Sivers IMA (Sweden) Market Value
| SIVE Stock | SEK 3.35 0.05 1.47% |
| Symbol | Sivers |
Sivers IMA '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 Sivers IMA'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 Sivers IMA.
| 01/17/2025 |
| 02/16/2025 |
If you would invest 0.00 in Sivers IMA on January 17, 2025 and sell it all today you would earn a total of 0.00 from holding Sivers IMA Holding or generate 0.0% return on investment in Sivers IMA over 30 days. Sivers IMA is related to or competes with Hexatronic Group, Sinch AB, Embracer Group, SolTech Energy, and Stillfront Group. Sivers IMA Holding AB , through its subsidiaries, develops, manufactures, and sells chips, components, modules, and sub ... More
Sivers IMA 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 Sivers IMA'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 Sivers IMA Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 8.76 | |||
| Information Ratio | 0.038 | |||
| Maximum Drawdown | 44.44 | |||
| Value At Risk | (10.48) | |||
| Potential Upside | 16.89 |
Sivers IMA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Sivers IMA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sivers IMA's standard deviation. In reality, there are many statistical measures that can use Sivers IMA historical prices to predict the future Sivers IMA's volatility.| Risk Adjusted Performance | 0.037 | |||
| Jensen Alpha | 0.3939 | |||
| Total Risk Alpha | 0.3742 | |||
| Sortino Ratio | 0.0444 | |||
| Treynor Ratio | (0.11) |
Sivers IMA Holding Backtested Returns
Sivers IMA is dangerous given 3 months investment horizon. Sivers IMA Holding 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. We were able to interpolate and analyze data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.38% are justified by taking the suggested risk. Use Sivers IMA Holding Coefficient Of Variation of 2559.54, risk adjusted performance of 0.037, and Semi Deviation of 8.4 to evaluate company specific risk that cannot be diversified away. Sivers IMA holds a performance score of 12 on a scale of zero to a hundred. The entity has a beta of -3.42, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Sivers IMA are expected to decrease by larger amounts. On the other hand, during market turmoil, Sivers IMA is expected to outperform it. Use Sivers IMA Holding maximum drawdown, potential upside, semi variance, as well as the relationship between the value at risk and downside variance , to analyze future returns on Sivers IMA Holding.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Sivers IMA Holding has insignificant reverse predictability. Overlapping area represents the amount of predictability between Sivers IMA time series from 17th of January 2025 to 1st of February 2025 and 1st of February 2025 to 16th of February 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 Sivers IMA Holding price movement. The serial correlation of -0.19 indicates that over 19.0% of current Sivers IMA price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | -0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Sivers IMA Holding lagged returns against current returns
Autocorrelation, which is Sivers IMA 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 Sivers IMA's stock expected returns. We can calculate the autocorrelation of Sivers IMA returns to help us make a trade decision. For example, suppose you find that Sivers IMA 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 |
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Sivers IMA 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 Sivers IMA stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sivers IMA stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sivers IMA stock over time.
Current vs Lagged Prices |
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Sivers IMA Lagged Returns
When evaluating Sivers IMA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sivers IMA stock have on its future price. Sivers IMA 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, Sivers IMA autocorrelation shows the relationship between Sivers IMA stock current value and its past values and can show if there is a momentum factor associated with investing in Sivers IMA Holding.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Sivers Stock Analysis
When running Sivers IMA's price analysis, check to measure Sivers IMA'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 Sivers IMA is operating at the current time. Most of Sivers IMA's value examination focuses on studying past and present price action to predict the probability of Sivers IMA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Sivers IMA's price. Additionally, you may evaluate how the addition of Sivers IMA to your portfolios can decrease your overall portfolio volatility.