Railcare Group (Sweden) Market Value
| RAIL Stock | SEK 30.60 1.25 4.26% |
| Symbol | Railcare |
Railcare Group '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 Railcare Group'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 Railcare Group.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Railcare Group on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Railcare Group AB or generate 0.0% return on investment in Railcare Group over 30 days. Railcare Group is related to or competes with Careium AB, Ferronordic, Nordisk Bergteknik, AVTECH Sweden, SinterCast, Concejo AB, and Pricer AB. Railcare Group AB provides railway maintenance services primarily in Scandinavia and the United Kingdom More
Railcare Group 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 Railcare Group'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 Railcare Group AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.39 | |||
| Information Ratio | 0.0384 | |||
| Maximum Drawdown | 8.85 | |||
| Value At Risk | (2.24) | |||
| Potential Upside | 3.74 |
Railcare Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Railcare Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Railcare Group's standard deviation. In reality, there are many statistical measures that can use Railcare Group historical prices to predict the future Railcare Group's volatility.| Risk Adjusted Performance | 0.0793 | |||
| Jensen Alpha | 0.1278 | |||
| Total Risk Alpha | (0.04) | |||
| Sortino Ratio | 0.0439 | |||
| Treynor Ratio | 0.6425 |
Railcare Group AB Backtested Returns
Railcare Group appears to be very steady, given 3 months investment horizon. Railcare Group AB maintains Sharpe Ratio (i.e., Efficiency) of 0.16, which implies the firm had a 0.16 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Railcare Group AB, which you can use to evaluate the volatility of the company. Please evaluate Railcare Group's Semi Deviation of 1.21, risk adjusted performance of 0.0793, and Coefficient Of Variation of 1005.18 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Railcare Group holds a performance score of 12. The company holds a Beta of 0.23, which implies not very significant fluctuations relative to the market. As returns on the market increase, Railcare Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Railcare Group is expected to be smaller as well. Please check Railcare Group's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Railcare Group's historical price patterns will revert.
Auto-correlation | -0.33 |
Poor reverse predictability
Railcare Group AB has poor reverse predictability. Overlapping area represents the amount of predictability between Railcare Group time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th 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 Railcare Group AB price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Railcare Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 0.33 |
Railcare Group AB lagged returns against current returns
Autocorrelation, which is Railcare Group 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 Railcare Group's stock expected returns. We can calculate the autocorrelation of Railcare Group returns to help us make a trade decision. For example, suppose you find that Railcare Group 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 |
Railcare Group 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 Railcare Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Railcare Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Railcare Group stock over time.
Current vs Lagged Prices |
| Timeline |
Railcare Group Lagged Returns
When evaluating Railcare Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Railcare Group stock have on its future price. Railcare Group 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, Railcare Group autocorrelation shows the relationship between Railcare Group stock current value and its past values and can show if there is a momentum factor associated with investing in Railcare Group AB.
Regressed Prices |
| Timeline |
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Additional Tools for Railcare Stock Analysis
When running Railcare Group's price analysis, check to measure Railcare Group'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 Railcare Group is operating at the current time. Most of Railcare Group's value examination focuses on studying past and present price action to predict the probability of Railcare Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Railcare Group's price. Additionally, you may evaluate how the addition of Railcare Group to your portfolios can decrease your overall portfolio volatility.