Georg Fischer (Switzerland) Market Value
| GF Stock | 62.35 0.40 0.64% |
| Symbol | Georg |
Georg Fischer '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 Georg Fischer'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 Georg Fischer.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Georg Fischer on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Georg Fischer AG or generate 0.0% return on investment in Georg Fischer over 90 days. Georg Fischer is related to or competes with Holcim AG, Geberit AG, VAT Group, Sonova H, and SIG Combibloc. More
Georg Fischer 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 Georg Fischer'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 Georg Fischer AG upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.48 | |||
| Information Ratio | 0.0042 | |||
| Maximum Drawdown | 6.77 | |||
| Value At Risk | (2.51) | |||
| Potential Upside | 2.32 |
Georg Fischer Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Georg Fischer's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Georg Fischer's standard deviation. In reality, there are many statistical measures that can use Georg Fischer historical prices to predict the future Georg Fischer's volatility.| Risk Adjusted Performance | 0.0972 | |||
| Jensen Alpha | 0.0798 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0041 | |||
| Treynor Ratio | 0.3137 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Georg Fischer'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.
Georg Fischer AG Backtested Returns
At this stage we consider Georg Stock to be very steady. Georg Fischer AG holds Efficiency (Sharpe) Ratio of 0.13, which attests that the entity had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Georg Fischer AG, which you can use to evaluate the volatility of the firm. Please check out Georg Fischer's Downside Deviation of 1.48, risk adjusted performance of 0.0972, and Market Risk Adjusted Performance of 0.3237 to validate if the risk estimate we provide is consistent with the expected return of 0.18%. Georg Fischer has a performance score of 9 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.44, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Georg Fischer's returns are expected to increase less than the market. However, during the bear market, the loss of holding Georg Fischer is expected to be smaller as well. Georg Fischer AG right now retains a risk of 1.44%. Please check out Georg Fischer maximum drawdown, as well as the relationship between the expected short fall and rate of daily change , to decide if Georg Fischer will be following its current trending patterns.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Georg Fischer AG has insignificant reverse predictability. Overlapping area represents the amount of predictability between Georg Fischer time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 Georg Fischer AG price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Georg Fischer price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.98 |
Georg Fischer AG lagged returns against current returns
Autocorrelation, which is Georg Fischer 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 Georg Fischer's stock expected returns. We can calculate the autocorrelation of Georg Fischer returns to help us make a trade decision. For example, suppose you find that Georg Fischer 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 |
Georg Fischer 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 Georg Fischer stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Georg Fischer stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Georg Fischer stock over time.
Current vs Lagged Prices |
| Timeline |
Georg Fischer Lagged Returns
When evaluating Georg Fischer's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Georg Fischer stock have on its future price. Georg Fischer 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, Georg Fischer autocorrelation shows the relationship between Georg Fischer stock current value and its past values and can show if there is a momentum factor associated with investing in Georg Fischer AG.
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 Georg Stock Analysis
When running Georg Fischer's price analysis, check to measure Georg Fischer'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 Georg Fischer is operating at the current time. Most of Georg Fischer's value examination focuses on studying past and present price action to predict the probability of Georg Fischer's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Georg Fischer's price. Additionally, you may evaluate how the addition of Georg Fischer to your portfolios can decrease your overall portfolio volatility.