Nosa Med (Sweden) Market Value
| NOSA Stock | 0.56 0.01 1.82% |
| Symbol | Nosa |
Nosa Med '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 Nosa Med'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 Nosa Med.
| 12/13/2025 |
| 01/12/2026 |
If you would invest 0.00 in Nosa Med on December 13, 2025 and sell it all today you would earn a total of 0.00 from holding Nosa Med AB or generate 0.0% return on investment in Nosa Med over 30 days.
Nosa Med 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 Nosa Med'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 Nosa Med AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 27.8 | |||
| Value At Risk | (8.20) | |||
| Potential Upside | 8.0 |
Nosa Med Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nosa Med's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nosa Med's standard deviation. In reality, there are many statistical measures that can use Nosa Med historical prices to predict the future Nosa Med's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.18) | |||
| Total Risk Alpha | (0.78) | |||
| Treynor Ratio | 0.7976 |
Nosa Med AB Backtested Returns
Nosa Med AB has Sharpe Ratio of -0.0354, which conveys that the firm had a -0.0354 % return per unit of risk over the last 3 months. Nosa Med exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Nosa Med's Risk Adjusted Performance of (0.02), mean deviation of 3.7, and Standard Deviation of 5.13 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.25, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Nosa Med are expected to decrease at a much lower rate. During the bear market, Nosa Med is likely to outperform the market. At this point, Nosa Med AB has a negative expected return of -0.19%. Please make sure to verify Nosa Med's skewness, accumulation distribution, and the relationship between the potential upside and kurtosis , to decide if Nosa Med AB performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
Nosa Med AB has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Nosa Med time series from 13th of December 2025 to 28th of December 2025 and 28th of December 2025 to 12th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Nosa Med AB price movement. The serial correlation of -0.75 indicates that around 75.0% of current Nosa Med price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.62 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Nosa Med AB lagged returns against current returns
Autocorrelation, which is Nosa Med 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 Nosa Med's stock expected returns. We can calculate the autocorrelation of Nosa Med returns to help us make a trade decision. For example, suppose you find that Nosa Med 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 |
Nosa Med 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 Nosa Med stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nosa Med stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nosa Med stock over time.
Current vs Lagged Prices |
| Timeline |
Nosa Med Lagged Returns
When evaluating Nosa Med's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nosa Med stock have on its future price. Nosa Med 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, Nosa Med autocorrelation shows the relationship between Nosa Med stock current value and its past values and can show if there is a momentum factor associated with investing in Nosa Med AB.
Regressed Prices |
| Timeline |
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Additional Tools for Nosa Stock Analysis
When running Nosa Med's price analysis, check to measure Nosa Med'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 Nosa Med is operating at the current time. Most of Nosa Med's value examination focuses on studying past and present price action to predict the probability of Nosa Med's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nosa Med's price. Additionally, you may evaluate how the addition of Nosa Med to your portfolios can decrease your overall portfolio volatility.