Stillfront Group (Sweden) Market Value
| SF Stock | SEK 6.65 0.03 0.45% |
| Symbol | Stillfront |
Stillfront 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 Stillfront 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 Stillfront Group.
| 05/27/2024 |
| 11/23/2024 |
If you would invest 0.00 in Stillfront Group on May 27, 2024 and sell it all today you would earn a total of 0.00 from holding Stillfront Group AB or generate 0.0% return on investment in Stillfront Group over 180 days. Stillfront Group is related to or competes with Flexion Mobile, IZafe Group, KABE Group, IAR Systems, Norva24 Group, Clinical Laserthermia, and EEducation Albert. Stillfront Group AB , through its subsidiaries, creates, publishes, and distributes digital games in Germany, the United... More
Stillfront 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 Stillfront 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 Stillfront Group AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 20.88 | |||
| Value At Risk | (5.13) | |||
| Potential Upside | 5.48 |
Stillfront Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stillfront Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stillfront Group's standard deviation. In reality, there are many statistical measures that can use Stillfront Group historical prices to predict the future Stillfront Group's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.12) | |||
| Total Risk Alpha | (0.76) | |||
| Treynor Ratio | 0.2664 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stillfront Group's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Stillfront Group Backtested Returns
Stillfront Group owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0627, which indicates the firm had a -0.0627% return per unit of risk over the last 3 months. Stillfront Group AB exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Stillfront Group's Coefficient Of Variation of (1,608), variance of 11.5, and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The entity has a beta of -0.83, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Stillfront Group are expected to decrease at a much lower rate. During the bear market, Stillfront Group is likely to outperform the market. At this point, Stillfront Group has a negative expected return of -0.21%. Please make sure to validate Stillfront Group's potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Stillfront Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.46 |
Average predictability
Stillfront Group AB has average predictability. Overlapping area represents the amount of predictability between Stillfront Group time series from 27th of May 2024 to 25th of August 2024 and 25th of August 2024 to 23rd of November 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 Stillfront Group price movement. The serial correlation of 0.46 indicates that about 46.0% of current Stillfront Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.47 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Stillfront Group lagged returns against current returns
Autocorrelation, which is Stillfront 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 Stillfront Group's stock expected returns. We can calculate the autocorrelation of Stillfront Group returns to help us make a trade decision. For example, suppose you find that Stillfront 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 |
Stillfront 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 Stillfront Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stillfront Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stillfront Group stock over time.
Current vs Lagged Prices |
| Timeline |
Stillfront Group Lagged Returns
When evaluating Stillfront Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stillfront Group stock have on its future price. Stillfront 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, Stillfront Group autocorrelation shows the relationship between Stillfront Group stock current value and its past values and can show if there is a momentum factor associated with investing in Stillfront Group AB.
Regressed Prices |
| Timeline |
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Additional Tools for Stillfront Stock Analysis
When running Stillfront Group's price analysis, check to measure Stillfront 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 Stillfront Group is operating at the current time. Most of Stillfront Group's value examination focuses on studying past and present price action to predict the probability of Stillfront 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 Stillfront Group's price. Additionally, you may evaluate how the addition of Stillfront Group to your portfolios can decrease your overall portfolio volatility.