Julius Baer (Switzerland) Market Value
| BAER Stock | CHF 56.50 0.82 1.47% |
| Symbol | Julius |
Julius Baer '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 Julius Baer'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 Julius Baer.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Julius Baer on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Julius Baer Gruppe or generate 0.0% return on investment in Julius Baer over 90 days. Julius Baer is related to or competes with Swiss Life, UBS Group, Adecco Group, Zurich Insurance, and ABB. Julius Br Gruppe AG provides wealth management solutions in Switzerland, Europe, Asia, and South America More
Julius Baer 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 Julius Baer'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 Julius Baer Gruppe upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.49 | |||
| Information Ratio | 0.0693 | |||
| Maximum Drawdown | 10.28 | |||
| Value At Risk | (1.52) | |||
| Potential Upside | 3.19 |
Julius Baer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Julius Baer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Julius Baer's standard deviation. In reality, there are many statistical measures that can use Julius Baer historical prices to predict the future Julius Baer's volatility.| Risk Adjusted Performance | 0.1572 | |||
| Jensen Alpha | 0.232 | |||
| Total Risk Alpha | 0.0185 | |||
| Sortino Ratio | 0.0714 | |||
| Treynor Ratio | 3.21 |
Julius Baer Gruppe Backtested Returns
At this stage we consider Julius Stock to be very steady. Julius Baer Gruppe holds Efficiency (Sharpe) Ratio of 0.11, which attests that the entity had a 0.11 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Julius Baer Gruppe, which you can use to evaluate the volatility of the firm. Please check out Julius Baer's Market Risk Adjusted Performance of 3.22, risk adjusted performance of 0.1572, and Downside Deviation of 1.49 to validate if the risk estimate we provide is consistent with the expected return of 0.17%. Julius Baer has a performance score of 9 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0754, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Julius Baer's returns are expected to increase less than the market. However, during the bear market, the loss of holding Julius Baer is expected to be smaller as well. Julius Baer Gruppe right now retains a risk of 1.45%. Please check out Julius Baer jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to decide if Julius Baer will be following its current trending patterns.
Auto-correlation | -0.2 |
Insignificant reverse predictability
Julius Baer Gruppe has insignificant reverse predictability. Overlapping area represents the amount of predictability between Julius Baer time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Julius Baer Gruppe price movement. The serial correlation of -0.2 indicates that over 20.0% of current Julius Baer price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.2 | |
| Spearman Rank Test | -0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 1.96 |
Julius Baer Gruppe lagged returns against current returns
Autocorrelation, which is Julius Baer 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 Julius Baer's stock expected returns. We can calculate the autocorrelation of Julius Baer returns to help us make a trade decision. For example, suppose you find that Julius Baer 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 |
Julius Baer 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 Julius Baer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Julius Baer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Julius Baer stock over time.
Current vs Lagged Prices |
| Timeline |
Julius Baer Lagged Returns
When evaluating Julius Baer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Julius Baer stock have on its future price. Julius Baer 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, Julius Baer autocorrelation shows the relationship between Julius Baer stock current value and its past values and can show if there is a momentum factor associated with investing in Julius Baer Gruppe.
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.Additional Tools for Julius Stock Analysis
When running Julius Baer's price analysis, check to measure Julius Baer'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 Julius Baer is operating at the current time. Most of Julius Baer's value examination focuses on studying past and present price action to predict the probability of Julius Baer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Julius Baer's price. Additionally, you may evaluate how the addition of Julius Baer to your portfolios can decrease your overall portfolio volatility.