Intrum AB (UK) Market Value
| 0H9P Stock | SEK 37.82 0.30 0.79% |
| Symbol | Intrum |
Intrum AB '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 Intrum AB'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 Intrum AB.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Intrum AB on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Intrum AB or generate 0.0% return on investment in Intrum AB over 30 days. Intrum AB is related to or competes with Electronic Arts, Evolution Gaming, Darden Restaurants, Charter Communications, Batm Advanced, Bloomsbury Publishing, and Teradata Corp. Intrum AB is entity of United Kingdom. It is traded as Stock on IL exchange. More
Intrum AB 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 Intrum AB'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 Intrum AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 22.87 | |||
| Value At Risk | (3.46) | |||
| Potential Upside | 3.46 |
Intrum AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Intrum AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Intrum AB's standard deviation. In reality, there are many statistical measures that can use Intrum AB historical prices to predict the future Intrum AB's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.62) | |||
| Treynor Ratio | (1.02) |
Intrum AB Backtested Returns
Intrum AB holds Efficiency (Sharpe) Ratio of -0.13, which attests that the entity had a -0.13 % return per unit of risk over the last 3 months. Intrum AB exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Intrum AB's Risk Adjusted Performance of (0.08), standard deviation of 2.81, and Market Risk Adjusted Performance of (1.01) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.34, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Intrum AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Intrum AB is expected to be smaller as well. At this point, Intrum AB has a negative expected return of -0.37%. Please make sure to check out Intrum AB's information ratio, total risk alpha, potential upside, as well as the relationship between the jensen alpha and treynor ratio , to decide if Intrum AB performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.56 |
Good reverse predictability
Intrum AB has good reverse predictability. Overlapping area represents the amount of predictability between Intrum AB time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th of December 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 Intrum AB price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current Intrum AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.44 |
Intrum AB lagged returns against current returns
Autocorrelation, which is Intrum AB 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 Intrum AB's stock expected returns. We can calculate the autocorrelation of Intrum AB returns to help us make a trade decision. For example, suppose you find that Intrum AB 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 |
Intrum AB 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 Intrum AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Intrum AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Intrum AB stock over time.
Current vs Lagged Prices |
| Timeline |
Intrum AB Lagged Returns
When evaluating Intrum AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Intrum AB stock have on its future price. Intrum AB 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, Intrum AB autocorrelation shows the relationship between Intrum AB stock current value and its past values and can show if there is a momentum factor associated with investing in Intrum AB.
Regressed Prices |
| Timeline |
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Intrum AB financial ratios help investors to determine whether Intrum 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 Intrum with respect to the benefits of owning Intrum AB security.