4C Group (Sweden) Market Value

4C Stock   10.35  0.35  3.50%   
4C Group's market value is the price at which a share of 4C Group trades on a public exchange. It measures the collective expectations of 4C Group AB investors about its performance. 4C Group is selling for under 10.35 as of the 23rd of December 2024; that is 3.50 percent increase since the beginning of the trading day. The stock's last reported lowest price was 10.1.
With this module, you can estimate the performance of a buy and hold strategy of 4C Group AB and determine expected loss or profit from investing in 4C Group over a given investment horizon. Check out 4C Group Correlation, 4C Group Volatility and 4C Group Alpha and Beta module to complement your research on 4C Group.
Symbol

Please note, there is a significant difference between 4C Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if 4C Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, 4C Group's 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.

4C Group '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 4C Group'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 4C Group.
0.00
11/23/2024
No Change 0.00  0.0 
In 30 days
12/23/2024
0.00
If you would invest  0.00  in 4C Group on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding 4C Group AB or generate 0.0% return on investment in 4C Group over 30 days. 4C Group is related to or competes with B3 Consulting, Sleep Cycle, Avensia Publ, CAG Group, and Kjell Group. More

4C Group 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 4C Group'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 4C Group AB upside and downside potential and time the market with a certain degree of confidence.

4C Group Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for 4C Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 4C Group's standard deviation. In reality, there are many statistical measures that can use 4C Group historical prices to predict the future 4C Group's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of 4C Group's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
7.0710.3513.63
Details
Intrinsic
Valuation
LowRealHigh
6.7610.0413.32
Details

4C Group AB Backtested Returns

4C Group AB retains Efficiency (Sharpe Ratio) of -0.18, which signifies that the company had a -0.18% return per unit of price deviation over the last 3 months. 4C Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 4C Group's Market Risk Adjusted Performance of (1.01), information ratio of (0.19), and Variance of 10.73 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 0.6, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, 4C Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding 4C Group is expected to be smaller as well. At this point, 4C Group AB has a negative expected return of -0.59%. Please make sure to confirm 4C Group's potential upside, and the relationship between the jensen alpha and rate of daily change , to decide if 4C Group AB performance from the past will be repeated sooner or later.

Auto-correlation

    
  0.62  

Good predictability

4C Group AB has good predictability. Overlapping area represents the amount of predictability between 4C Group time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of 4C Group AB price movement. The serial correlation of 0.62 indicates that roughly 62.0% of current 4C Group price fluctuation can be explain by its past prices.
Correlation Coefficient0.62
Spearman Rank Test0.6
Residual Average0.0
Price Variance0.2

4C Group AB lagged returns against current returns

Autocorrelation, which is 4C Group 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 4C Group's stock expected returns. We can calculate the autocorrelation of 4C Group returns to help us make a trade decision. For example, suppose you find that 4C Group 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  

4C Group 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 4C Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 4C Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 4C Group stock over time.
   Current vs Lagged Prices   
       Timeline  

4C Group Lagged Returns

When evaluating 4C Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 4C Group stock have on its future price. 4C Group 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, 4C Group autocorrelation shows the relationship between 4C Group stock current value and its past values and can show if there is a momentum factor associated with investing in 4C Group AB.
   Regressed Prices   
       Timeline  

Thematic Opportunities

Explore Investment Opportunities

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Additional Tools for 4C Group Stock Analysis

When running 4C Group's price analysis, check to measure 4C Group'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 4C Group is operating at the current time. Most of 4C Group's value examination focuses on studying past and present price action to predict the probability of 4C Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move 4C Group's price. Additionally, you may evaluate how the addition of 4C Group to your portfolios can decrease your overall portfolio volatility.