Securitas' market value is the price at which a share of Securitas trades on a public exchange. It measures the collective expectations of Securitas AB investors about its performance. Securitas is trading at 15.90 as of the 7th of January 2026; that is No Change since the beginning of the trading day. The stock's open price was 15.9. With this module, you can estimate the performance of a buy and hold strategy of Securitas AB and determine expected loss or profit from investing in Securitas over a given investment horizon. Check out Securitas Correlation, Securitas Volatility and Securitas Alpha and Beta module to complement your research on Securitas.
Please note, there is a significant difference between Securitas' value and its price as these two are different measures arrived at by different means. Investors typically determine if Securitas is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Securitas' 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.
Securitas '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 Securitas' pink sheet 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 Securitas.
0.00
01/18/2024
No Change 0.00
0.0
In 1 year 11 months and 21 days
01/07/2026
0.00
If you would invest 0.00 in Securitas on January 18, 2024 and sell it all today you would earn a total of 0.00 from holding Securitas AB or generate 0.0% return on investment in Securitas over 720 days. Securitas is related to or competes with Secom Co, Fraport AG, Toppan, Sodexo PK, Fraport AG, Japan Airlines, and Localiza Rent. Securitas AB provides security services in North America, Europe, Latin America, Africa, the Middle East, Asia, and Aust... More
Securitas 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 Securitas' pink sheet 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 Securitas AB upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Securitas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Securitas' standard deviation. In reality, there are many statistical measures that can use Securitas historical prices to predict the future Securitas' volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Securitas. Your research has to be compared to or analyzed against Securitas' peers to derive any actionable benefits. When done correctly, Securitas' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Securitas AB.
Securitas AB Backtested Returns
At this stage we consider Securitas Pink Sheet to be very steady. Securitas AB owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0595, which indicates the firm had a 0.0595 % return per unit of risk over the last 3 months. We have found twenty-four technical indicators for Securitas AB, which you can use to evaluate the volatility of the company. Please validate Securitas' Coefficient Of Variation of 1179.13, risk adjusted performance of 0.0663, and Semi Deviation of 0.6947 to confirm if the risk estimate we provide is consistent with the expected return of 0.0751%. Securitas has a performance score of 4 on a scale of 0 to 100. The entity has a beta of -0.0208, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Securitas are expected to decrease at a much lower rate. During the bear market, Securitas is likely to outperform the market. Securitas AB right now has a risk of 1.26%. Please validate Securitas sortino ratio, as well as the relationship between the semi variance and day typical price , to decide if Securitas will be following its existing price patterns.
Auto-correlation
0.59
Modest predictability
Securitas AB has modest predictability. Overlapping area represents the amount of predictability between Securitas time series from 18th of January 2024 to 12th of January 2025 and 12th of January 2025 to 7th 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 Securitas AB price movement. The serial correlation of 0.59 indicates that roughly 59.0% of current Securitas price fluctuation can be explain by its past prices.
Correlation Coefficient
0.59
Spearman Rank Test
0.33
Residual Average
0.0
Price Variance
1.9
Securitas AB lagged returns against current returns
Autocorrelation, which is Securitas pink sheet'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 Securitas' pink sheet expected returns. We can calculate the autocorrelation of Securitas returns to help us make a trade decision. For example, suppose you find that Securitas has exhibited high autocorrelation historically, and you observe that the pink sheet 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
Securitas 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 Securitas pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Securitas pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Securitas pink sheet over time.
Current vs Lagged Prices
Timeline
Securitas Lagged Returns
When evaluating Securitas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Securitas pink sheet have on its future price. Securitas 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, Securitas autocorrelation shows the relationship between Securitas pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Securitas AB.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
Additional Tools for Securitas Pink Sheet Analysis
When running Securitas' price analysis, check to measure Securitas' 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 Securitas is operating at the current time. Most of Securitas' value examination focuses on studying past and present price action to predict the probability of Securitas' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Securitas' price. Additionally, you may evaluate how the addition of Securitas to your portfolios can decrease your overall portfolio volatility.