SF Urban (Switzerland) Market Value
| SFPN Stock | CHF 97.80 0.20 0.20% |
| Symbol | SFPN |
SF Urban '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 SF Urban'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 SF Urban.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in SF Urban on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding SF Urban Properties or generate 0.0% return on investment in SF Urban over 90 days. SF Urban is related to or competes with Mobimo Hldg, Allreal Holding, Warteck Invest, Zug Estates, and HIAG Immobilien. SF Urban Properties AG operates as a property company in Switzerland More
SF Urban 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 SF Urban'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 SF Urban Properties upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7684 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 3.36 | |||
| Value At Risk | (0.83) | |||
| Potential Upside | 0.8677 |
SF Urban Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SF Urban's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SF Urban's standard deviation. In reality, there are many statistical measures that can use SF Urban historical prices to predict the future SF Urban's volatility.| Risk Adjusted Performance | 0.1651 | |||
| Jensen Alpha | 0.0871 | |||
| Total Risk Alpha | 0.0143 | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 2.65 |
SF Urban Properties Backtested Returns
At this stage we consider SFPN Stock to be very steady. SF Urban Properties retains Efficiency (Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of price deviation over the last 3 months. We have found twenty-seven technical indicators for SF Urban, which you can use to evaluate the volatility of the company. Please validate SF Urban's Risk Adjusted Performance of 0.1651, mean deviation of 0.3754, and Downside Deviation of 0.7684 to confirm if the risk estimate we provide is consistent with the expected return of 0.0757%. SF Urban has a performance score of 10 on a scale of 0 to 100. The entity owns a Beta (Systematic Risk) of 0.0346, which indicates not very significant fluctuations relative to the market. As returns on the market increase, SF Urban's returns are expected to increase less than the market. However, during the bear market, the loss of holding SF Urban is expected to be smaller as well. SF Urban Properties today owns a risk of 0.55%. Please validate SF Urban Properties semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if SF Urban Properties will be following its current price history.
Auto-correlation | 0.79 |
Good predictability
SF Urban Properties has good predictability. Overlapping area represents the amount of predictability between SF Urban 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 SF Urban Properties price movement. The serial correlation of 0.79 indicates that around 79.0% of current SF Urban price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.67 |
SF Urban Properties lagged returns against current returns
Autocorrelation, which is SF Urban 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 SF Urban's stock expected returns. We can calculate the autocorrelation of SF Urban returns to help us make a trade decision. For example, suppose you find that SF Urban 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 |
SF Urban 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 SF Urban stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SF Urban stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SF Urban stock over time.
Current vs Lagged Prices |
| Timeline |
SF Urban Lagged Returns
When evaluating SF Urban's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SF Urban stock have on its future price. SF Urban 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, SF Urban autocorrelation shows the relationship between SF Urban stock current value and its past values and can show if there is a momentum factor associated with investing in SF Urban Properties.
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 SFPN Stock Analysis
When running SF Urban's price analysis, check to measure SF Urban'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 SF Urban is operating at the current time. Most of SF Urban's value examination focuses on studying past and present price action to predict the probability of SF Urban's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SF Urban's price. Additionally, you may evaluate how the addition of SF Urban to your portfolios can decrease your overall portfolio volatility.