Essity AB (Germany) Market Value
| ESWB Stock | EUR 24.67 0.15 0.60% |
| Symbol | Essity |
Essity AB '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 Essity AB'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 Essity AB.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Essity AB on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Essity AB or generate 0.0% return on investment in Essity AB over 90 days. Essity AB is related to or competes with Sun Life, Ring Energy, AdCapital, Superior Plus, Origin Agritech, Identiv, and Intel. Essity AB develops, produces, and sells personal care, consumer tissue, and professional hygiene products and solutions ... More
Essity AB 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 Essity AB'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 Essity AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.51 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 9.39 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 1.8 |
Essity AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Essity AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Essity AB's standard deviation. In reality, there are many statistical measures that can use Essity AB historical prices to predict the future Essity AB's volatility.| Risk Adjusted Performance | 0.0212 | |||
| Jensen Alpha | 0.0168 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.2878 |
Essity AB February 3, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0212 | |||
| Market Risk Adjusted Performance | 0.2978 | |||
| Mean Deviation | 0.8897 | |||
| Semi Deviation | 1.43 | |||
| Downside Deviation | 1.51 | |||
| Coefficient Of Variation | 4357.19 | |||
| Standard Deviation | 1.31 | |||
| Variance | 1.71 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | 0.0168 | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.2878 | |||
| Maximum Drawdown | 9.39 | |||
| Value At Risk | (1.72) | |||
| Potential Upside | 1.8 | |||
| Downside Variance | 2.29 | |||
| Semi Variance | 2.03 | |||
| Expected Short fall | (0.87) | |||
| Skewness | (0.90) | |||
| Kurtosis | 5.6 |
Essity AB Backtested Returns
At this point, Essity AB is very steady. Essity AB secures Sharpe Ratio (or Efficiency) of 0.0599, which denotes the company had a 0.0599 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Essity AB, which you can use to evaluate the volatility of the firm. Please confirm Essity AB's Coefficient Of Variation of 4357.19, mean deviation of 0.8897, and Downside Deviation of 1.51 to check if the risk estimate we provide is consistent with the expected return of 0.0806%. Essity AB has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.0695, which means not very significant fluctuations relative to the market. As returns on the market increase, Essity AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Essity AB is expected to be smaller as well. Essity AB right now shows a risk of 1.35%. Please confirm Essity AB total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Essity AB will be following its price patterns.
Auto-correlation | -0.31 |
Poor reverse predictability
Essity AB has poor reverse predictability. Overlapping area represents the amount of predictability between Essity AB time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd of February 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 Essity AB price movement. The serial correlation of -0.31 indicates that nearly 31.0% of current Essity AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.31 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
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Other Information on Investing in Essity Stock
Essity AB financial ratios help investors to determine whether Essity 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 Essity with respect to the benefits of owning Essity AB security.