NEOBO FASTIGHETER (Sweden) Market Value
| NEOBO Stock | 18.19 0.17 0.94% |
| Symbol | NEOBO |
NEOBO FASTIGHETER '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 NEOBO FASTIGHETER'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 NEOBO FASTIGHETER.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in NEOBO FASTIGHETER on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding NEOBO FASTIGHETER or generate 0.0% return on investment in NEOBO FASTIGHETER over 30 days.
NEOBO FASTIGHETER 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 NEOBO FASTIGHETER'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 NEOBO FASTIGHETER upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.41 | |||
| Information Ratio | 0.0479 | |||
| Maximum Drawdown | 11.86 | |||
| Value At Risk | (2.04) | |||
| Potential Upside | 2.68 |
NEOBO FASTIGHETER Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for NEOBO FASTIGHETER's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as NEOBO FASTIGHETER's standard deviation. In reality, there are many statistical measures that can use NEOBO FASTIGHETER historical prices to predict the future NEOBO FASTIGHETER's volatility.| Risk Adjusted Performance | 0.0724 | |||
| Jensen Alpha | 0.1627 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0626 | |||
| Treynor Ratio | 20.17 |
NEOBO FASTIGHETER Backtested Returns
Currently, NEOBO FASTIGHETER is very steady. NEOBO FASTIGHETER has Sharpe Ratio of 0.0984, which conveys that the firm had a 0.0984 % return per unit of volatility over the last 3 months. We have found thirty technical indicators for NEOBO FASTIGHETER, which you can use to evaluate the volatility of the firm. Please verify NEOBO FASTIGHETER's mean deviation of 1.28, and Risk Adjusted Performance of 0.0724 to check out if the risk estimate we provide is consistent with the expected return of 0.18%. NEOBO FASTIGHETER has a performance score of 7 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0081, which conveys not very significant fluctuations relative to the market. As returns on the market increase, NEOBO FASTIGHETER's returns are expected to increase less than the market. However, during the bear market, the loss of holding NEOBO FASTIGHETER is expected to be smaller as well. NEOBO FASTIGHETER currently secures a risk of 1.85%. Please verify NEOBO FASTIGHETER expected short fall, and the relationship between the maximum drawdown and rate of daily change , to decide if NEOBO FASTIGHETER will be following its current price movements.
Auto-correlation | -0.46 |
Modest reverse predictability
NEOBO FASTIGHETER has modest reverse predictability. Overlapping area represents the amount of predictability between NEOBO FASTIGHETER time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th 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 NEOBO FASTIGHETER price movement. The serial correlation of -0.46 indicates that about 46.0% of current NEOBO FASTIGHETER price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.46 | |
| Spearman Rank Test | -0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
NEOBO FASTIGHETER lagged returns against current returns
Autocorrelation, which is NEOBO FASTIGHETER 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 NEOBO FASTIGHETER's stock expected returns. We can calculate the autocorrelation of NEOBO FASTIGHETER returns to help us make a trade decision. For example, suppose you find that NEOBO FASTIGHETER 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 |
NEOBO FASTIGHETER 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 NEOBO FASTIGHETER stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if NEOBO FASTIGHETER stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in NEOBO FASTIGHETER stock over time.
Current vs Lagged Prices |
| Timeline |
NEOBO FASTIGHETER Lagged Returns
When evaluating NEOBO FASTIGHETER's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of NEOBO FASTIGHETER stock have on its future price. NEOBO FASTIGHETER 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, NEOBO FASTIGHETER autocorrelation shows the relationship between NEOBO FASTIGHETER stock current value and its past values and can show if there is a momentum factor associated with investing in NEOBO FASTIGHETER.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for NEOBO Stock Analysis
When running NEOBO FASTIGHETER's price analysis, check to measure NEOBO FASTIGHETER'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 NEOBO FASTIGHETER is operating at the current time. Most of NEOBO FASTIGHETER's value examination focuses on studying past and present price action to predict the probability of NEOBO FASTIGHETER's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move NEOBO FASTIGHETER's price. Additionally, you may evaluate how the addition of NEOBO FASTIGHETER to your portfolios can decrease your overall portfolio volatility.