Bure Equity (Sweden) Market Value
| BURE Stock | SEK 371.60 2.20 0.60% |
| Symbol | Bure |
Bure Equity '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 Bure Equity'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 Bure Equity.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Bure Equity on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Bure Equity AB or generate 0.0% return on investment in Bure Equity over 540 days. Bure Equity is related to or competes with Investment, Kinnevik Investment, Svolder AB, Creades AB, and L E. Bure Equity AB is a private equity and venture capital firm specializing in secondary direct, later stage, middle market... More
Bure Equity 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 Bure Equity'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 Bure Equity AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 7.54 | |||
| Value At Risk | (2.38) | |||
| Potential Upside | 2.75 |
Bure Equity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bure Equity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bure Equity's standard deviation. In reality, there are many statistical measures that can use Bure Equity historical prices to predict the future Bure Equity's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.37) | |||
| Treynor Ratio | (1.16) |
Bure Equity AB Backtested Returns
Bure Equity AB secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the company had a -0.1% return per unit of risk over the last 3 months. Bure Equity AB exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bure Equity's Standard Deviation of 1.66, risk adjusted performance of (0.05), and Mean Deviation of 1.26 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.11, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bure Equity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bure Equity is expected to be smaller as well. At this point, Bure Equity AB has a negative expected return of -0.17%. Please make sure to confirm Bure Equity's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Bure Equity AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.36 |
Below average predictability
Bure Equity AB has below average predictability. Overlapping area represents the amount of predictability between Bure Equity time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th of November 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 Bure Equity AB price movement. The serial correlation of 0.36 indicates that just about 36.0% of current Bure Equity price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.36 | |
| Spearman Rank Test | 0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 687.3 |
Bure Equity AB lagged returns against current returns
Autocorrelation, which is Bure Equity 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 Bure Equity's stock expected returns. We can calculate the autocorrelation of Bure Equity returns to help us make a trade decision. For example, suppose you find that Bure Equity 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 |
Bure Equity 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 Bure Equity stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bure Equity stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bure Equity stock over time.
Current vs Lagged Prices |
| Timeline |
Bure Equity Lagged Returns
When evaluating Bure Equity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bure Equity stock have on its future price. Bure Equity 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, Bure Equity autocorrelation shows the relationship between Bure Equity stock current value and its past values and can show if there is a momentum factor associated with investing in Bure Equity AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Bure Stock Analysis
When running Bure Equity's price analysis, check to measure Bure Equity'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 Bure Equity is operating at the current time. Most of Bure Equity's value examination focuses on studying past and present price action to predict the probability of Bure Equity's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bure Equity's price. Additionally, you may evaluate how the addition of Bure Equity to your portfolios can decrease your overall portfolio volatility.