Ortivus AB (Sweden) Market Value
| ORTI-B Stock | SEK 1.22 0.00 0.00% |
| Symbol | Ortivus |
Ortivus 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 Ortivus 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 Ortivus AB.
| 10/16/2024 |
| 01/09/2026 |
If you would invest 0.00 in Ortivus AB on October 16, 2024 and sell it all today you would earn a total of 0.00 from holding Ortivus AB ser or generate 0.0% return on investment in Ortivus AB over 450 days. Ortivus AB is related to or competes with Newbury Pharmaceuticals, ExpreS2ion Biotech, AcouSort, Modus Therapeutics, Aino Health, Oncozenge, and Real Heart. Ortivus AB develops and supplies mobile monitoring and communication solutions for the emergency medical care industry i... More
Ortivus 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 Ortivus 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 Ortivus AB ser upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.99 | |||
| Information Ratio | 0.0435 | |||
| Maximum Drawdown | 20.27 | |||
| Value At Risk | (6.25) | |||
| Potential Upside | 7.27 |
Ortivus AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ortivus AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ortivus AB's standard deviation. In reality, there are many statistical measures that can use Ortivus AB historical prices to predict the future Ortivus AB's volatility.| Risk Adjusted Performance | 0.0583 | |||
| Jensen Alpha | 0.2 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0301 | |||
| Treynor Ratio | 0.6827 |
Ortivus AB ser Backtested Returns
At this point, Ortivus AB is dangerous. Ortivus AB ser maintains Sharpe Ratio (i.e., Efficiency) of 0.0466, which implies the firm had a 0.0466 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Ortivus AB ser, which you can use to evaluate the volatility of the company. Please check Ortivus AB's Coefficient Of Variation of 1473.31, risk adjusted performance of 0.0583, and Semi Deviation of 2.96 to confirm if the risk estimate we provide is consistent with the expected return of 0.16%. Ortivus AB has a performance score of 3 on a scale of 0 to 100. The company holds a Beta of 0.33, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Ortivus AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ortivus AB is expected to be smaller as well. Ortivus AB ser right now holds a risk of 3.43%. Please check Ortivus AB ser maximum drawdown, potential upside, and the relationship between the treynor ratio and value at risk , to decide if Ortivus AB ser will be following its historical price patterns.
Auto-correlation | -0.18 |
Insignificant reverse predictability
Ortivus AB ser has insignificant reverse predictability. Overlapping area represents the amount of predictability between Ortivus AB time series from 16th of October 2024 to 29th of May 2025 and 29th of May 2025 to 9th 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 Ortivus AB ser price movement. The serial correlation of -0.18 indicates that over 18.0% of current Ortivus AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.18 | |
| Spearman Rank Test | -0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Ortivus AB ser lagged returns against current returns
Autocorrelation, which is Ortivus 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 Ortivus AB's stock expected returns. We can calculate the autocorrelation of Ortivus AB returns to help us make a trade decision. For example, suppose you find that Ortivus 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 |
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Ortivus 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 Ortivus AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ortivus AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ortivus AB stock over time.
Current vs Lagged Prices |
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Ortivus AB Lagged Returns
When evaluating Ortivus AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ortivus AB stock have on its future price. Ortivus 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, Ortivus AB autocorrelation shows the relationship between Ortivus AB stock current value and its past values and can show if there is a momentum factor associated with investing in Ortivus AB ser.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Ortivus Stock
Ortivus AB financial ratios help investors to determine whether Ortivus 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 Ortivus with respect to the benefits of owning Ortivus AB security.