Case Group (Sweden) Market Value
| CASE Stock | 25.20 0.20 0.80% |
| Symbol | Case |
Case 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 Case 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 Case Group.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Case Group on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Case Group AB or generate 0.0% return on investment in Case Group over 30 days. Case Group is related to or competes with Investment, Linc AB, Idun Industrier, AB Traction, Intrum Justitia, Catella AB, and Vef AB. More
Case 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 Case 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 Case Group AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 13.11 | |||
| Value At Risk | (4.92) | |||
| Potential Upside | 4.41 |
Case Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Case Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Case Group's standard deviation. In reality, there are many statistical measures that can use Case Group historical prices to predict the future Case Group's volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.46) | |||
| Treynor Ratio | 0.1448 |
Case Group AB Backtested Returns
Currently, Case Group AB is not too volatile. Case Group AB secures Sharpe Ratio (or Efficiency) of 0.0185, which signifies that the company had a 0.0185 % return per unit of risk over the last 3 months. We have found twenty-two technical indicators for Case Group AB, which you can use to evaluate the volatility of the firm. Please confirm Case Group's Risk Adjusted Performance of (0.03), mean deviation of 2.27, and Standard Deviation of 3.01 to double-check if the risk estimate we provide is consistent with the expected return of 0.053%. Case Group has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -1.08, which signifies a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Case Group are expected to decrease slowly. On the other hand, during market turmoil, Case Group is expected to outperform it slightly. Case Group AB right now shows a risk of 2.87%. Please confirm Case Group AB potential upside, kurtosis, and the relationship between the maximum drawdown and skewness , to decide if Case Group AB will be following its price patterns.
Auto-correlation | -0.01 |
Very weak reverse predictability
Case Group AB has very weak reverse predictability. Overlapping area represents the amount of predictability between Case Group time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th 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 Case Group AB price movement. The serial correlation of -0.01 indicates that just 1.0% of current Case Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.01 | |
| Spearman Rank Test | -0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Case Group AB lagged returns against current returns
Autocorrelation, which is Case 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 Case Group's stock expected returns. We can calculate the autocorrelation of Case Group returns to help us make a trade decision. For example, suppose you find that Case 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 |
Case 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 Case Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Case Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Case Group stock over time.
Current vs Lagged Prices |
| Timeline |
Case Group Lagged Returns
When evaluating Case Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Case Group stock have on its future price. Case 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, Case Group autocorrelation shows the relationship between Case Group stock current value and its past values and can show if there is a momentum factor associated with investing in Case Group AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Case Stock Analysis
When running Case Group's price analysis, check to measure Case 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 Case Group is operating at the current time. Most of Case Group's value examination focuses on studying past and present price action to predict the probability of Case 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 Case Group's price. Additionally, you may evaluate how the addition of Case Group to your portfolios can decrease your overall portfolio volatility.