Ogunsen AB (Sweden) Market Value
| OGUN-B Stock | 31.90 0.60 1.92% |
| Symbol | Ogunsen |
Ogunsen AB '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 Ogunsen AB'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 Ogunsen AB.
| 12/16/2025 |
| 01/15/2026 |
If you would invest 0.00 in Ogunsen AB on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Ogunsen AB Series or generate 0.0% return on investment in Ogunsen AB over 30 days. Ogunsen AB is related to or competes with Pion Group, AGES Industri, ScandBook Holding, OptiCept Technologies, Dedicare, Precise Biometrics, and Lyckegard Group. More
Ogunsen AB 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 Ogunsen AB'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 Ogunsen AB Series upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.09 | |||
| Information Ratio | 0.1313 | |||
| Maximum Drawdown | 13.26 | |||
| Value At Risk | (2.77) | |||
| Potential Upside | 4.95 |
Ogunsen AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ogunsen AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ogunsen AB's standard deviation. In reality, there are many statistical measures that can use Ogunsen AB historical prices to predict the future Ogunsen AB's volatility.| Risk Adjusted Performance | 0.134 | |||
| Jensen Alpha | 0.446 | |||
| Total Risk Alpha | 0.049 | |||
| Sortino Ratio | 0.1558 | |||
| Treynor Ratio | (4.87) |
Ogunsen AB Series Backtested Returns
Ogunsen AB appears to be very steady, given 3 months investment horizon. Ogunsen AB Series maintains Sharpe Ratio (i.e., Efficiency) of 0.17, which implies the firm had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ogunsen AB Series, which you can use to evaluate the volatility of the company. Please evaluate Ogunsen AB's Risk Adjusted Performance of 0.134, semi deviation of 1.59, and Coefficient Of Variation of 556.52 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ogunsen AB holds a performance score of 13. The company holds a Beta of -0.0896, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ogunsen AB are expected to decrease at a much lower rate. During the bear market, Ogunsen AB is likely to outperform the market. Please check Ogunsen AB's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Ogunsen AB's historical price patterns will revert.
Auto-correlation | -0.3 |
Weak reverse predictability
Ogunsen AB Series has weak reverse predictability. Overlapping area represents the amount of predictability between Ogunsen AB time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th 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 Ogunsen AB Series price movement. The serial correlation of -0.3 indicates that nearly 30.0% of current Ogunsen AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.3 | |
| Spearman Rank Test | -0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
Ogunsen AB Series lagged returns against current returns
Autocorrelation, which is Ogunsen AB 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 Ogunsen AB's stock expected returns. We can calculate the autocorrelation of Ogunsen AB returns to help us make a trade decision. For example, suppose you find that Ogunsen AB 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 |
Ogunsen AB 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 Ogunsen AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ogunsen AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ogunsen AB stock over time.
Current vs Lagged Prices |
| Timeline |
Ogunsen AB Lagged Returns
When evaluating Ogunsen AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ogunsen AB stock have on its future price. Ogunsen AB 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, Ogunsen AB autocorrelation shows the relationship between Ogunsen AB stock current value and its past values and can show if there is a momentum factor associated with investing in Ogunsen AB Series.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Ogunsen Stock
Ogunsen AB financial ratios help investors to determine whether Ogunsen Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Ogunsen with respect to the benefits of owning Ogunsen AB security.