Fabege AB's market value is the price at which a share of Fabege AB trades on a public exchange. It measures the collective expectations of Fabege AB investors about its performance. Fabege AB is trading at 7.26 as of the 29th of December 2025. This is a No Change since the beginning of the trading day. The stock's lowest day price was 7.26. With this module, you can estimate the performance of a buy and hold strategy of Fabege AB and determine expected loss or profit from investing in Fabege AB over a given investment horizon. Check out Fabege AB Correlation, Fabege AB Volatility and Fabege AB Alpha and Beta module to complement your research on Fabege AB.
Please note, there is a significant difference between Fabege AB's value and its price as these two are different measures arrived at by different means. Investors typically determine if Fabege AB is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Fabege AB's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Fabege 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 Fabege AB's pink sheet 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 Fabege AB.
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11/29/2025
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In 30 days
12/29/2025
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If you would invest 0.00 in Fabege AB on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Fabege AB or generate 0.0% return on investment in Fabege AB over 30 days. Fabege AB is related to or competes with Nomura Real, Hang Lung, Chartwell Retirement, UOL Group, Tokyu Fudosan, City Developments, and China Vanke. Fabege AB , a property company, focuses primarily on the development, investment, and management of commercial premises ... More
Fabege 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 Fabege AB's pink sheet 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 Fabege AB upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fabege AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fabege AB's standard deviation. In reality, there are many statistical measures that can use Fabege AB historical prices to predict the future Fabege AB's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Fabege AB. Your research has to be compared to or analyzed against Fabege AB's peers to derive any actionable benefits. When done correctly, Fabege AB's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Fabege AB.
Fabege AB Backtested Returns
At this point, Fabege AB is very steady. Fabege AB secures Sharpe Ratio (or Efficiency) of 0.18, which denotes the company had a 0.18 % return per unit of standard deviation over the last 3 months. We have found seventeen technical indicators for Fabege AB, which you can use to evaluate the volatility of the firm. Please confirm Fabege AB's Mean Deviation of 0.0409, coefficient of variation of 570.02, and Standard Deviation of 0.1202 to check if the risk estimate we provide is consistent with the expected return of 0.0217%. Fabege AB has a performance score of 14 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0562, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fabege AB are expected to decrease at a much lower rate. During the bear market, Fabege AB is likely to outperform the market. Fabege AB right now shows a risk of 0.12%. Please confirm Fabege AB jensen alpha, and the relationship between the standard deviation and kurtosis , to decide if Fabege AB will be following its price patterns.
Auto-correlation
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No correlation between past and present
Fabege AB has no correlation between past and present. Overlapping area represents the amount of predictability between Fabege AB 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 Fabege AB price movement. The serial correlation of 0.0 indicates that just 0.0% of current Fabege AB price fluctuation can be explain by its past prices.
Correlation Coefficient
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Spearman Rank Test
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Residual Average
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Price Variance
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Fabege AB lagged returns against current returns
Autocorrelation, which is Fabege AB pink sheet'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 Fabege AB's pink sheet expected returns. We can calculate the autocorrelation of Fabege AB returns to help us make a trade decision. For example, suppose you find that Fabege AB has exhibited high autocorrelation historically, and you observe that the pink sheet 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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Fabege AB 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 Fabege AB pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fabege AB pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fabege AB pink sheet over time.
Current vs Lagged Prices
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Fabege AB Lagged Returns
When evaluating Fabege AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fabege AB pink sheet have on its future price. Fabege AB 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, Fabege AB autocorrelation shows the relationship between Fabege AB pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Fabege AB.
Other Information on Investing in Fabege Pink Sheet
Fabege AB financial ratios help investors to determine whether Fabege Pink Sheet 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 Fabege with respect to the benefits of owning Fabege AB security.