Enity (Sweden) Market Value
| ENITY Stock | 14.40 0.04 0.28% |
| Symbol | Enity |
Enity '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 Enity'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 Enity.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Enity on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Enity or generate 0.0% return on investment in Enity over 30 days.
Enity 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 Enity'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 Enity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.6 | |||
| Information Ratio | 0.0409 | |||
| Maximum Drawdown | 9.67 | |||
| Value At Risk | (2.03) | |||
| Potential Upside | 3.57 |
Enity Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Enity's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Enity's standard deviation. In reality, there are many statistical measures that can use Enity historical prices to predict the future Enity's volatility.| Risk Adjusted Performance | 0.0676 | |||
| Jensen Alpha | 0.106 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | 0.0464 | |||
| Treynor Ratio | 0.2581 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Enity'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.
Enity Backtested Returns
Currently, Enity is not too volatile. Enity secures Sharpe Ratio (or Efficiency) of 0.0708, which denotes the company had a 0.0708 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Enity, which you can use to evaluate the volatility of the firm. Please confirm Enity's Mean Deviation of 1.27, coefficient of variation of 1140.76, and Downside Deviation of 1.6 to check if the risk estimate we provide is consistent with the expected return of 0.13%. Enity has a performance score of 5 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.58, which means possible diversification benefits within a given portfolio. As returns on the market increase, Enity's returns are expected to increase less than the market. However, during the bear market, the loss of holding Enity is expected to be smaller as well. Enity right now shows a risk of 1.86%. Please confirm Enity semi variance, and the relationship between the sortino ratio and rate of daily change , to decide if Enity will be following its price patterns.
Auto-correlation | -0.23 |
Weak reverse predictability
Enity has weak reverse predictability. Overlapping area represents the amount of predictability between Enity time series from 29th of November 2025 to 14th of December 2025 and 14th of December 2025 to 29th 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 Enity price movement. The serial correlation of -0.23 indicates that over 23.0% of current Enity price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | -0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Enity lagged returns against current returns
Autocorrelation, which is Enity 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 Enity's stock expected returns. We can calculate the autocorrelation of Enity returns to help us make a trade decision. For example, suppose you find that Enity 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 |
Enity 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 Enity stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Enity stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Enity stock over time.
Current vs Lagged Prices |
| Timeline |
Enity Lagged Returns
When evaluating Enity's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Enity stock have on its future price. Enity 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, Enity autocorrelation shows the relationship between Enity stock current value and its past values and can show if there is a momentum factor associated with investing in Enity.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Enity Stock Analysis
When running Enity's price analysis, check to measure Enity'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 Enity is operating at the current time. Most of Enity's value examination focuses on studying past and present price action to predict the probability of Enity's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Enity's price. Additionally, you may evaluate how the addition of Enity to your portfolios can decrease your overall portfolio volatility.