Emmi AG (Switzerland) Market Value
| EMMN Stock | CHF 749.00 4.00 0.53% |
| Symbol | Emmi |
Emmi AG '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 Emmi AG's stock 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 Emmi AG.
| 04/30/2025 |
| 07/29/2025 |
If you would invest 0.00 in Emmi AG on April 30, 2025 and sell it all today you would earn a total of 0.00 from holding Emmi AG or generate 0.0% return on investment in Emmi AG over 90 days. Emmi AG is related to or competes with Bucher Industries, EMS CHEMIE, Barry Callebaut, Geberit AG, and Sonova H. Emmi AG develops, produces, and markets a range of dairy and fresh products primarily in Switzerland More
Emmi AG 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 Emmi AG's stock 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 Emmi AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.27) | |||
| Maximum Drawdown | 5.45 | |||
| Value At Risk | (1.61) | |||
| Potential Upside | 1.26 |
Emmi AG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Emmi AG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Emmi AG's standard deviation. In reality, there are many statistical measures that can use Emmi AG historical prices to predict the future Emmi AG's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.09) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (0.84) |
Emmi AG Backtested Returns
Emmi AG secures Sharpe Ratio (or Efficiency) of -0.13, which denotes the company had a -0.13 % return per unit of risk over the last 3 months. Emmi AG exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Emmi AG's Variance of 0.8554, standard deviation of 0.9249, and Mean Deviation of 0.6892 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0866, which means not very significant fluctuations relative to the market. As returns on the market increase, Emmi AG's returns are expected to increase less than the market. However, during the bear market, the loss of holding Emmi AG is expected to be smaller as well. At this point, Emmi AG has a negative expected return of -0.12%. Please make sure to confirm Emmi AG's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Emmi AG performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.73 |
Almost perfect reverse predictability
Emmi AG has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Emmi AG time series from 30th of April 2025 to 14th of June 2025 and 14th of June 2025 to 29th of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Emmi AG price movement. The serial correlation of -0.73 indicates that around 73.0% of current Emmi AG price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.73 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 548.93 |
Emmi AG lagged returns against current returns
Autocorrelation, which is Emmi AG stock'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 Emmi AG's stock expected returns. We can calculate the autocorrelation of Emmi AG returns to help us make a trade decision. For example, suppose you find that Emmi AG 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Emmi AG 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 Emmi AG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Emmi AG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Emmi AG stock over time.
Current vs Lagged Prices |
| Timeline |
Emmi AG Lagged Returns
When evaluating Emmi AG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Emmi AG stock have on its future price. Emmi AG 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, Emmi AG autocorrelation shows the relationship between Emmi AG stock current value and its past values and can show if there is a momentum factor associated with investing in Emmi AG.
Regressed Prices |
| Timeline |
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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.Additional Tools for Emmi Stock Analysis
When running Emmi AG's price analysis, check to measure Emmi AG'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 Emmi AG is operating at the current time. Most of Emmi AG's value examination focuses on studying past and present price action to predict the probability of Emmi AG's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Emmi AG's price. Additionally, you may evaluate how the addition of Emmi AG to your portfolios can decrease your overall portfolio volatility.