ABAS Protect (Sweden) Market Value
| ABAS Stock | 9.00 0.00 0.00% |
| Symbol | ABAS |
ABAS Protect '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 ABAS Protect'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 ABAS Protect.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in ABAS Protect on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding ABAS Protect AB or generate 0.0% return on investment in ABAS Protect over 30 days. ABAS Protect is related to or competes with Hexicon AB, BoMill AB, Saxlund Group, Brilliant Future, CirChem AB, Guideline Geo, and Wise Group. More
ABAS Protect 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 ABAS Protect'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 ABAS Protect AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 9.73 | |||
| Value At Risk | (2.94) | |||
| Potential Upside | 4.08 |
ABAS Protect Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ABAS Protect's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ABAS Protect's standard deviation. In reality, there are many statistical measures that can use ABAS Protect historical prices to predict the future ABAS Protect's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.19) | |||
| Treynor Ratio | 0.1924 |
ABAS Protect AB Backtested Returns
ABAS Protect AB retains Efficiency (Sharpe Ratio) of -0.0917, which signifies that the company had a -0.0917 % return per unit of risk over the last 3 months. ABAS Protect exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ABAS Protect's market risk adjusted performance of 0.2024, and Variance of 3.35 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning ABAS Protect are expected to decrease at a much lower rate. During the bear market, ABAS Protect is likely to outperform the market. At this point, ABAS Protect AB has a negative expected return of -0.15%. Please make sure to confirm ABAS Protect's market risk adjusted performance, coefficient of variation, variance, as well as the relationship between the mean deviation and standard deviation , to decide if ABAS Protect AB performance from the past will be repeated at some future date.
Auto-correlation | -0.61 |
Very good reverse predictability
ABAS Protect AB has very good reverse predictability. Overlapping area represents the amount of predictability between ABAS Protect time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ABAS Protect AB price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current ABAS Protect price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.61 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
ABAS Protect AB lagged returns against current returns
Autocorrelation, which is ABAS Protect 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 ABAS Protect's stock expected returns. We can calculate the autocorrelation of ABAS Protect returns to help us make a trade decision. For example, suppose you find that ABAS Protect 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 |
ABAS Protect 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 ABAS Protect stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ABAS Protect stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ABAS Protect stock over time.
Current vs Lagged Prices |
| Timeline |
ABAS Protect Lagged Returns
When evaluating ABAS Protect's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ABAS Protect stock have on its future price. ABAS Protect 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, ABAS Protect autocorrelation shows the relationship between ABAS Protect stock current value and its past values and can show if there is a momentum factor associated with investing in ABAS Protect AB.
Regressed Prices |
| Timeline |
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Additional Tools for ABAS Stock Analysis
When running ABAS Protect's price analysis, check to measure ABAS Protect'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 ABAS Protect is operating at the current time. Most of ABAS Protect's value examination focuses on studying past and present price action to predict the probability of ABAS Protect's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ABAS Protect's price. Additionally, you may evaluate how the addition of ABAS Protect to your portfolios can decrease your overall portfolio volatility.