Fortinova Fastigheter (Sweden) Market Value
| FNOVA-B Stock | SEK 26.60 0.10 0.38% |
| Symbol | Fortinova |
Fortinova Fastigheter '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 Fortinova Fastigheter'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 Fortinova Fastigheter.
| 11/29/2025 |
| 12/29/2025 |
If you would invest 0.00 in Fortinova Fastigheter on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Fortinova Fastigheter AB or generate 0.0% return on investment in Fortinova Fastigheter over 30 days. Fortinova Fastigheter is related to or competes with Platzer Fastigheter, SBB-B, Dios Fastigheter, Corem Property, Fastighetsbolaget, and FastPartner. Fortinova Fastigheter AB , a real estate company, acquires, develops, and manages residential properties in Sweden More
Fortinova Fastigheter 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 Fortinova Fastigheter'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 Fortinova Fastigheter AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.4 | |||
| Information Ratio | 0.0381 | |||
| Maximum Drawdown | 5.95 | |||
| Value At Risk | (1.99) | |||
| Potential Upside | 2.01 |
Fortinova Fastigheter Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fortinova Fastigheter's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fortinova Fastigheter's standard deviation. In reality, there are many statistical measures that can use Fortinova Fastigheter historical prices to predict the future Fortinova Fastigheter's volatility.| Risk Adjusted Performance | 0.0797 | |||
| Jensen Alpha | 0.1292 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0334 | |||
| Treynor Ratio | (1.30) |
Fortinova Fastigheter Backtested Returns
At this point, Fortinova Fastigheter is very steady. Fortinova Fastigheter secures Sharpe Ratio (or Efficiency) of 0.0793, which denotes the company had a 0.0793 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Fortinova Fastigheter AB, which you can use to evaluate the volatility of the firm. Please confirm Fortinova Fastigheter's Downside Deviation of 1.4, mean deviation of 0.9522, and Coefficient Of Variation of 930.29 to check if the risk estimate we provide is consistent with the expected return of 0.0942%. Fortinova Fastigheter has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.094, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Fortinova Fastigheter are expected to decrease at a much lower rate. During the bear market, Fortinova Fastigheter is likely to outperform the market. Fortinova Fastigheter right now shows a risk of 1.19%. Please confirm Fortinova Fastigheter maximum drawdown, accumulation distribution, relative strength index, as well as the relationship between the semi variance and day typical price , to decide if Fortinova Fastigheter will be following its price patterns.
Auto-correlation | 0.06 |
Virtually no predictability
Fortinova Fastigheter AB has virtually no predictability. Overlapping area represents the amount of predictability between Fortinova Fastigheter 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 Fortinova Fastigheter price movement. The serial correlation of 0.06 indicates that barely 6.0% of current Fortinova Fastigheter price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | -0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Fortinova Fastigheter lagged returns against current returns
Autocorrelation, which is Fortinova Fastigheter 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 Fortinova Fastigheter's stock expected returns. We can calculate the autocorrelation of Fortinova Fastigheter returns to help us make a trade decision. For example, suppose you find that Fortinova Fastigheter 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 |
Fortinova Fastigheter 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 Fortinova Fastigheter stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fortinova Fastigheter stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fortinova Fastigheter stock over time.
Current vs Lagged Prices |
| Timeline |
Fortinova Fastigheter Lagged Returns
When evaluating Fortinova Fastigheter's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fortinova Fastigheter stock have on its future price. Fortinova Fastigheter 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, Fortinova Fastigheter autocorrelation shows the relationship between Fortinova Fastigheter stock current value and its past values and can show if there is a momentum factor associated with investing in Fortinova Fastigheter AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Other Information on Investing in Fortinova Stock
Fortinova Fastigheter financial ratios help investors to determine whether Fortinova 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 Fortinova with respect to the benefits of owning Fortinova Fastigheter security.