Cedergrenska (Sweden) Market Value
| CEDER Stock | 48.80 0.40 0.83% |
| Symbol | Cedergrenska |
Cedergrenska '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 Cedergrenska'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 Cedergrenska.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in Cedergrenska on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Cedergrenska AB or generate 0.0% return on investment in Cedergrenska over 30 days. Cedergrenska is related to or competes with Tellusgruppen, Skane Mollan, Candles Scandinavia, High Coast, Clemondo Group, New Nordic, and Arctic Blue. More
Cedergrenska 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 Cedergrenska'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 Cedergrenska AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.88 | |||
| Information Ratio | 0.167 | |||
| Maximum Drawdown | 12.76 | |||
| Value At Risk | (2.96) | |||
| Potential Upside | 4.76 |
Cedergrenska Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Cedergrenska's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Cedergrenska's standard deviation. In reality, there are many statistical measures that can use Cedergrenska historical prices to predict the future Cedergrenska's volatility.| Risk Adjusted Performance | 0.1427 | |||
| Jensen Alpha | 0.4247 | |||
| Total Risk Alpha | 0.2739 | |||
| Sortino Ratio | 0.2043 | |||
| Treynor Ratio | 2.9 |
Cedergrenska AB Backtested Returns
Cedergrenska appears to be very steady, given 3 months investment horizon. Cedergrenska AB secures Sharpe Ratio (or Efficiency) of 0.24, which signifies that the company had a 0.24 % return per unit of standard deviation over the last 3 months. By analyzing Cedergrenska's technical indicators, you can evaluate if the expected return of 0.56% is justified by implied risk. Please makes use of Cedergrenska's risk adjusted performance of 0.1427, and Mean Deviation of 1.56 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Cedergrenska holds a performance score of 18. The firm shows a Beta (market volatility) of 0.15, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Cedergrenska's returns are expected to increase less than the market. However, during the bear market, the loss of holding Cedergrenska is expected to be smaller as well. Please check Cedergrenska's standard deviation, expected short fall, period momentum indicator, as well as the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Cedergrenska's price patterns will revert.
Auto-correlation | -0.4 |
Poor reverse predictability
Cedergrenska AB has poor reverse predictability. Overlapping area represents the amount of predictability between Cedergrenska 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 Cedergrenska AB price movement. The serial correlation of -0.4 indicates that just about 40.0% of current Cedergrenska price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.4 | |
| Spearman Rank Test | -0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 1.17 |
Cedergrenska AB lagged returns against current returns
Autocorrelation, which is Cedergrenska 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 Cedergrenska's stock expected returns. We can calculate the autocorrelation of Cedergrenska returns to help us make a trade decision. For example, suppose you find that Cedergrenska 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 |
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Cedergrenska 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 Cedergrenska stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Cedergrenska stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Cedergrenska stock over time.
Current vs Lagged Prices |
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Cedergrenska Lagged Returns
When evaluating Cedergrenska's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Cedergrenska stock have on its future price. Cedergrenska 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, Cedergrenska autocorrelation shows the relationship between Cedergrenska stock current value and its past values and can show if there is a momentum factor associated with investing in Cedergrenska AB.
Regressed Prices |
| Timeline |
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Additional Tools for Cedergrenska Stock Analysis
When running Cedergrenska's price analysis, check to measure Cedergrenska'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 Cedergrenska is operating at the current time. Most of Cedergrenska's value examination focuses on studying past and present price action to predict the probability of Cedergrenska's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Cedergrenska's price. Additionally, you may evaluate how the addition of Cedergrenska to your portfolios can decrease your overall portfolio volatility.