Investment (Sweden) Market Value
| ORES Stock | SEK 111.60 0.40 0.36% |
| Symbol | Investment |
Investment '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 Investment'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 Investment.
| 10/31/2024 |
| 11/30/2024 |
If you would invest 0.00 in Investment on October 31, 2024 and sell it all today you would earn a total of 0.00 from holding Investment AB Oresund or generate 0.0% return on investment in Investment over 30 days. Investment is related to or competes with Bure Equity, Creades AB, L E, Industrivarden, and Investment. Investment AB Oresund operates as an investment holding company in Sweden More
Investment 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 Investment'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 Investment AB Oresund upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.17) | |||
| Maximum Drawdown | 7.99 | |||
| Value At Risk | (2.09) | |||
| Potential Upside | 2.21 |
Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Investment's standard deviation. In reality, there are many statistical measures that can use Investment historical prices to predict the future Investment's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.13) | |||
| Total Risk Alpha | (0.34) | |||
| Treynor Ratio | (0.82) |
Investment AB Oresund Backtested Returns
Investment AB Oresund holds Efficiency (Sharpe) Ratio of -0.074, which attests that the entity had a -0.074% return per unit of risk over the last 3 months. Investment AB Oresund exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Investment's Risk Adjusted Performance of (0.05), market risk adjusted performance of (0.81), and Standard Deviation of 1.4 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.13, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Investment is expected to be smaller as well. At this point, Investment AB Oresund has a negative expected return of -0.1%. Please make sure to check out Investment's kurtosis, daily balance of power, and the relationship between the skewness and accumulation distribution , to decide if Investment AB Oresund performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.27 |
Poor predictability
Investment AB Oresund has poor predictability. Overlapping area represents the amount of predictability between Investment time series from 31st of October 2024 to 15th of November 2024 and 15th of November 2024 to 30th 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 Investment AB Oresund price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | -0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.65 |
Investment AB Oresund lagged returns against current returns
Autocorrelation, which is Investment 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 Investment's stock expected returns. We can calculate the autocorrelation of Investment returns to help us make a trade decision. For example, suppose you find that Investment 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 |
Investment 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 Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Investment Lagged Returns
When evaluating Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Investment stock have on its future price. Investment 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, Investment autocorrelation shows the relationship between Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Investment AB Oresund.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Investment Stock Analysis
When running Investment's price analysis, check to measure Investment'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 Investment is operating at the current time. Most of Investment's value examination focuses on studying past and present price action to predict the probability of Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Investment's price. Additionally, you may evaluate how the addition of Investment to your portfolios can decrease your overall portfolio volatility.