Von Roll (Switzerland) Market Value
| ROL Stock | CHF 0.84 0.00 0.00% |
| Symbol | Von |
Von Roll '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 Von Roll'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 Von Roll.
| 04/03/2024 |
| 05/03/2024 |
If you would invest 0.00 in Von Roll on April 3, 2024 and sell it all today you would earn a total of 0.00 from holding Von Roll Holding or generate 0.0% return on investment in Von Roll over 30 days. Von Roll is related to or competes with Hubersuhner, Ascom Holding, and Evolva Holding. Von Roll Holding AG produces and supplies insulation materials, winding wires, resins, varnishes, and composite material... More
Von Roll 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 Von Roll'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 Von Roll Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 2.37 | |||
| Value At Risk | (1.18) | |||
| Potential Upside | 1.19 |
Von Roll Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Von Roll's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Von Roll's standard deviation. In reality, there are many statistical measures that can use Von Roll historical prices to predict the future Von Roll's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.04) | |||
| Treynor Ratio | 0.1874 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Von Roll'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.
Von Roll Holding Backtested Returns
We consider Von Roll slightly risky. Von Roll Holding owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0023, which indicates the firm had a 0.0023% return per unit of risk over the last 3 months. We have found eighteen technical indicators for Von Roll Holding, which you can use to evaluate the volatility of the company. Please validate Von Roll's Risk Adjusted Performance of (0), variance of 0.2155, and Coefficient Of Variation of 43752.12 to confirm if the risk estimate we provide is consistent with the expected return of 0.001%. The entity has a beta of -0.0477, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Von Roll are expected to decrease at a much lower rate. During the bear market, Von Roll is likely to outperform the market. Von Roll Holding right now has a risk of 0.46%. Please validate Von Roll jensen alpha, skewness, as well as the relationship between the Skewness and day typical price , to decide if Von Roll will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Von Roll Holding has no correlation between past and present. Overlapping area represents the amount of predictability between Von Roll time series from 3rd of April 2024 to 18th of April 2024 and 18th of April 2024 to 3rd 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 Von Roll Holding price movement. The serial correlation of 0.0 indicates that just 0.0% of current Von Roll price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.93 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Von Roll Holding lagged returns against current returns
Autocorrelation, which is Von Roll 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 Von Roll's stock expected returns. We can calculate the autocorrelation of Von Roll returns to help us make a trade decision. For example, suppose you find that Von Roll 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 |
Von Roll 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 Von Roll stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Von Roll stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Von Roll stock over time.
Current vs Lagged Prices |
| Timeline |
Von Roll Lagged Returns
When evaluating Von Roll's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Von Roll stock have on its future price. Von Roll 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, Von Roll autocorrelation shows the relationship between Von Roll stock current value and its past values and can show if there is a momentum factor associated with investing in Von Roll Holding.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Von Roll in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Von Roll's short interest history, or implied volatility extrapolated from Von Roll options trading.
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Check out Von Roll Correlation, Von Roll Volatility and Von Roll Alpha and Beta module to complement your research on Von Roll. You can also try the Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..
Complementary Tools for Von Stock analysis
When running Von Roll's price analysis, check to measure Von Roll'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 Von Roll is operating at the current time. Most of Von Roll's value examination focuses on studying past and present price action to predict the probability of Von Roll's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Von Roll's price. Additionally, you may evaluate how the addition of Von Roll to your portfolios can decrease your overall portfolio volatility.
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Von Roll 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.