Rusta AB (Sweden) Market Value
| RUSTA Stock | 85.05 0.10 0.12% |
| Symbol | Rusta |
Rusta 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 Rusta 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 Rusta AB.
| 11/28/2025 |
| 12/28/2025 |
If you would invest 0.00 in Rusta AB on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding Rusta AB or generate 0.0% return on investment in Rusta AB over 30 days.
Rusta 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 Rusta 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 Rusta AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.42 | |||
| Information Ratio | 0.1787 | |||
| Maximum Drawdown | 14.63 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 2.7 |
Rusta AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Rusta AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Rusta AB's standard deviation. In reality, there are many statistical measures that can use Rusta AB historical prices to predict the future Rusta AB's volatility.| Risk Adjusted Performance | 0.16 | |||
| Jensen Alpha | 0.4385 | |||
| Total Risk Alpha | 0.2282 | |||
| Sortino Ratio | 0.2687 | |||
| Treynor Ratio | 1.79 |
Rusta AB Backtested Returns
Rusta AB appears to be very steady, given 3 months investment horizon. Rusta AB maintains Sharpe Ratio (i.e., Efficiency) of 0.28, which implies the firm had a 0.28 % return per unit of risk over the last 3 months. By analyzing Rusta AB's technical indicators, you can evaluate if the expected return of 0.59% is justified by implied risk. Please evaluate Rusta AB's Risk Adjusted Performance of 0.16, coefficient of variation of 457.64, and Semi Deviation of 0.9363 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Rusta AB holds a performance score of 22. The company holds a Beta of 0.26, which implies not very significant fluctuations relative to the market. As returns on the market increase, Rusta AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Rusta AB is expected to be smaller as well. Please check Rusta AB's expected short fall, and the relationship between the value at risk and daily balance of power , to make a quick decision on whether Rusta AB's historical price patterns will revert.
Auto-correlation | 0.27 |
Poor predictability
Rusta AB has poor predictability. Overlapping area represents the amount of predictability between Rusta AB time series from 28th of November 2025 to 13th of December 2025 and 13th of December 2025 to 28th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Rusta AB price movement. The serial correlation of 0.27 indicates that nearly 27.0% of current Rusta AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.27 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 1.39 |
Rusta AB lagged returns against current returns
Autocorrelation, which is Rusta 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 Rusta AB's stock expected returns. We can calculate the autocorrelation of Rusta AB returns to help us make a trade decision. For example, suppose you find that Rusta 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 |
Rusta 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 Rusta AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Rusta AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Rusta AB stock over time.
Current vs Lagged Prices |
| Timeline |
Rusta AB Lagged Returns
When evaluating Rusta AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Rusta AB stock have on its future price. Rusta 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, Rusta AB autocorrelation shows the relationship between Rusta AB stock current value and its past values and can show if there is a momentum factor associated with investing in Rusta AB.
Regressed Prices |
| Timeline |
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Additional Tools for Rusta Stock Analysis
When running Rusta AB's price analysis, check to measure Rusta 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 Rusta AB is operating at the current time. Most of Rusta AB's value examination focuses on studying past and present price action to predict the probability of Rusta 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 Rusta AB's price. Additionally, you may evaluate how the addition of Rusta AB to your portfolios can decrease your overall portfolio volatility.