Sensys Gatso (Sweden) Market Value
| SGG Stock | 38.30 0.20 0.52% |
| Symbol | Sensys |
Sensys Gatso '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 Sensys Gatso'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 Sensys Gatso.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in Sensys Gatso on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Sensys Gatso Group or generate 0.0% return on investment in Sensys Gatso over 30 days.
Sensys Gatso 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 Sensys Gatso'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 Sensys Gatso Group upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 15.37 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 1.83 |
Sensys Gatso Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sensys Gatso's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sensys Gatso's standard deviation. In reality, there are many statistical measures that can use Sensys Gatso historical prices to predict the future Sensys Gatso's volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | (0.05) |
Sensys Gatso Group Backtested Returns
Sensys Gatso Group owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the firm had a close to zero % return per unit of risk over the last 3 months. Sensys Gatso Group exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Sensys Gatso's Variance of 6.18, insignificant risk adjusted performance, and Coefficient Of Variation of (6,820) to confirm the risk estimate we provide. The entity has a beta of 0.89, which indicates possible diversification benefits within a given portfolio. Sensys Gatso returns are very sensitive to returns on the market. As the market goes up or down, Sensys Gatso is expected to follow. At this point, Sensys Gatso Group has a negative expected return of -0.0159%. Please make sure to validate Sensys Gatso's accumulation distribution, and the relationship between the potential upside and day median price , to decide if Sensys Gatso Group performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.19 |
Very weak predictability
Sensys Gatso Group has very weak predictability. Overlapping area represents the amount of predictability between Sensys Gatso time series from 24th of November 2025 to 9th of December 2025 and 9th of December 2025 to 24th 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 Sensys Gatso Group price movement. The serial correlation of 0.19 indicates that over 19.0% of current Sensys Gatso price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.19 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 1.04 |
Sensys Gatso Group lagged returns against current returns
Autocorrelation, which is Sensys Gatso 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 Sensys Gatso's stock expected returns. We can calculate the autocorrelation of Sensys Gatso returns to help us make a trade decision. For example, suppose you find that Sensys Gatso 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 |
Sensys Gatso 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 Sensys Gatso stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sensys Gatso stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sensys Gatso stock over time.
Current vs Lagged Prices |
| Timeline |
Sensys Gatso Lagged Returns
When evaluating Sensys Gatso's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sensys Gatso stock have on its future price. Sensys Gatso 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, Sensys Gatso autocorrelation shows the relationship between Sensys Gatso stock current value and its past values and can show if there is a momentum factor associated with investing in Sensys Gatso Group.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Sensys Stock Analysis
When running Sensys Gatso's price analysis, check to measure Sensys Gatso'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 Sensys Gatso is operating at the current time. Most of Sensys Gatso's value examination focuses on studying past and present price action to predict the probability of Sensys Gatso's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sensys Gatso's price. Additionally, you may evaluate how the addition of Sensys Gatso to your portfolios can decrease your overall portfolio volatility.