Mavshack Publ (Sweden) Market Value
| MAV Stock | SEK 0.03 0 10.06% |
| Symbol | Mavshack |
Mavshack Publ '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 Mavshack Publ'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 Mavshack Publ.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in Mavshack Publ on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding Mavshack publ AB or generate 0.0% return on investment in Mavshack Publ over 510 days. Mavshack Publ is related to or competes with Eniro AB, Kancera AB, Cortus Energy, and Scandinavian Enviro. Mavshack AB , together with its subsidiaries, engages in the digital entertainment business in Sweden and internationall... More
Mavshack Publ 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 Mavshack Publ'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 Mavshack publ AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.20) | |||
| Maximum Drawdown | 40.27 | |||
| Value At Risk | (15.27) | |||
| Potential Upside | 14.04 |
Mavshack Publ Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mavshack Publ's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mavshack Publ's standard deviation. In reality, there are many statistical measures that can use Mavshack Publ historical prices to predict the future Mavshack Publ's volatility.| Risk Adjusted Performance | (0.13) | |||
| Jensen Alpha | (1.31) | |||
| Total Risk Alpha | (2.69) | |||
| Treynor Ratio | 1.02 |
Mavshack publ AB Backtested Returns
Mavshack publ AB has Sharpe Ratio of -0.19, which conveys that the firm had a -0.19% return per unit of risk over the last 3 months. Mavshack Publ exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Mavshack Publ's Standard Deviation of 7.81, mean deviation of 5.56, and Risk Adjusted Performance of (0.13) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -1.45, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Mavshack Publ are expected to decrease by larger amounts. On the other hand, during market turmoil, Mavshack Publ is expected to outperform it. At this point, Mavshack publ AB has a negative expected return of -1.5%. Please make sure to verify Mavshack Publ's value at risk, accumulation distribution, as well as the relationship between the Accumulation Distribution and day typical price , to decide if Mavshack publ AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.74 |
Good predictability
Mavshack publ AB has good predictability. Overlapping area represents the amount of predictability between Mavshack Publ time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th 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 Mavshack publ AB price movement. The serial correlation of 0.74 indicates that around 74.0% of current Mavshack Publ price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.67 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mavshack publ AB lagged returns against current returns
Autocorrelation, which is Mavshack Publ 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 Mavshack Publ's stock expected returns. We can calculate the autocorrelation of Mavshack Publ returns to help us make a trade decision. For example, suppose you find that Mavshack Publ 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 |
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Mavshack Publ 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 Mavshack Publ stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mavshack Publ stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mavshack Publ stock over time.
Current vs Lagged Prices |
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Mavshack Publ Lagged Returns
When evaluating Mavshack Publ's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mavshack Publ stock have on its future price. Mavshack Publ 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, Mavshack Publ autocorrelation shows the relationship between Mavshack Publ stock current value and its past values and can show if there is a momentum factor associated with investing in Mavshack publ AB.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for Mavshack Stock Analysis
When running Mavshack Publ's price analysis, check to measure Mavshack Publ'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 Mavshack Publ is operating at the current time. Most of Mavshack Publ's value examination focuses on studying past and present price action to predict the probability of Mavshack Publ's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mavshack Publ's price. Additionally, you may evaluate how the addition of Mavshack Publ to your portfolios can decrease your overall portfolio volatility.