Psp Swiss Property Stock Market Value
| PSPSF Stock | USD 174.39 8.31 4.55% |
| Symbol | PSP |
PSP Swiss '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 PSP Swiss' 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 PSP Swiss.
| 12/15/2024 |
| 12/10/2025 |
If you would invest 0.00 in PSP Swiss on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding PSP Swiss Property or generate 0.0% return on investment in PSP Swiss over 360 days. PSP Swiss is related to or competes with Swiss Prime, Longfor Properties, Covivio, Stockland, Fastighets, Wharf, and Wharf Holdings. PSP Swiss Property AG, together with its subsidiaries, owns and operates real estate properties in Switzerland More
PSP Swiss 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 PSP Swiss' 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 PSP Swiss Property upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 10.16 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 0.5116 |
PSP Swiss Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PSP Swiss' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PSP Swiss' standard deviation. In reality, there are many statistical measures that can use PSP Swiss historical prices to predict the future PSP Swiss' volatility.| Risk Adjusted Performance | 0.0263 | |||
| Jensen Alpha | 0.0405 | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (0.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of PSP Swiss' 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.
PSP Swiss Property Backtested Returns
At this point, PSP Swiss is very steady. PSP Swiss Property maintains Sharpe Ratio (i.e., Efficiency) of 0.0327, which implies the firm had a 0.0327 % return per unit of standard deviation over the last 3 months. We have found twenty-two technical indicators for PSP Swiss Property, which you can use to evaluate the volatility of the company. Please check PSP Swiss' Coefficient Of Variation of 3054.39, market risk adjusted performance of (0.1), and Risk Adjusted Performance of 0.0263 to confirm if the risk estimate we provide is consistent with the expected return of 0.0348%. PSP Swiss has a performance score of 2 on a scale of 0 to 100. The company holds a Beta of -0.23, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning PSP Swiss are expected to decrease at a much lower rate. During the bear market, PSP Swiss is likely to outperform the market. PSP Swiss Property presently holds a risk of 1.06%. Please check PSP Swiss Property total risk alpha, kurtosis, as well as the relationship between the Kurtosis and price action indicator , to decide if PSP Swiss Property will be following its historical price patterns.
Auto-correlation | 0.41 |
Average predictability
PSP Swiss Property has average predictability. Overlapping area represents the amount of predictability between PSP Swiss time series from 15th of December 2024 to 13th of June 2025 and 13th of June 2025 to 10th of December 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 PSP Swiss Property price movement. The serial correlation of 0.41 indicates that just about 41.0% of current PSP Swiss price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 11.77 |
PSP Swiss Property lagged returns against current returns
Autocorrelation, which is PSP Swiss 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 PSP Swiss' pink sheet expected returns. We can calculate the autocorrelation of PSP Swiss returns to help us make a trade decision. For example, suppose you find that PSP Swiss 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 |
PSP Swiss 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 PSP Swiss pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PSP Swiss pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PSP Swiss pink sheet over time.
Current vs Lagged Prices |
| Timeline |
PSP Swiss Lagged Returns
When evaluating PSP Swiss' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PSP Swiss pink sheet have on its future price. PSP Swiss 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, PSP Swiss autocorrelation shows the relationship between PSP Swiss pink sheet current value and its past values and can show if there is a momentum factor associated with investing in PSP Swiss Property.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
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Other Information on Investing in PSP Pink Sheet
PSP Swiss financial ratios help investors to determine whether PSP 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 PSP with respect to the benefits of owning PSP Swiss security.