Kollect On (Sweden) Market Value
| KOLL Stock | SEK 2.66 0.06 2.31% |
| Symbol | Kollect |
Kollect On '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 Kollect On'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 Kollect On.
| 01/03/2023 |
| 12/23/2024 |
If you would invest 0.00 in Kollect On on January 3, 2023 and sell it all today you would earn a total of 0.00 from holding Kollect on Demand or generate 0.0% return on investment in Kollect On over 720 days. Kollect On is related to or competes with IZafe Group, JonDeTech Sensors, and Bonesupport Holding. Kollect on Demand Holding AB offers waste disposal services in Ireland and the United Kingdom More
Kollect On 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 Kollect On'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 Kollect on Demand upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.41 | |||
| Information Ratio | 0.0753 | |||
| Maximum Drawdown | 18.47 | |||
| Value At Risk | (3.70) | |||
| Potential Upside | 6.78 |
Kollect On Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kollect On's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kollect On's standard deviation. In reality, there are many statistical measures that can use Kollect On historical prices to predict the future Kollect On's volatility.| Risk Adjusted Performance | 0.0753 | |||
| Jensen Alpha | 0.2476 | |||
| Total Risk Alpha | 0.1709 | |||
| Sortino Ratio | 0.0694 | |||
| Treynor Ratio | 0.5072 |
Kollect on Demand Backtested Returns
Kollect On appears to be risky, given 3 months investment horizon. Kollect on Demand has Sharpe Ratio of 0.0779, which conveys that the firm had a 0.0779% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kollect On, which you can use to evaluate the volatility of the firm. Please exercise Kollect On's Mean Deviation of 2.22, downside deviation of 3.41, and Risk Adjusted Performance of 0.0753 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kollect On holds a performance score of 6. The company secures a Beta (Market Risk) of 0.51, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kollect On's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kollect On is expected to be smaller as well. Please check Kollect On's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Kollect On's current price movements will revert.
Auto-correlation | 0.00 |
No correlation between past and present
Kollect on Demand has no correlation between past and present. Overlapping area represents the amount of predictability between Kollect On time series from 3rd of January 2023 to 29th of December 2023 and 29th of December 2023 to 23rd of December 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 Kollect on Demand price movement. The serial correlation of 0.0 indicates that just 0.0% of current Kollect On price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
Kollect on Demand lagged returns against current returns
Autocorrelation, which is Kollect On 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 Kollect On's stock expected returns. We can calculate the autocorrelation of Kollect On returns to help us make a trade decision. For example, suppose you find that Kollect On 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 |
Kollect On 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 Kollect On stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kollect On stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kollect On stock over time.
Current vs Lagged Prices |
| Timeline |
Kollect On Lagged Returns
When evaluating Kollect On's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kollect On stock have on its future price. Kollect On 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, Kollect On autocorrelation shows the relationship between Kollect On stock current value and its past values and can show if there is a momentum factor associated with investing in Kollect on Demand.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Kollect Stock Analysis
When running Kollect On's price analysis, check to measure Kollect On'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 Kollect On is operating at the current time. Most of Kollect On's value examination focuses on studying past and present price action to predict the probability of Kollect On's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kollect On's price. Additionally, you may evaluate how the addition of Kollect On to your portfolios can decrease your overall portfolio volatility.