Infrea AB (Sweden) Market Value
| INFREA Stock | SEK 14.25 0.30 2.15% |
| Symbol | Infrea |
Infrea AB '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 Infrea AB'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 Infrea AB.
| 01/01/2025 |
| 12/27/2025 |
If you would invest 0.00 in Infrea AB on January 1, 2025 and sell it all today you would earn a total of 0.00 from holding Infrea AB or generate 0.0% return on investment in Infrea AB over 360 days. Infrea AB is related to or competes with NAXS Nordic, Seafire AB, Vastra Hamnens, Stockwik Forvaltning, Vo2 Cap, Qliro AB, and First Venture. It invests through its balance sheet and is based in Stockholm, Sweden More
Infrea AB 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 Infrea AB'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 Infrea AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.37 | |||
| Information Ratio | 0.041 | |||
| Maximum Drawdown | 13.26 | |||
| Value At Risk | (3.33) | |||
| Potential Upside | 4.07 |
Infrea AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Infrea AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infrea AB's standard deviation. In reality, there are many statistical measures that can use Infrea AB historical prices to predict the future Infrea AB's volatility.| Risk Adjusted Performance | 0.0601 | |||
| Jensen Alpha | 0.1984 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0427 | |||
| Treynor Ratio | (0.61) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Infrea AB'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.
Infrea AB Backtested Returns
Infrea AB appears to be somewhat reliable, given 3 months investment horizon. Infrea AB holds Efficiency (Sharpe) Ratio of 0.0833, which attests that the entity had a 0.0833 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Infrea AB, which you can use to evaluate the volatility of the firm. Please utilize Infrea AB's Downside Deviation of 2.37, risk adjusted performance of 0.0601, and Market Risk Adjusted Performance of (0.60) to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Infrea AB holds a performance score of 6. The company retains a Market Volatility (i.e., Beta) of -0.29, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Infrea AB are expected to decrease at a much lower rate. During the bear market, Infrea AB is likely to outperform the market. Please check Infrea AB's downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to make a quick decision on whether Infrea AB's current trending patterns will revert.
Auto-correlation | -0.66 |
Very good reverse predictability
Infrea AB has very good reverse predictability. Overlapping area represents the amount of predictability between Infrea AB time series from 1st of January 2025 to 30th of June 2025 and 30th of June 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 Infrea AB price movement. The serial correlation of -0.66 indicates that around 66.0% of current Infrea AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.66 | |
| Spearman Rank Test | -0.63 | |
| Residual Average | 0.0 | |
| Price Variance | 1.69 |
Infrea AB lagged returns against current returns
Autocorrelation, which is Infrea AB 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 Infrea AB's stock expected returns. We can calculate the autocorrelation of Infrea AB returns to help us make a trade decision. For example, suppose you find that Infrea AB 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 |
Infrea AB 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 Infrea AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Infrea AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Infrea AB stock over time.
Current vs Lagged Prices |
| Timeline |
Infrea AB Lagged Returns
When evaluating Infrea AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Infrea AB stock have on its future price. Infrea AB 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, Infrea AB autocorrelation shows the relationship between Infrea AB stock current value and its past values and can show if there is a momentum factor associated with investing in Infrea AB.
Regressed Prices |
| Timeline |
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Other Information on Investing in Infrea Stock
Infrea AB financial ratios help investors to determine whether Infrea 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 Infrea with respect to the benefits of owning Infrea AB security.