Backtested Returns

Swiss Re appears to be very steady, given 3 months investment horizon. Swiss Re AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.26, which indicates the firm had a 0.26% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Swiss Re AG, which you can use to evaluate the volatility of the company. Please review Swiss Re's Risk Adjusted Performance of 0.1516, standard deviation of 0.8769, and Downside Deviation of 1.34 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Swiss Re holds a performance score of 20. The entity has a beta of 0.18, 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. Please check Swiss Re's downside variance, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Swiss Re's existing price patterns will revert.

Auto-correlation

    
  0.29  

Poor predictability

Swiss Re AG has poor predictability. Overlapping area represents the amount of predictability between Swiss Re time series from 27th of February 2024 to 13th of March 2024 and 13th of March 2024 to 28th of March 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 AG price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Swiss Re price fluctuation can be explain by its past prices.
Correlation Coefficient0.29
Spearman Rank Test0.61
Residual Average0.0
Price Variance4.84

Swiss Re AG 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 AG.
   Regressed Prices   
       Timeline  

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 Re 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 Re's short interest history, or implied volatility extrapolated from Swiss Re options trading.

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Check out Swiss Re Correlation, Swiss Re Volatility and Swiss Re Alpha and Beta module to complement your research on Swiss Re.
Note that the Swiss Re AG information on this page should be used as a complementary analysis to other Swiss Re'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 the Sectors module to list of equity sectors categorizing publicly traded companies based on their primary business activities.

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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.
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Swiss Re technical pink sheet analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, pink sheet market cycles, or different charting patterns.
A focus of Swiss Re technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Swiss Re trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...