Investor's market value is the price at which a share of Investor trades on a public exchange. It measures the collective expectations of Investor AB ser investors about its performance. Investor is trading at 28.50 as of the 1st of February 2025. This is a 0.35 percent decrease since the beginning of the trading day. The stock's lowest day price was 28.2. With this module, you can estimate the performance of a buy and hold strategy of Investor AB ser and determine expected loss or profit from investing in Investor over a given investment horizon. Check out Investor Correlation, Investor Volatility and Investor Alpha and Beta module to complement your research on Investor.
Please note, there is a significant difference between Investor's value and its price as these two are different measures arrived at by different means. Investors typically determine if Investor is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Investor's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
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 pink sheet 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.
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 pink sheet 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.
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.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Investor. Your research has to be compared to or analyzed against Investor's peers to derive any actionable benefits. When done correctly, Investor's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Investor AB ser.
Investor AB ser Backtested Returns
At this point, Investor is very steady. Investor AB ser holds Efficiency (Sharpe) Ratio of 0.0141, which attests that the entity had a 0.0141 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Investor AB ser, which you can use to evaluate the volatility of the firm. Please check out Investor's Downside Deviation of 1.97, risk adjusted performance of 0.0167, and Market Risk Adjusted Performance of 0.0772 to validate if the risk estimate we provide is consistent with the expected return of 0.023%. Investor has a performance score of 1 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.19, which attests to not very significant fluctuations relative to the market. 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. Investor AB ser right now retains a risk of 1.63%. Please check out Investor skewness, day typical price, and the relationship between the downside variance and daily balance of power , to decide if Investor will be following its current trending patterns.
Auto-correlation
0.17
Very weak predictability
Investor AB ser has very weak predictability. Overlapping area represents the amount of predictability between Investor time series from 2nd of January 2025 to 17th of January 2025 and 17th of January 2025 to 1st of February 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 Investor AB ser price movement. The serial correlation of 0.17 indicates that over 17.0% of current Investor price fluctuation can be explain by its past prices.
Correlation Coefficient
0.17
Spearman Rank Test
0.21
Residual Average
0.0
Price Variance
0.04
Investor AB ser lagged returns against current returns
Autocorrelation, which is Investor pink sheet'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 pink sheet 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 pink sheet 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 pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investor pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investor pink sheet 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 pink sheet 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 pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Investor AB ser.
Other Information on Investing in Investor Pink Sheet
Investor financial ratios help investors to determine whether Investor Pink Sheet 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.