Swiss Helvetia Closed Fund Market Value
| SWZ Fund | USD 6.12 0.04 0.65% |
| Symbol | Swiss |
Swiss Helvetia '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 Helvetia's fund 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 Helvetia.
| 05/08/2025 |
| 08/06/2025 |
If you would invest 0.00 in Swiss Helvetia on May 8, 2025 and sell it all today you would earn a total of 0.00 from holding Swiss Helvetia Closed or generate 0.0% return on investment in Swiss Helvetia over 90 days. Swiss Helvetia is related to or competes with MFS Charter, Central Europe, Taiwan Closed, European Equity, Aberdeen Japan, New Germany, and Mexico Closed. The Swiss Helvetia Fund Inc. is a closed-ended equity mutual fund launched and managed by Schroder Investment Management... More
Swiss Helvetia 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 Helvetia's fund 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 Helvetia Closed upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 4.5 | |||
| Value At Risk | (1.09) | |||
| Potential Upside | 1.12 |
Swiss Helvetia Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swiss Helvetia's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swiss Helvetia's standard deviation. In reality, there are many statistical measures that can use Swiss Helvetia historical prices to predict the future Swiss Helvetia's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.14) | |||
| Treynor Ratio | 0.2185 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Swiss Helvetia'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 Helvetia Closed Backtested Returns
Swiss Helvetia Closed owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0743, which indicates the fund had a -0.0743 % return per unit of risk over the last 3 months. Swiss Helvetia Closed exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Swiss Helvetia's Coefficient Of Variation of (2,881), variance of 0.5777, and Risk Adjusted Performance of (0.03) to confirm the risk estimate we provide. The entity has a beta of -0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Swiss Helvetia are expected to decrease at a much lower rate. During the bear market, Swiss Helvetia is likely to outperform the market.
Auto-correlation | 0.25 |
Poor predictability
Swiss Helvetia Closed has poor predictability. Overlapping area represents the amount of predictability between Swiss Helvetia time series from 8th of May 2025 to 22nd of June 2025 and 22nd of June 2025 to 6th 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 Helvetia Closed price movement. The serial correlation of 0.25 indicates that over 25.0% of current Swiss Helvetia price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.25 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Swiss Helvetia Closed lagged returns against current returns
Autocorrelation, which is Swiss Helvetia fund'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 Helvetia's fund expected returns. We can calculate the autocorrelation of Swiss Helvetia returns to help us make a trade decision. For example, suppose you find that Swiss Helvetia has exhibited high autocorrelation historically, and you observe that the fund 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 Helvetia 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 Helvetia fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swiss Helvetia fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Swiss Helvetia fund over time.
Current vs Lagged Prices |
| Timeline |
Swiss Helvetia Lagged Returns
When evaluating Swiss Helvetia's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Swiss Helvetia fund have on its future price. Swiss Helvetia 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 Helvetia autocorrelation shows the relationship between Swiss Helvetia fund current value and its past values and can show if there is a momentum factor associated with investing in Swiss Helvetia Closed.
Regressed Prices |
| Timeline |
Also Currently Popular
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.Other Information on Investing in Swiss Fund
Swiss Helvetia financial ratios help investors to determine whether Swiss Fund 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 Helvetia security.
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