Flekkefjord Sparebank (Norway) Market Value
| FFSB Stock | 123.80 0.32 0.26% |
| Symbol | Flekkefjord |
Flekkefjord Sparebank '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 Flekkefjord Sparebank'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 Flekkefjord Sparebank.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Flekkefjord Sparebank on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Flekkefjord Sparebank or generate 0.0% return on investment in Flekkefjord Sparebank over 30 days.
Flekkefjord Sparebank 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 Flekkefjord Sparebank'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 Flekkefjord Sparebank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.55 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 9.84 | |||
| Value At Risk | (1.59) | |||
| Potential Upside | 2.0 |
Flekkefjord Sparebank Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flekkefjord Sparebank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flekkefjord Sparebank's standard deviation. In reality, there are many statistical measures that can use Flekkefjord Sparebank historical prices to predict the future Flekkefjord Sparebank's volatility.| Risk Adjusted Performance | 0.0147 | |||
| Jensen Alpha | 0.0196 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | (0.07) |
Flekkefjord Sparebank Backtested Returns
Flekkefjord Sparebank secures Sharpe Ratio (or Efficiency) of -0.0228, which denotes the company had a -0.0228 % return per unit of risk over the last 3 months. Flekkefjord Sparebank exposes twenty-seven different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Flekkefjord Sparebank's Downside Deviation of 1.55, coefficient of variation of 7257.62, and Mean Deviation of 0.8235 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.13, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Flekkefjord Sparebank are expected to decrease at a much lower rate. During the bear market, Flekkefjord Sparebank is likely to outperform the market. At this point, Flekkefjord Sparebank has a negative expected return of -0.0311%. Please make sure to confirm Flekkefjord Sparebank's coefficient of variation, jensen alpha, and the relationship between the downside deviation and information ratio , to decide if Flekkefjord Sparebank performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Flekkefjord Sparebank has no correlation between past and present. Overlapping area represents the amount of predictability between Flekkefjord Sparebank time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th 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 Flekkefjord Sparebank price movement. The serial correlation of 0.0 indicates that just 0.0% of current Flekkefjord Sparebank price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.62 |
Flekkefjord Sparebank lagged returns against current returns
Autocorrelation, which is Flekkefjord Sparebank 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 Flekkefjord Sparebank's stock expected returns. We can calculate the autocorrelation of Flekkefjord Sparebank returns to help us make a trade decision. For example, suppose you find that Flekkefjord Sparebank 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 |
Flekkefjord Sparebank 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 Flekkefjord Sparebank stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flekkefjord Sparebank stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flekkefjord Sparebank stock over time.
Current vs Lagged Prices |
| Timeline |
Flekkefjord Sparebank Lagged Returns
When evaluating Flekkefjord Sparebank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flekkefjord Sparebank stock have on its future price. Flekkefjord Sparebank 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, Flekkefjord Sparebank autocorrelation shows the relationship between Flekkefjord Sparebank stock current value and its past values and can show if there is a momentum factor associated with investing in Flekkefjord Sparebank.
Regressed Prices |
| Timeline |
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