Varia Properties (Switzerland) Market Value
| VARN Stock | CHF 19.55 0.25 1.30% |
| Symbol | Varia |
Varia 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 Varia 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 Varia Properties.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Varia Properties on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Varia Properties or generate 0.0% return on investment in Varia Properties over 90 days. Varia Properties is related to or competes with Mobimo Hldg, Allreal Holding, Warteck Invest, Zug Estates, and HIAG Immobilien. Varia US Properties AG, a real estate investment company, acquires, holds, and sells properties in the United States More
Varia 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 Varia 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 Varia Properties upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 12.45 | |||
| Value At Risk | (3.54) | |||
| Potential Upside | 4.37 |
Varia Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Varia Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Varia Properties' standard deviation. In reality, there are many statistical measures that can use Varia Properties historical prices to predict the future Varia Properties' volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.39) | |||
| Treynor Ratio | (0.68) |
Varia Properties Backtested Returns
Varia Properties owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0221, which indicates the firm had a -0.0221 % return per unit of risk over the last 3 months. Varia Properties exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Varia Properties' Coefficient Of Variation of (4,239), risk adjusted performance of (0.02), and Variance of 5.51 to confirm the risk estimate we provide. The entity has a beta of 0.0965, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Varia Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding Varia Properties is expected to be smaller as well. At this point, Varia Properties has a negative expected return of -0.0527%. Please make sure to validate Varia Properties' potential upside, kurtosis, daily balance of power, as well as the relationship between the skewness and accumulation distribution , to decide if Varia Properties performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.57 |
Good reverse predictability
Varia Properties has good reverse predictability. Overlapping area represents the amount of predictability between Varia Properties 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 Varia Properties price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Varia Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.9 |
Varia Properties lagged returns against current returns
Autocorrelation, which is Varia 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 Varia Properties' stock expected returns. We can calculate the autocorrelation of Varia Properties returns to help us make a trade decision. For example, suppose you find that Varia 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 |
Varia 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 Varia Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Varia Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Varia Properties stock over time.
Current vs Lagged Prices |
| Timeline |
Varia Properties Lagged Returns
When evaluating Varia Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Varia Properties stock have on its future price. Varia 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, Varia Properties autocorrelation shows the relationship between Varia Properties stock current value and its past values and can show if there is a momentum factor associated with investing in Varia Properties.
Regressed Prices |
| Timeline |
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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 Varia Stock Analysis
When running Varia Properties' price analysis, check to measure Varia Properties' 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 Varia Properties is operating at the current time. Most of Varia Properties' value examination focuses on studying past and present price action to predict the probability of Varia Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Varia Properties' price. Additionally, you may evaluate how the addition of Varia Properties to your portfolios can decrease your overall portfolio volatility.