Flat Capital (Sweden) Market Value
| FLAT-B Stock | 14.76 0.08 0.54% |
| Symbol | Flat |
Flat Capital '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 Flat Capital'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 Flat Capital.
| 06/09/2024 |
| 12/31/2025 |
If you would invest 0.00 in Flat Capital on June 9, 2024 and sell it all today you would earn a total of 0.00 from holding Flat Capital AB or generate 0.0% return on investment in Flat Capital over 570 days. Flat Capital is related to or competes with Vef AB, Catella AB, Solid FAB, Hilbert Group, Case Group, NAXS Nordic, and Seafire AB. More
Flat Capital 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 Flat Capital'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 Flat Capital AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 14.17 | |||
| Value At Risk | (5.16) | |||
| Potential Upside | 5.61 |
Flat Capital Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flat Capital's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flat Capital's standard deviation. In reality, there are many statistical measures that can use Flat Capital historical prices to predict the future Flat Capital's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.37) | |||
| Total Risk Alpha | (0.62) | |||
| Treynor Ratio | 3.2 |
Flat Capital AB Backtested Returns
Flat Capital AB secures Sharpe Ratio (or Efficiency) of -0.13, which denotes the company had a -0.13 % return per unit of standard deviation over the last 3 months. Flat Capital AB exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Flat Capital's Standard Deviation of 2.88, coefficient of variation of (790.79), and Mean Deviation of 2.13 to check the risk estimate we provide. The firm shows a Beta (market volatility) of -0.12, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Flat Capital are expected to decrease at a much lower rate. During the bear market, Flat Capital is likely to outperform the market. At this point, Flat Capital AB has a negative expected return of -0.36%. Please make sure to confirm Flat Capital's market risk adjusted performance, coefficient of variation, jensen alpha, as well as the relationship between the mean deviation and standard deviation , to decide if Flat Capital AB performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.54 |
Good reverse predictability
Flat Capital AB has good reverse predictability. Overlapping area represents the amount of predictability between Flat Capital time series from 9th of June 2024 to 21st of March 2025 and 21st of March 2025 to 31st 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 Flat Capital AB price movement. The serial correlation of -0.54 indicates that about 54.0% of current Flat Capital price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.54 | |
| Spearman Rank Test | -0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 10.06 |
Flat Capital AB lagged returns against current returns
Autocorrelation, which is Flat Capital 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 Flat Capital's stock expected returns. We can calculate the autocorrelation of Flat Capital returns to help us make a trade decision. For example, suppose you find that Flat Capital 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 |
Flat Capital 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 Flat Capital stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flat Capital stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flat Capital stock over time.
Current vs Lagged Prices |
| Timeline |
Flat Capital Lagged Returns
When evaluating Flat Capital's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flat Capital stock have on its future price. Flat Capital 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, Flat Capital autocorrelation shows the relationship between Flat Capital stock current value and its past values and can show if there is a momentum factor associated with investing in Flat Capital AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Other Information on Investing in Flat Stock
Flat Capital financial ratios help investors to determine whether Flat 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 Flat with respect to the benefits of owning Flat Capital security.