First Venture (Sweden) Market Value
| FIRST-B Stock | 1.33 0.01 0.76% |
| Symbol | First |
First Venture '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 First Venture'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 First Venture.
| 10/28/2025 |
| 12/27/2025 |
If you would invest 0.00 in First Venture on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding First Venture Sweden or generate 0.0% return on investment in First Venture over 60 days. First Venture is related to or competes with Investment, Linc AB, Idun Industrier, AB Traction, Intrum Justitia, Catella AB, and Vef AB. More
First Venture 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 First Venture'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 First Venture Sweden upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.09) | |||
| Maximum Drawdown | 32.25 | |||
| Value At Risk | (4.81) | |||
| Potential Upside | 5.3 |
First Venture Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for First Venture's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as First Venture's standard deviation. In reality, there are many statistical measures that can use First Venture historical prices to predict the future First Venture's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.36) | |||
| Total Risk Alpha | (0.80) | |||
| Treynor Ratio | (1.12) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of First Venture'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.
First Venture Sweden Backtested Returns
First Venture Sweden secures Sharpe Ratio (or Efficiency) of -0.11, which denotes the company had a -0.11 % return per unit of risk over the last 3 months. First Venture Sweden exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm First Venture's Standard Deviation of 4.57, mean deviation of 2.6, and Variance of 20.89 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.3, which means possible diversification benefits within a given portfolio. As returns on the market increase, First Venture's returns are expected to increase less than the market. However, during the bear market, the loss of holding First Venture is expected to be smaller as well. At this point, First Venture Sweden has a negative expected return of -0.48%. Please make sure to confirm First Venture's total risk alpha, accumulation distribution, as well as the relationship between the Accumulation Distribution and period momentum indicator , to decide if First Venture Sweden performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.03 |
Virtually no predictability
First Venture Sweden has virtually no predictability. Overlapping area represents the amount of predictability between First Venture time series from 28th of October 2025 to 27th of November 2025 and 27th of November 2025 to 27th 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 First Venture Sweden price movement. The serial correlation of 0.03 indicates that only 3.0% of current First Venture price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | -0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
First Venture Sweden lagged returns against current returns
Autocorrelation, which is First Venture 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 First Venture's stock expected returns. We can calculate the autocorrelation of First Venture returns to help us make a trade decision. For example, suppose you find that First Venture 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 |
First Venture 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 First Venture stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if First Venture stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in First Venture stock over time.
Current vs Lagged Prices |
| Timeline |
First Venture Lagged Returns
When evaluating First Venture's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of First Venture stock have on its future price. First Venture 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, First Venture autocorrelation shows the relationship between First Venture stock current value and its past values and can show if there is a momentum factor associated with investing in First Venture Sweden.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Other Information on Investing in First Stock
First Venture financial ratios help investors to determine whether First 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 First with respect to the benefits of owning First Venture security.