Warteck Invest (Switzerland) Market Value
| WARN Stock | CHF 2,020 10.00 0.50% |
| Symbol | Warteck |
Warteck Invest '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 Warteck Invest'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 Warteck Invest.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Warteck Invest on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Warteck Invest or generate 0.0% return on investment in Warteck Invest over 90 days. Warteck Invest is related to or competes with Allreal Holding, Mobimo Hldg, Zueblin Immobilien, Swiss Prime, and PSP Swiss. Warteck Invest AG is involved in the rental of real estate properties such as apartments, leisure centers, and restauran... More
Warteck Invest 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 Warteck Invest'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 Warteck Invest upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6339 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.12 | |||
| Value At Risk | (0.99) | |||
| Potential Upside | 1.25 |
Warteck Invest Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Warteck Invest's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Warteck Invest's standard deviation. In reality, there are many statistical measures that can use Warteck Invest historical prices to predict the future Warteck Invest's volatility.| Risk Adjusted Performance | 0.1508 | |||
| Jensen Alpha | 0.0754 | |||
| Total Risk Alpha | 0.0073 | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.4893 |
Warteck Invest Backtested Returns
At this stage we consider Warteck Stock to be very steady. Warteck Invest shows Sharpe Ratio of 0.16, which attests that the company had a 0.16 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Warteck Invest, which you can use to evaluate the volatility of the company. Please check out Warteck Invest's Market Risk Adjusted Performance of 0.4993, mean deviation of 0.4687, and Downside Deviation of 0.6339 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. Warteck Invest has a performance score of 12 on a scale of 0 to 100. The firm maintains a market beta of 0.21, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Warteck Invest's returns are expected to increase less than the market. However, during the bear market, the loss of holding Warteck Invest is expected to be smaller as well. Warteck Invest right now maintains a risk of 0.68%. Please check out Warteck Invest value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to decide if Warteck Invest will be following its historical returns.
Auto-correlation | 0.46 |
Average predictability
Warteck Invest has average predictability. Overlapping area represents the amount of predictability between Warteck Invest time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Warteck Invest price movement. The serial correlation of 0.46 indicates that about 46.0% of current Warteck Invest price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 108.64 |
Warteck Invest lagged returns against current returns
Autocorrelation, which is Warteck Invest 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 Warteck Invest's stock expected returns. We can calculate the autocorrelation of Warteck Invest returns to help us make a trade decision. For example, suppose you find that Warteck Invest 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 |
Warteck Invest 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 Warteck Invest stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Warteck Invest stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Warteck Invest stock over time.
Current vs Lagged Prices |
| Timeline |
Warteck Invest Lagged Returns
When evaluating Warteck Invest's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Warteck Invest stock have on its future price. Warteck Invest 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, Warteck Invest autocorrelation shows the relationship between Warteck Invest stock current value and its past values and can show if there is a momentum factor associated with investing in Warteck Invest.
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 Warteck Stock Analysis
When running Warteck Invest's price analysis, check to measure Warteck Invest'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 Warteck Invest is operating at the current time. Most of Warteck Invest's value examination focuses on studying past and present price action to predict the probability of Warteck Invest's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Warteck Invest's price. Additionally, you may evaluate how the addition of Warteck Invest to your portfolios can decrease your overall portfolio volatility.