K33 AB (Sweden) Market Value
| K33 Stock | 0.03 0 5.98% |
| Symbol | K33 |
K33 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 K33 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 K33 AB.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in K33 AB on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding K33 AB or generate 0.0% return on investment in K33 AB over 30 days.
K33 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 K33 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 K33 AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 30.4 | |||
| Value At Risk | (7.36) | |||
| Potential Upside | 11.11 |
K33 AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for K33 AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as K33 AB's standard deviation. In reality, there are many statistical measures that can use K33 AB historical prices to predict the future K33 AB's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.67) | |||
| Total Risk Alpha | (1.09) | |||
| Treynor Ratio | (0.34) |
K33 AB Backtested Returns
K33 AB retains Efficiency (Sharpe Ratio) of -0.0889, which conveys that the company had a -0.0889 % return per unit of price deviation over the last 3 months. K33 AB exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify K33 AB's Mean Deviation of 3.78, information ratio of (0.12), and Market Risk Adjusted Performance of (0.33) to check out the risk estimate we provide. The firm owns a Beta (Systematic Risk) of 1.65, which conveys a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, K33 AB will likely underperform. At this point, K33 AB has a negative expected return of -0.48%. Please make sure to verify K33 AB's total risk alpha, potential upside, and the relationship between the standard deviation and maximum drawdown , to decide if K33 AB performance from the past will be repeated sooner or later.
Auto-correlation | 0.77 |
Good predictability
K33 AB has good predictability. Overlapping area represents the amount of predictability between K33 AB time series from 27th of November 2025 to 12th of December 2025 and 12th of December 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 K33 AB price movement. The serial correlation of 0.77 indicates that around 77.0% of current K33 AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.77 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
K33 AB lagged returns against current returns
Autocorrelation, which is K33 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 K33 AB's stock expected returns. We can calculate the autocorrelation of K33 AB returns to help us make a trade decision. For example, suppose you find that K33 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 |
K33 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 K33 AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if K33 AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in K33 AB stock over time.
Current vs Lagged Prices |
| Timeline |
K33 AB Lagged Returns
When evaluating K33 AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of K33 AB stock have on its future price. K33 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, K33 AB autocorrelation shows the relationship between K33 AB stock current value and its past values and can show if there is a momentum factor associated with investing in K33 AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for K33 Stock Analysis
When running K33 AB's price analysis, check to measure K33 AB'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 K33 AB is operating at the current time. Most of K33 AB's value examination focuses on studying past and present price action to predict the probability of K33 AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move K33 AB's price. Additionally, you may evaluate how the addition of K33 AB to your portfolios can decrease your overall portfolio volatility.