Fastighetsbolaget (Sweden) Market Value
| EMIL-B Stock | 48.90 0.40 0.82% |
| Symbol | Fastighetsbolaget |
Fastighetsbolaget '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 Fastighetsbolaget'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 Fastighetsbolaget.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Fastighetsbolaget on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Fastighetsbolaget Emilshus AB or generate 0.0% return on investment in Fastighetsbolaget over 720 days. Fastighetsbolaget is related to or competes with HEBA Fastighets, Platzer Fastigheter, Dios Fastigheter, Atrium Ljungberg, and K Fast. More
Fastighetsbolaget 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 Fastighetsbolaget'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 Fastighetsbolaget Emilshus AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.71 | |||
| Information Ratio | 0.016 | |||
| Maximum Drawdown | 11.09 | |||
| Value At Risk | (2.64) | |||
| Potential Upside | 3.52 |
Fastighetsbolaget Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fastighetsbolaget's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fastighetsbolaget's standard deviation. In reality, there are many statistical measures that can use Fastighetsbolaget historical prices to predict the future Fastighetsbolaget's volatility.| Risk Adjusted Performance | 0.0689 | |||
| Jensen Alpha | 0.1126 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.0195 | |||
| Treynor Ratio | 0.4243 |
Fastighetsbolaget Backtested Returns
Fastighetsbolaget appears to be very steady, given 3 months investment horizon. Fastighetsbolaget secures Sharpe Ratio (or Efficiency) of 0.0964, which denotes the company had a 0.0964% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Fastighetsbolaget Emilshus AB, which you can use to evaluate the volatility of the firm. Please utilize Fastighetsbolaget's Coefficient Of Variation of 1222.44, downside deviation of 1.71, and Mean Deviation of 1.52 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Fastighetsbolaget holds a performance score of 7. The firm shows a Beta (market volatility) of 0.38, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fastighetsbolaget's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fastighetsbolaget is expected to be smaller as well. Please check Fastighetsbolaget's total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Fastighetsbolaget's price patterns will revert.
Auto-correlation | -0.23 |
Weak reverse predictability
Fastighetsbolaget Emilshus AB has weak reverse predictability. Overlapping area represents the amount of predictability between Fastighetsbolaget time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd of December 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 Fastighetsbolaget price movement. The serial correlation of -0.23 indicates that over 23.0% of current Fastighetsbolaget price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.32 | |
| Residual Average | 0.0 | |
| Price Variance | 33.49 |
Fastighetsbolaget lagged returns against current returns
Autocorrelation, which is Fastighetsbolaget 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 Fastighetsbolaget's stock expected returns. We can calculate the autocorrelation of Fastighetsbolaget returns to help us make a trade decision. For example, suppose you find that Fastighetsbolaget 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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Fastighetsbolaget 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 Fastighetsbolaget stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fastighetsbolaget stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fastighetsbolaget stock over time.
Current vs Lagged Prices |
| Timeline |
Fastighetsbolaget Lagged Returns
When evaluating Fastighetsbolaget's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fastighetsbolaget stock have on its future price. Fastighetsbolaget 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, Fastighetsbolaget autocorrelation shows the relationship between Fastighetsbolaget stock current value and its past values and can show if there is a momentum factor associated with investing in Fastighetsbolaget Emilshus AB.
Regressed Prices |
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Other Information on Investing in Fastighetsbolaget Stock
Fastighetsbolaget financial ratios help investors to determine whether Fastighetsbolaget 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 Fastighetsbolaget with respect to the benefits of owning Fastighetsbolaget security.