Swiss Life Holding Stock Market Value
| SWSDF Stock | USD 1,087 4.41 0.40% |
| Symbol | Swiss |
Swiss Life '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 Life'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 Life.
| 05/18/2025 |
| 08/16/2025 |
If you would invest 0.00 in Swiss Life on May 18, 2025 and sell it all today you would earn a total of 0.00 from holding Swiss Life Holding or generate 0.0% return on investment in Swiss Life over 90 days. Swiss Life is related to or competes with Baloise Holding, Zurich Insurance, Allianz SE, Swiss Life, Zurich Insurance, Berkshire Hathaway, and Assicurazioni Generali. Swiss Life Holding AG provides life insurance, risk, pensions, and financial solutions for private and corporate clients More
Swiss Life 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 Life'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 Life Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.116 | |||
| Maximum Drawdown | 4.68 | |||
| Potential Upside | 1.12 |
Swiss Life Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swiss Life's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swiss Life's standard deviation. In reality, there are many statistical measures that can use Swiss Life historical prices to predict the future Swiss Life's volatility.| Risk Adjusted Performance | 0.1823 | |||
| Jensen Alpha | 0.1638 | |||
| Total Risk Alpha | 0.0826 | |||
| Treynor Ratio | 1.63 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Swiss Life'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 Life Holding Backtested Returns
At this point, Swiss Life is very steady. Swiss Life Holding owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.25, which indicates the firm had a 0.25 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Swiss Life Holding, which you can use to evaluate the volatility of the company. Please validate Swiss Life's Coefficient Of Variation of 391.06, risk adjusted performance of 0.1823, and Variance of 0.5144 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Swiss Life has a performance score of 19 on a scale of 0 to 100. The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Swiss Life's returns are expected to increase less than the market. However, during the bear market, the loss of holding Swiss Life is expected to be smaller as well. Swiss Life Holding right now has a risk of 0.71%. Please validate Swiss Life treynor ratio, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Swiss Life will be following its existing price patterns.
Auto-correlation | 0.91 |
Excellent predictability
Swiss Life Holding has excellent predictability. Overlapping area represents the amount of predictability between Swiss Life time series from 18th of May 2025 to 2nd of July 2025 and 2nd of July 2025 to 16th of August 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 Swiss Life Holding price movement. The serial correlation of 0.91 indicates that approximately 91.0% of current Swiss Life price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.91 | |
| Spearman Rank Test | 0.98 | |
| Residual Average | 0.0 | |
| Price Variance | 869.7 |
Swiss Life Holding lagged returns against current returns
Autocorrelation, which is Swiss Life 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 Life's pink sheet expected returns. We can calculate the autocorrelation of Swiss Life returns to help us make a trade decision. For example, suppose you find that Swiss Life 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 Life 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 Life pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swiss Life 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 Life pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Swiss Life Lagged Returns
When evaluating Swiss Life's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Swiss Life pink sheet have on its future price. Swiss Life 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 Life autocorrelation shows the relationship between Swiss Life pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Swiss Life Holding.
Regressed Prices |
| Timeline |
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Other Information on Investing in Swiss Pink Sheet
Swiss Life financial ratios help investors to determine whether Swiss Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Swiss with respect to the benefits of owning Swiss Life security.