Arlandastad Group (Sweden) Market Value
| AGROUP Stock | 41.40 0.40 0.98% |
| Symbol | Arlandastad |
Arlandastad 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 Arlandastad 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 Arlandastad Group.
| 01/05/2025 |
| 12/31/2025 |
If you would invest 0.00 in Arlandastad Group on January 5, 2025 and sell it all today you would earn a total of 0.00 from holding Arlandastad Group AB or generate 0.0% return on investment in Arlandastad Group over 360 days. Arlandastad Group is related to or competes with Genova Property, Annehem Fastigheter, KlaraBo Sverige, ALM Equity, Fortinova Fastigheter, Titania Holding, and ALM Equity. More
Arlandastad 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 Arlandastad 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 Arlandastad Group AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.85 | |||
| Information Ratio | 0.1093 | |||
| Maximum Drawdown | 12.93 | |||
| Value At Risk | (2.58) | |||
| Potential Upside | 4.49 |
Arlandastad Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arlandastad Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arlandastad Group's standard deviation. In reality, there are many statistical measures that can use Arlandastad Group historical prices to predict the future Arlandastad Group's volatility.| Risk Adjusted Performance | 0.1068 | |||
| Jensen Alpha | 0.3577 | |||
| Total Risk Alpha | 0.0867 | |||
| Sortino Ratio | 0.1526 | |||
| Treynor Ratio | (14.01) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Arlandastad 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.
Arlandastad Group Backtested Returns
Arlandastad Group appears to be very steady, given 3 months investment horizon. Arlandastad Group secures Sharpe Ratio (or Efficiency) of 0.18, which signifies that the company had a 0.18 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Arlandastad Group AB, which you can use to evaluate the volatility of the firm. Please makes use of Arlandastad Group's Mean Deviation of 1.76, downside deviation of 1.85, and Risk Adjusted Performance of 0.1068 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Arlandastad Group holds a performance score of 14. The firm shows a Beta (market volatility) of -0.0254, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Arlandastad Group are expected to decrease at a much lower rate. During the bear market, Arlandastad Group is likely to outperform the market. Please check Arlandastad Group's treynor ratio, as well as the relationship between the expected short fall and day median price , to make a quick decision on whether Arlandastad Group's price patterns will revert.
Auto-correlation | -0.12 |
Insignificant reverse predictability
Arlandastad Group AB has insignificant reverse predictability. Overlapping area represents the amount of predictability between Arlandastad Group time series from 5th of January 2025 to 4th of July 2025 and 4th of July 2025 to 31st 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 Arlandastad Group price movement. The serial correlation of -0.12 indicates that less than 12.0% of current Arlandastad Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.12 | |
| Spearman Rank Test | -0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 8.02 |
Arlandastad Group lagged returns against current returns
Autocorrelation, which is Arlandastad 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 Arlandastad Group's stock expected returns. We can calculate the autocorrelation of Arlandastad Group returns to help us make a trade decision. For example, suppose you find that Arlandastad 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 |
Arlandastad 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 Arlandastad Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arlandastad Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arlandastad Group stock over time.
Current vs Lagged Prices |
| Timeline |
Arlandastad Group Lagged Returns
When evaluating Arlandastad Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arlandastad Group stock have on its future price. Arlandastad 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, Arlandastad Group autocorrelation shows the relationship between Arlandastad Group stock current value and its past values and can show if there is a momentum factor associated with investing in Arlandastad Group AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Arlandastad Stock
Arlandastad Group financial ratios help investors to determine whether Arlandastad 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 Arlandastad with respect to the benefits of owning Arlandastad Group security.