Ovzon AB (Sweden) Market Value
| OVZON Stock | 42.65 0.85 2.03% |
| Symbol | Ovzon |
Ovzon 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 Ovzon 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 Ovzon AB.
| 10/04/2025 |
| 01/02/2026 |
If you would invest 0.00 in Ovzon AB on October 4, 2025 and sell it all today you would earn a total of 0.00 from holding Ovzon AB or generate 0.0% return on investment in Ovzon AB over 90 days. Ovzon AB is related to or competes with Bredband2, Viaplay Group, Bahnhof AB, Acast AB, Netel Holding, Transtema Group, and TalkPool. More
Ovzon 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 Ovzon 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 Ovzon AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.51 | |||
| Information Ratio | 0.0154 | |||
| Maximum Drawdown | 14.45 | |||
| Value At Risk | (7.00) | |||
| Potential Upside | 4.69 |
Ovzon AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ovzon AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ovzon AB's standard deviation. In reality, there are many statistical measures that can use Ovzon AB historical prices to predict the future Ovzon AB's volatility.| Risk Adjusted Performance | 0.0297 | |||
| Jensen Alpha | 0.1118 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.0132 | |||
| Treynor Ratio | (1.50) |
Ovzon AB Backtested Returns
Ovzon AB appears to be not too volatile, given 3 months investment horizon. Ovzon AB maintains Sharpe Ratio (i.e., Efficiency) of 0.0628, which implies the firm had a 0.0628 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ovzon AB, which you can use to evaluate the volatility of the company. Please evaluate Ovzon AB's Risk Adjusted Performance of 0.0297, semi deviation of 4.04, and Coefficient Of Variation of 3284.55 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ovzon AB holds a performance score of 4. The company holds a Beta of -0.0722, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Ovzon AB are expected to decrease at a much lower rate. During the bear market, Ovzon AB is likely to outperform the market. Please check Ovzon AB's maximum drawdown, skewness, as well as the relationship between the Skewness and day typical price , to make a quick decision on whether Ovzon AB's historical price patterns will revert.
Auto-correlation | -0.27 |
Weak reverse predictability
Ovzon AB has weak reverse predictability. Overlapping area represents the amount of predictability between Ovzon AB time series from 4th of October 2025 to 18th of November 2025 and 18th of November 2025 to 2nd 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 Ovzon AB price movement. The serial correlation of -0.27 indicates that nearly 27.0% of current Ovzon AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.27 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 12.23 |
Ovzon AB lagged returns against current returns
Autocorrelation, which is Ovzon 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 Ovzon AB's stock expected returns. We can calculate the autocorrelation of Ovzon AB returns to help us make a trade decision. For example, suppose you find that Ovzon 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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Ovzon 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 Ovzon AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ovzon AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ovzon AB stock over time.
Current vs Lagged Prices |
| Timeline |
Ovzon AB Lagged Returns
When evaluating Ovzon AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ovzon AB stock have on its future price. Ovzon 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, Ovzon AB autocorrelation shows the relationship between Ovzon AB stock current value and its past values and can show if there is a momentum factor associated with investing in Ovzon AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Ovzon Stock Analysis
When running Ovzon AB's price analysis, check to measure Ovzon AB'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 Ovzon AB is operating at the current time. Most of Ovzon AB's value examination focuses on studying past and present price action to predict the probability of Ovzon AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Ovzon AB's price. Additionally, you may evaluate how the addition of Ovzon AB to your portfolios can decrease your overall portfolio volatility.