Ferroamp Elektronik (Sweden) Market Value
| FERRO Stock | SEK 2.19 0.18 8.96% |
| Symbol | Ferroamp |
Ferroamp Elektronik '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 Ferroamp Elektronik'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 Ferroamp Elektronik.
| 10/17/2025 |
| 01/15/2026 |
If you would invest 0.00 in Ferroamp Elektronik on October 17, 2025 and sell it all today you would earn a total of 0.00 from holding Ferroamp Elektronik AB or generate 0.0% return on investment in Ferroamp Elektronik over 90 days. Ferroamp Elektronik is related to or competes with SeaTwirl, FlexQube, ScandBook Holding, Precise Biometrics, Drillcon, OptiCept Technologies, and Lyckegard Group. More
Ferroamp Elektronik 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 Ferroamp Elektronik'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 Ferroamp Elektronik AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.6 | |||
| Information Ratio | 0.0892 | |||
| Maximum Drawdown | 28.75 | |||
| Value At Risk | (6.70) | |||
| Potential Upside | 8.05 |
Ferroamp Elektronik Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ferroamp Elektronik's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ferroamp Elektronik's standard deviation. In reality, there are many statistical measures that can use Ferroamp Elektronik historical prices to predict the future Ferroamp Elektronik's volatility.| Risk Adjusted Performance | 0.0907 | |||
| Jensen Alpha | 0.3316 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.1085 | |||
| Treynor Ratio | 0.3258 |
Ferroamp Elektronik Backtested Returns
Ferroamp Elektronik appears to be very risky, given 3 months investment horizon. Ferroamp Elektronik secures Sharpe Ratio (or Efficiency) of 0.12, which denotes the company had a 0.12 % return per unit of risk over the last 3 months. By reviewing Ferroamp Elektronik's technical indicators, you can evaluate if the expected return of 0.51% is justified by implied risk. Please utilize Ferroamp Elektronik's Coefficient Of Variation of 857.96, downside deviation of 3.6, and Mean Deviation of 2.99 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ferroamp Elektronik holds a performance score of 9. The firm shows a Beta (market volatility) of 1.54, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Ferroamp Elektronik will likely underperform. Please check Ferroamp Elektronik's value at risk, as well as the relationship between the skewness and day median price , to make a quick decision on whether Ferroamp Elektronik's price patterns will revert.
Auto-correlation | 0.50 |
Modest predictability
Ferroamp Elektronik AB has modest predictability. Overlapping area represents the amount of predictability between Ferroamp Elektronik time series from 17th of October 2025 to 1st of December 2025 and 1st of December 2025 to 15th 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 Ferroamp Elektronik price movement. The serial correlation of 0.5 indicates that about 50.0% of current Ferroamp Elektronik price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ferroamp Elektronik lagged returns against current returns
Autocorrelation, which is Ferroamp Elektronik 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 Ferroamp Elektronik's stock expected returns. We can calculate the autocorrelation of Ferroamp Elektronik returns to help us make a trade decision. For example, suppose you find that Ferroamp Elektronik 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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Ferroamp Elektronik 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 Ferroamp Elektronik stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ferroamp Elektronik stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ferroamp Elektronik stock over time.
Current vs Lagged Prices |
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Ferroamp Elektronik Lagged Returns
When evaluating Ferroamp Elektronik's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ferroamp Elektronik stock have on its future price. Ferroamp Elektronik 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, Ferroamp Elektronik autocorrelation shows the relationship between Ferroamp Elektronik stock current value and its past values and can show if there is a momentum factor associated with investing in Ferroamp Elektronik AB.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for Ferroamp Stock Analysis
When running Ferroamp Elektronik's price analysis, check to measure Ferroamp Elektronik'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 Ferroamp Elektronik is operating at the current time. Most of Ferroamp Elektronik's value examination focuses on studying past and present price action to predict the probability of Ferroamp Elektronik's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ferroamp Elektronik's price. Additionally, you may evaluate how the addition of Ferroamp Elektronik to your portfolios can decrease your overall portfolio volatility.