Swiss Re Ag Stock Market Value
| SSREF Stock | USD 107.39 0.61 0.56% |
| Symbol | Swiss |
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.
| 01/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Swiss Re on January 25, 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 90 days. Swiss Re is related to or competes with Swiss Re, SCOR PK, SiriusPoint, Maiden Holdings, Taiwan Semiconductor, Heritage Insurance, and Barrett Business. 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.
| Downside Deviation | 5.35 | |||
| Information Ratio | 0.0091 | |||
| Maximum Drawdown | 15.09 | |||
| Value At Risk | (7.16) | |||
| Potential Upside | 6.74 |
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.| Risk Adjusted Performance | 0.027 | |||
| Jensen Alpha | 0.0172 | |||
| Total Risk Alpha | (0.43) | |||
| Sortino Ratio | 0.0073 | |||
| Treynor Ratio | 0.0928 |
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.
Swiss Re AG Backtested Returns
We consider Swiss Re very steady. Swiss Re AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0227, which indicates the firm had a 0.0227% 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 validate Swiss Re's Semi Deviation of 3.38, coefficient of variation of 3341.71, and Risk Adjusted Performance of 0.027 to confirm if the risk estimate we provide is consistent with the expected return of 0.0939%. Swiss Re has a performance score of 1 on a scale of 0 to 100. The entity has a beta of 1.27, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Swiss Re will likely underperform. Swiss Re AG right now has a risk of 4.13%. Please validate Swiss Re potential upside, and the relationship between the sortino ratio and skewness , to decide if Swiss Re will be following its existing price patterns.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Swiss Re AG has insignificant reverse predictability. Overlapping area represents the amount of predictability between Swiss Re time series from 25th of January 2024 to 10th of March 2024 and 10th of March 2024 to 24th of April 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 -0.18 indicates that over 18.0% of current Swiss Re price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 50.71 |
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 |
Currently Active Assets on Macroaxis
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 Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Complementary Tools for Swiss Pink Sheet analysis
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.