Swisscom Ag Stock Market Value
| SWZCF Stock | USD 720.00 23.83 3.42% |
| Symbol | Swisscom |
Swisscom '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 Swisscom'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 Swisscom.
| 05/16/2025 |
| 08/14/2025 |
If you would invest 0.00 in Swisscom on May 16, 2025 and sell it all today you would earn a total of 0.00 from holding Swisscom AG or generate 0.0% return on investment in Swisscom over 90 days. Swisscom is related to or competes with Gilat Telecom, SwissCom, and Telekom Austria. Swisscom AG provides telecommunication services primarily in Switzerland, Italy, and internationally More
Swisscom 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 Swisscom'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 Swisscom AG upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0518 | |||
| Maximum Drawdown | 8.56 | |||
| Value At Risk | (0.50) | |||
| Potential Upside | 3.42 |
Swisscom Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swisscom's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swisscom's standard deviation. In reality, there are many statistical measures that can use Swisscom historical prices to predict the future Swisscom's volatility.| Risk Adjusted Performance | 0.1301 | |||
| Jensen Alpha | 0.1652 | |||
| Total Risk Alpha | (0) | |||
| Treynor Ratio | 1.09 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Swisscom'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.
Swisscom AG Backtested Returns
Swisscom appears to be very steady, given 3 months investment horizon. Swisscom AG owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-one technical indicators for Swisscom AG, which you can use to evaluate the volatility of the company. Please review Swisscom's Variance of 1.51, coefficient of variation of 626.5, and Risk Adjusted Performance of 0.1301 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Swisscom holds a performance score of 12. The entity has a beta of 0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Swisscom's returns are expected to increase less than the market. However, during the bear market, the loss of holding Swisscom is expected to be smaller as well. Please check Swisscom's treynor ratio, as well as the relationship between the daily balance of power and price action indicator , to make a quick decision on whether Swisscom's existing price patterns will revert.
Auto-correlation | 0.61 |
Good predictability
Swisscom AG has good predictability. Overlapping area represents the amount of predictability between Swisscom time series from 16th of May 2025 to 30th of June 2025 and 30th of June 2025 to 14th 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 Swisscom AG price movement. The serial correlation of 0.61 indicates that roughly 61.0% of current Swisscom price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.61 | |
| Spearman Rank Test | 0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 65.77 |
Swisscom AG lagged returns against current returns
Autocorrelation, which is Swisscom 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 Swisscom's pink sheet expected returns. We can calculate the autocorrelation of Swisscom returns to help us make a trade decision. For example, suppose you find that Swisscom 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 |
Swisscom 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 Swisscom pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swisscom pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Swisscom pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Swisscom Lagged Returns
When evaluating Swisscom's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Swisscom pink sheet have on its future price. Swisscom 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, Swisscom autocorrelation shows the relationship between Swisscom pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Swisscom AG.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Swisscom Pink Sheet
Swisscom financial ratios help investors to determine whether Swisscom 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 Swisscom with respect to the benefits of owning Swisscom security.