Investor (Sweden) Market Value
| INVE-B Stock | SEK 296.65 1.00 0.34% |
| Symbol | Investor |
Investor '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 Investor'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 Investor.
| 08/29/2024 |
| 11/27/2024 |
If you would invest 0.00 in Investor on August 29, 2024 and sell it all today you would earn a total of 0.00 from holding Investor AB ser or generate 0.0% return on investment in Investor over 90 days. Investor is related to or competes with Kinnevik Investment, Investment, SBB-B, Industrivarden, and Swedbank. Investor AB is a venture capital firm specializing in mature, middle market, buyouts and growth capital investments More
Investor 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 Investor'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 Investor AB ser upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 4.71 | |||
| Value At Risk | (1.33) | |||
| Potential Upside | 1.35 |
Investor Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investor's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investor's standard deviation. In reality, there are many statistical measures that can use Investor historical prices to predict the future Investor's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.07) | |||
| Total Risk Alpha | (0.16) | |||
| Treynor Ratio | (0.04) |
Investor AB ser Backtested Returns
Investor AB ser holds Efficiency (Sharpe) Ratio of -0.0441, which attests that the entity had a -0.0441% return per unit of risk over the last 3 months. Investor AB ser exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Investor's Market Risk Adjusted Performance of (0.03), insignificant risk adjusted performance, and Standard Deviation of 0.923 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.46, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Investor's returns are expected to increase less than the market. However, during the bear market, the loss of holding Investor is expected to be smaller as well. At this point, Investor AB ser has a negative expected return of -0.0401%. Please make sure to check out Investor's value at risk, skewness, accumulation distribution, as well as the relationship between the potential upside and kurtosis , to decide if Investor AB ser performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.45 |
Modest reverse predictability
Investor AB ser has modest reverse predictability. Overlapping area represents the amount of predictability between Investor time series from 29th of August 2024 to 13th of October 2024 and 13th of October 2024 to 27th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Investor AB ser price movement. The serial correlation of -0.45 indicates that just about 45.0% of current Investor price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 21.63 |
Investor AB ser lagged returns against current returns
Autocorrelation, which is Investor 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 Investor's stock expected returns. We can calculate the autocorrelation of Investor returns to help us make a trade decision. For example, suppose you find that Investor 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 |
Investor 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 Investor stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investor stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investor stock over time.
Current vs Lagged Prices |
| Timeline |
Investor Lagged Returns
When evaluating Investor's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investor stock have on its future price. Investor 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, Investor autocorrelation shows the relationship between Investor stock current value and its past values and can show if there is a momentum factor associated with investing in Investor AB ser.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Investor Stock
Investor financial ratios help investors to determine whether Investor 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 Investor with respect to the benefits of owning Investor security.