Freja EID (Sweden) Market Value
| FREJA Stock | SEK 15.25 0.25 1.67% |
| Symbol | Freja |
Freja EID '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 Freja EID'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 Freja EID.
| 11/25/2025 |
| 12/25/2025 |
If you would invest 0.00 in Freja EID on November 25, 2025 and sell it all today you would earn a total of 0.00 from holding Freja eID Group or generate 0.0% return on investment in Freja EID over 30 days. Freja EID is related to or competes with Binero Group, 4C Group, Sleep Cycle, Tobii AB, Maven Wireless, Unibap AB, and B3 Consulting. Freja eID Group AB , an IT security company, provides security solutions for banking, government, and businesses worldwi... More
Freja EID 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 Freja EID'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 Freja eID Group upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.93 | |||
| Information Ratio | 0.0869 | |||
| Maximum Drawdown | 16.58 | |||
| Value At Risk | (3.70) | |||
| Potential Upside | 6.91 |
Freja EID Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Freja EID's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Freja EID's standard deviation. In reality, there are many statistical measures that can use Freja EID historical prices to predict the future Freja EID's volatility.| Risk Adjusted Performance | 0.083 | |||
| Jensen Alpha | 0.3347 | |||
| Total Risk Alpha | 0.0712 | |||
| Sortino Ratio | 0.101 | |||
| Treynor Ratio | 1.07 |
Freja eID Group Backtested Returns
Currently, Freja eID Group is not too volatile. Freja eID Group secures Sharpe Ratio (or Efficiency) of 0.0569, which denotes the company had a 0.0569 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Freja eID Group, which you can use to evaluate the volatility of the firm. Please confirm Freja EID's Downside Deviation of 2.93, coefficient of variation of 934.47, and Mean Deviation of 2.64 to check if the risk estimate we provide is consistent with the expected return of 0.19%. Freja EID has a performance score of 4 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.33, which means possible diversification benefits within a given portfolio. As returns on the market increase, Freja EID's returns are expected to increase less than the market. However, during the bear market, the loss of holding Freja EID is expected to be smaller as well. Freja eID Group right now shows a risk of 3.26%. Please confirm Freja eID Group maximum drawdown, skewness, and the relationship between the total risk alpha and downside variance , to decide if Freja eID Group will be following its price patterns.
Auto-correlation | 0.69 |
Good predictability
Freja eID Group has good predictability. Overlapping area represents the amount of predictability between Freja EID time series from 25th of November 2025 to 10th of December 2025 and 10th of December 2025 to 25th 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 Freja eID Group price movement. The serial correlation of 0.69 indicates that around 69.0% of current Freja EID price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.69 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Freja eID Group lagged returns against current returns
Autocorrelation, which is Freja EID 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 Freja EID's stock expected returns. We can calculate the autocorrelation of Freja EID returns to help us make a trade decision. For example, suppose you find that Freja EID 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 |
Freja EID 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 Freja EID stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Freja EID stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Freja EID stock over time.
Current vs Lagged Prices |
| Timeline |
Freja EID Lagged Returns
When evaluating Freja EID's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Freja EID stock have on its future price. Freja EID 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, Freja EID autocorrelation shows the relationship between Freja EID stock current value and its past values and can show if there is a momentum factor associated with investing in Freja eID Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Freja Stock Analysis
When running Freja EID's price analysis, check to measure Freja EID'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 Freja EID is operating at the current time. Most of Freja EID's value examination focuses on studying past and present price action to predict the probability of Freja EID's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Freja EID's price. Additionally, you may evaluate how the addition of Freja EID to your portfolios can decrease your overall portfolio volatility.