Swire Properties' market value is the price at which a share of Swire Properties trades on a public exchange. It measures the collective expectations of Swire Properties Limited investors about its performance. Swire Properties is trading at 2.10 as of the 13th of July 2025. This is a 1.94 percent increase since the beginning of the trading day. The stock's lowest day price was 2.1. With this module, you can estimate the performance of a buy and hold strategy of Swire Properties Limited and determine expected loss or profit from investing in Swire Properties over a given investment horizon. Check out Swire Properties Correlation, Swire Properties Volatility and Swire Properties Alpha and Beta module to complement your research on Swire Properties.
Please note, there is a significant difference between Swire Properties' value and its price as these two are different measures arrived at by different means. Investors typically determine if Swire Properties is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Swire Properties' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Swire Properties '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 Swire Properties' 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 Swire Properties.
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04/14/2025
No Change 0.00
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In 3 months and 1 day
07/13/2025
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If you would invest 0.00 in Swire Properties on April 14, 2025 and sell it all today you would earn a total of 0.00 from holding Swire Properties Limited or generate 0.0% return on investment in Swire Properties over 90 days. Swire Properties is related to or competes with HK Electric, Apollo Investment, REINET INVESTMENTS, Scottish Mortgage, Postal Savings, Aluminumof China, and SIMS METAL. Swire Properties Limited, together with its subsidiaries, develops, owns, and operates mixed-use, primarily commercial p... More
Swire Properties 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 Swire Properties' 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 Swire Properties Limited upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swire Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swire Properties' standard deviation. In reality, there are many statistical measures that can use Swire Properties historical prices to predict the future Swire Properties' volatility.
Swire Properties appears to be risky, given 3 months investment horizon. Swire Properties owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Swire Properties Limited, which you can use to evaluate the volatility of the company. Please review Swire Properties' Semi Deviation of 1.67, coefficient of variation of 720.38, and Risk Adjusted Performance of 0.1959 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Swire Properties holds a performance score of 10. The entity has a beta of -0.085, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Swire Properties are expected to decrease at a much lower rate. During the bear market, Swire Properties is likely to outperform the market. Please check Swire Properties' information ratio, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Swire Properties' existing price patterns will revert.
Auto-correlation
0.35
Below average predictability
Swire Properties Limited has below average predictability. Overlapping area represents the amount of predictability between Swire Properties time series from 14th of April 2025 to 29th of May 2025 and 29th of May 2025 to 13th 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 Swire Properties price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Swire Properties price fluctuation can be explain by its past prices.
Correlation Coefficient
0.35
Spearman Rank Test
0.48
Residual Average
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Price Variance
0.0
Swire Properties lagged returns against current returns
Autocorrelation, which is Swire Properties 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 Swire Properties' stock expected returns. We can calculate the autocorrelation of Swire Properties returns to help us make a trade decision. For example, suppose you find that Swire Properties 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
Swire Properties 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 Swire Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swire Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Swire Properties stock over time.
Current vs Lagged Prices
Timeline
Swire Properties Lagged Returns
When evaluating Swire Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Swire Properties stock have on its future price. Swire Properties 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, Swire Properties autocorrelation shows the relationship between Swire Properties stock current value and its past values and can show if there is a momentum factor associated with investing in Swire Properties Limited.
Swire Properties financial ratios help investors to determine whether Swire Stock 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 Swire with respect to the benefits of owning Swire Properties security.