Peach Property (Switzerland) Market Value
| PEAN Stock | CHF 10.00 0.14 1.42% |
| Symbol | Peach |
Peach Property '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 Peach Property'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 Peach Property.
| 04/04/2024 |
| 05/04/2024 |
If you would invest 0.00 in Peach Property on April 4, 2024 and sell it all today you would earn a total of 0.00 from holding Peach Property Group or generate 0.0% return on investment in Peach Property over 30 days. Peach Property is related to or competes with Mobimo Hldg, Swiss Prime, PSP Swiss, Allreal Holding, and Implenia. Peach Property Group AG invests in and develops residential real estate properties in Germany and Switzerland More
Peach Property 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 Peach Property'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 Peach Property Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.54 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 20.7 | |||
| Value At Risk | (5.87) | |||
| Potential Upside | 6.58 |
Peach Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Peach Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Peach Property's standard deviation. In reality, there are many statistical measures that can use Peach Property historical prices to predict the future Peach Property's volatility.| Risk Adjusted Performance | 0.019 | |||
| Jensen Alpha | 0.0147 | |||
| Total Risk Alpha | (0.40) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.092 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Peach Property'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.
Peach Property Group Backtested Returns
Peach Property Group maintains Sharpe Ratio (i.e., Efficiency) of -0.0052, which implies the firm had a -0.0052% return per unit of risk over the last 3 months. Peach Property Group exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Peach Property's Risk Adjusted Performance of 0.019, semi deviation of 3.43, and Coefficient Of Variation of 5996.78 to confirm the risk estimate we provide. The company holds a Beta of 0.65, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Peach Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Peach Property is expected to be smaller as well. Peach Property Group has an expected return of -0.022%. Please make sure to check Peach Property Group mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Peach Property Group performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.71 |
Almost perfect reverse predictability
Peach Property Group has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Peach Property time series from 4th of April 2024 to 19th of April 2024 and 19th of April 2024 to 4th of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Peach Property Group price movement. The serial correlation of -0.71 indicates that around 71.0% of current Peach Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.71 | |
| Spearman Rank Test | -0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
Peach Property Group lagged returns against current returns
Autocorrelation, which is Peach Property 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 Peach Property's stock expected returns. We can calculate the autocorrelation of Peach Property returns to help us make a trade decision. For example, suppose you find that Peach Property 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 |
Peach Property 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 Peach Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Peach Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Peach Property stock over time.
Current vs Lagged Prices |
| Timeline |
Peach Property Lagged Returns
When evaluating Peach Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Peach Property stock have on its future price. Peach Property 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, Peach Property autocorrelation shows the relationship between Peach Property stock current value and its past values and can show if there is a momentum factor associated with investing in Peach Property Group.
Regressed Prices |
| Timeline |
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Check out Peach Property Correlation, Peach Property Volatility and Peach Property Alpha and Beta module to complement your research on Peach Property. You can also try the Money Managers module to screen money managers from public funds and ETFs managed around the world.
Complementary Tools for Peach Stock analysis
When running Peach Property's price analysis, check to measure Peach Property'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 Peach Property is operating at the current time. Most of Peach Property's value examination focuses on studying past and present price action to predict the probability of Peach Property's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Peach Property's price. Additionally, you may evaluate how the addition of Peach Property to your portfolios can decrease your overall portfolio volatility.
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Peach Property technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.