Nordrest Holding (Sweden) Market Value
| NREST Stock | 305.00 47.50 18.45% |
| Symbol | Nordrest |
Nordrest Holding '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 Nordrest Holding'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 Nordrest Holding.
| 11/21/2025 |
| 02/19/2026 |
If you would invest 0.00 in Nordrest Holding on November 21, 2025 and sell it all today you would earn a total of 0.00 from holding Nordrest Holding AB or generate 0.0% return on investment in Nordrest Holding over 90 days.
Nordrest Holding 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 Nordrest Holding'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 Nordrest Holding AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.98 | |||
| Information Ratio | 0.1099 | |||
| Maximum Drawdown | 12.51 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 4.85 |
Nordrest Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nordrest Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nordrest Holding's standard deviation. In reality, there are many statistical measures that can use Nordrest Holding historical prices to predict the future Nordrest Holding's volatility.| Risk Adjusted Performance | 0.1061 | |||
| Jensen Alpha | 0.356 | |||
| Total Risk Alpha | 0.2404 | |||
| Sortino Ratio | 0.1778 | |||
| Treynor Ratio | 0.4358 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Nordrest Holding's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Nordrest Holding February 19, 2026 Technical Indicators
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| Overlap Studies | ||
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| Risk Adjusted Performance | 0.1061 | |||
| Market Risk Adjusted Performance | 0.4458 | |||
| Mean Deviation | 2.06 | |||
| Semi Deviation | 1.7 | |||
| Downside Deviation | 1.98 | |||
| Coefficient Of Variation | 803.1 | |||
| Standard Deviation | 3.2 | |||
| Variance | 10.25 | |||
| Information Ratio | 0.1099 | |||
| Jensen Alpha | 0.356 | |||
| Total Risk Alpha | 0.2404 | |||
| Sortino Ratio | 0.1778 | |||
| Treynor Ratio | 0.4358 | |||
| Maximum Drawdown | 12.51 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 4.85 | |||
| Downside Variance | 3.92 | |||
| Semi Variance | 2.88 | |||
| Expected Short fall | (2.73) | |||
| Skewness | 3.0 | |||
| Kurtosis | 14.99 |
Nordrest Holding Backtested Returns
Nordrest Holding appears to be very steady, given 3 months investment horizon. Nordrest Holding has Sharpe Ratio of 0.13, which conveys that the firm had a 0.13 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Nordrest Holding, which you can use to evaluate the volatility of the firm. Please exercise Nordrest Holding's Risk Adjusted Performance of 0.1061, mean deviation of 2.06, and Downside Deviation of 1.98 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Nordrest Holding holds a performance score of 10. The company secures a Beta (Market Risk) of 0.89, which conveys possible diversification benefits within a given portfolio. Nordrest Holding returns are very sensitive to returns on the market. As the market goes up or down, Nordrest Holding is expected to follow. Please check Nordrest Holding's downside variance, as well as the relationship between the daily balance of power and period momentum indicator , to make a quick decision on whether Nordrest Holding's current price movements will revert.
Auto-correlation | 0.60 |
Good predictability
Nordrest Holding AB has good predictability. Overlapping area represents the amount of predictability between Nordrest Holding time series from 21st of November 2025 to 5th of January 2026 and 5th of January 2026 to 19th of February 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 Nordrest Holding price movement. The serial correlation of 0.6 indicates that roughly 60.0% of current Nordrest Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.6 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 68.07 |
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Additional Tools for Nordrest Stock Analysis
When running Nordrest Holding's price analysis, check to measure Nordrest Holding'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 Nordrest Holding is operating at the current time. Most of Nordrest Holding's value examination focuses on studying past and present price action to predict the probability of Nordrest Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nordrest Holding's price. Additionally, you may evaluate how the addition of Nordrest Holding to your portfolios can decrease your overall portfolio volatility.