Ratos AB (Sweden) Market Value

RATO-B Stock  SEK 32.48  0.82  2.46%   
Ratos AB's market value is the price at which a share of Ratos AB trades on a public exchange. It measures the collective expectations of Ratos AB investors about its performance. Ratos AB is trading at 32.48 as of the 11th of December 2024, a 2.46% down since the beginning of the trading day. The stock's open price was 33.3.
With this module, you can estimate the performance of a buy and hold strategy of Ratos AB and determine expected loss or profit from investing in Ratos AB over a given investment horizon. Check out Ratos AB Correlation, Ratos AB Volatility and Ratos AB Alpha and Beta module to complement your research on Ratos AB.
Symbol

Please note, there is a significant difference between Ratos AB's value and its price as these two are different measures arrived at by different means. Investors typically determine if Ratos AB is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Ratos AB's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Ratos 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 Ratos 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 Ratos AB.
0.00
11/11/2024
No Change 0.00  0.0 
In 31 days
12/11/2024
0.00
If you would invest  0.00  in Ratos AB on November 11, 2024 and sell it all today you would earn a total of 0.00 from holding Ratos AB or generate 0.0% return on investment in Ratos AB over 30 days. Ratos AB is related to or competes with Catella AB, Catella AB, KABE Group, IAR Systems, Mekonomen, Clinical Laserthermia, and EEducation Albert. Ratos AB is a private equity firm specializing in buyouts, turnarounds, add on acquisitions, and middle market transacti... More

Ratos 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 Ratos 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 Ratos AB upside and downside potential and time the market with a certain degree of confidence.

Ratos AB Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Ratos AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ratos AB's standard deviation. In reality, there are many statistical measures that can use Ratos AB historical prices to predict the future Ratos AB's volatility.
Hype
Prediction
LowEstimatedHigh
31.9633.3034.64
Details
Intrinsic
Valuation
LowRealHigh
31.9433.2834.62
Details
Naive
Forecast
LowNextHigh
32.9834.3235.66
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
31.2132.2633.31
Details

Ratos AB Backtested Returns

Ratos AB maintains Sharpe Ratio (i.e., Efficiency) of -0.0122, which implies the firm had a -0.0122% return per unit of risk over the last 3 months. Ratos AB exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Ratos AB's Coefficient Of Variation of (19,887), variance of 1.76, and Risk Adjusted Performance of 9.0E-4 to confirm the risk estimate we provide. The company holds a Beta of 0.19, which implies not very significant fluctuations relative to the market. As returns on the market increase, Ratos AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ratos AB is expected to be smaller as well. At this point, Ratos AB has a negative expected return of -0.0163%. Please make sure to check Ratos AB's potential upside, kurtosis, daily balance of power, as well as the relationship between the skewness and accumulation distribution , to decide if Ratos AB performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.65  

Very good reverse predictability

Ratos AB has very good reverse predictability. Overlapping area represents the amount of predictability between Ratos AB time series from 11th of November 2024 to 26th of November 2024 and 26th of November 2024 to 11th of December 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 Ratos AB price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Ratos AB price fluctuation can be explain by its past prices.
Correlation Coefficient-0.65
Spearman Rank Test-0.85
Residual Average0.0
Price Variance0.25

Ratos AB lagged returns against current returns

Autocorrelation, which is Ratos 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 Ratos AB's stock expected returns. We can calculate the autocorrelation of Ratos AB returns to help us make a trade decision. For example, suppose you find that Ratos 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  

Ratos 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 Ratos AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ratos AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ratos AB stock over time.
   Current vs Lagged Prices   
       Timeline  

Ratos AB Lagged Returns

When evaluating Ratos AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ratos AB stock have on its future price. Ratos 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, Ratos AB autocorrelation shows the relationship between Ratos AB stock current value and its past values and can show if there is a momentum factor associated with investing in Ratos AB.
   Regressed Prices   
       Timeline  

Thematic Opportunities

Explore Investment Opportunities

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Other Information on Investing in Ratos Stock

Ratos AB financial ratios help investors to determine whether Ratos 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 Ratos with respect to the benefits of owning Ratos AB security.