Safello Group (Sweden) Market Value
| SFL Stock | 6.02 0.26 4.51% |
| Symbol | Safello |
Safello 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 Safello 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 Safello Group.
| 12/13/2022 |
| 12/02/2024 |
If you would invest 0.00 in Safello Group on December 13, 2022 and sell it all today you would earn a total of 0.00 from holding Safello Group AB or generate 0.0% return on investment in Safello Group over 720 days.
Safello 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 Safello 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 Safello Group AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.23 | |||
| Information Ratio | 0.1179 | |||
| Maximum Drawdown | 28.84 | |||
| Value At Risk | (6.22) | |||
| Potential Upside | 9.71 |
Safello Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Safello Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Safello Group's standard deviation. In reality, there are many statistical measures that can use Safello Group historical prices to predict the future Safello Group's volatility.| Risk Adjusted Performance | 0.1186 | |||
| Jensen Alpha | 0.7115 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | 0.1476 | |||
| Treynor Ratio | 2.38 |
Safello Group AB Backtested Returns
Safello Group appears to be unstable, given 3 months investment horizon. Safello Group AB owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.16, which indicates the firm had a 0.16% return per unit of risk over the last 3 months. By inspecting Safello Group's technical indicators, you can evaluate if the expected return of 0.82% is justified by implied risk. Please review Safello Group's Coefficient Of Variation of 694.72, risk adjusted performance of 0.1186, and Semi Deviation of 3.75 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Safello Group holds a performance score of 12. The entity has a beta of 0.32, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Safello Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Safello Group is expected to be smaller as well. Please check Safello Group's total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to make a quick decision on whether Safello Group's existing price patterns will revert.
Auto-correlation | -0.39 |
Poor reverse predictability
Safello Group AB has poor reverse predictability. Overlapping area represents the amount of predictability between Safello Group time series from 13th of December 2022 to 8th of December 2023 and 8th of December 2023 to 2nd 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 Safello Group AB price movement. The serial correlation of -0.39 indicates that just about 39.0% of current Safello Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.39 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.66 |
Safello Group AB lagged returns against current returns
Autocorrelation, which is Safello 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 Safello Group's stock expected returns. We can calculate the autocorrelation of Safello Group returns to help us make a trade decision. For example, suppose you find that Safello 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 |
Safello 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 Safello Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Safello Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Safello Group stock over time.
Current vs Lagged Prices |
| Timeline |
Safello Group Lagged Returns
When evaluating Safello Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Safello Group stock have on its future price. Safello 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, Safello Group autocorrelation shows the relationship between Safello Group stock current value and its past values and can show if there is a momentum factor associated with investing in Safello Group AB.
Regressed Prices |
| Timeline |
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Additional Tools for Safello Stock Analysis
When running Safello Group's price analysis, check to measure Safello 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 Safello Group is operating at the current time. Most of Safello Group's value examination focuses on studying past and present price action to predict the probability of Safello 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 Safello Group's price. Additionally, you may evaluate how the addition of Safello Group to your portfolios can decrease your overall portfolio volatility.