Roche Holding (Switzerland) Price on April 25, 2024
| ROG Stock | CHF 237.10 2.30 0.98% |
If you're considering investing in Roche Stock, it is important to understand the factors that can impact its price. As of today, the current price of Roche Holding stands at 237.10, as last reported on the 20th of May, with the highest price reaching 237.80 and the lowest price hitting 234.00 during the day. We consider Roche Holding very steady. Roche Holding AG maintains Sharpe Ratio (i.e., Efficiency) of 0.0884, which implies the firm had a 0.0884% return per unit of risk over the last 3 months. We have found thirty technical indicators for Roche Holding AG, which you can use to evaluate the volatility of the company. Please check Roche Holding's Coefficient Of Variation of 912.18, semi deviation of 1.19, and Risk Adjusted Performance of 0.0693 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%.
Roche Stock price history is provided at the adjusted basis, taking into account all of the recent filings.
Roche |
Sharpe Ratio = 0.0884
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Estimated Market Risk
| 1.23 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.11 actual daily | 2 98% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 6 94% of assets perform better |
Based on monthly moving average Roche Holding is performing at about 6% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Roche Holding by adding it to a well-diversified portfolio.
Roche Holding Valuation on April 25, 2024
It is possible to determine the worth of Roche Holding on a given historical date. On April 25, 2024 Roche was worth 222.1 at the beginning of the trading date compared to the closed value of 218.8. We use multiple weighted factors in our valuation methodologies to arrive at the intrinsic value of Roche Holding stock. Still, in general, we apply an absolute valuation method to find Roche Holding's value based on its fundamental and technical indicators available within our service. As compared to an absolute model, our relative valuation model uses a comparative analysis of Roche Holding where we calculate exposure to its market risk and evaluate relevant financial multiples and ratios against Roche Holding's related companies.
| Open | High | Low | Close | Volume | |
| 226.60 | 226.70 | 220.60 | 222.20 | 2,208,092 | |
04/25/2024 | 222.10 | 222.90 | 218.30 | 218.80 | 1,586,858 |
| 220.20 | 221.40 | 219.20 | 221.00 | 1,082,921 |
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Roche Holding Trading Date Momentum on April 25, 2024
| On April 26 2024 Roche Holding AG was traded for 221.00 at the closing time. The maximum traded price for the trading interval was 221.40 and the lowest daily price was 219.20 . The daily volume was recorded at 1.1 M. The volume of trading on 26th of April 2024 played a part in the next trading day price increase. The trading delta at closing time to the next closing price was 1.01% . The trading delta at closing time to the closing price today is 0.46% . |
Roche Holding AG Fundamentals Correlations and Trends
By evaluating Roche Holding's financials over time, investors can gain insight into future company performance. However, you can also analyze the published financial statements to find patterns among Roche Holding's main balance sheet or income statement drivers and many other relevant indicators that can statistically be found significantly correlated or uncorrelated. Roche financial account trend analysis is a perfect complement when working with valuation or volatility modules.About Roche Holding Stock history
Roche Holding investors dedicate a lot of time and effort to gaining insight into how a market's past behavior relates to its future. Access to timely market data for Roche is vital when making an investment decision, and regardless of whether you use fundamental or technical analysis, your return on investment in Roche Holding AG will depend on recognizing future opportunities and eliminating past mistakes. Historical data analysis is the study of market behavior over a given time. Recorded market-related data such as price, volatility, and volume can be quantified and studied over a defined period. Through a detailed examination of a market's past behavior, traders and investors can gain perspective on the inner workings of that market. The information obtained throughout analyzing Roche Holding stock prices may prove useful in developing a viable investing in Roche Holding
Roche Holding AG engages in the pharmaceuticals and diagnostics businesses in Switzerland, Germany, the United States, Austria, Netherlands, the United Kingdom, France, Belgium, and internationally. The company was founded in 1896 and is headquartered in Basel, Switzerland. ROCHE GS operates under Drug ManufacturersGeneral classification in Switzerland and is traded on Switzerland Exchange. It employs 100920 people.
Roche Holding Stock Technical Analysis
Roche Holding 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.
Price Boundaries
Roche Holding Period Price Range
Low | April 25, 2024
| High |
222.10 | 218.80 |
Roche Holding May 20, 2024 Market Strength
Market strength indicators help investors to evaluate how Roche Holding stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Roche Holding shares will generate the highest return on investment. By undertsting and applying Roche Holding stock market strength indicators, traders can identify Roche Holding AG entry and exit signals to maximize returns
Roche Holding Technical and Predictive Indicators
Predictive indicators are helping investors to find signals for Roche Holding's price direction in advance. Along with the technical and fundamental analysis of Roche Stock historical price patterns, it is also worthwhile for investors to track various predictive indicators of Roche to make sure they correctly time the market and exploit it's hidden potentials. Even though most predictive indicators are useful for the short-term horizon, it's virtually impossible to predict the unforeseen market. For traders with a short-term horizon, predictive indicators add value when properly applied. Long-term investors, however, may find many predictive indicators less useful.
| Risk Adjusted Performance | 0.0693 | |||
| Jensen Alpha | 0.1359 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | 0.0226 | |||
| Treynor Ratio | (0.75) |
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| Volume Indicators |
Check out Your Equity Center to better understand how to build diversified portfolios, which includes a position in Roche Holding AG. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. Note that the Roche Holding AG information on this page should be used as a complementary analysis to other Roche Holding's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Complementary Tools for Roche Stock analysis
When running Roche Holding's price analysis, check to measure Roche Holding'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 Roche Holding is operating at the current time. Most of Roche Holding's value examination focuses on studying past and present price action to predict the probability of Roche Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Roche Holding's price. Additionally, you may evaluate how the addition of Roche Holding to your portfolios can decrease your overall portfolio volatility.
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