AB SKF (Germany) Market Value
| SKFD Stock | 24.20 0.20 0.83% |
| Symbol | SKFD |
AB SKF '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 AB SKF'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 AB SKF.
| 11/28/2025 |
| 02/26/2026 |
If you would invest 0.00 in AB SKF on November 28, 2025 and sell it all today you would earn a total of 0.00 from holding AB SKF or generate 0.0% return on investment in AB SKF over 90 days. AB SKF is related to or competes with Techtronic Industries, Snap-on Incorporated, RBC Bearings, Lincoln Electric, AB SKF, AB SKF, and AB SKF. AB SKF is entity of Germany. It is traded as Stock on F exchange. More
AB SKF 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 AB SKF'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 AB SKF upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.37 | |||
| Information Ratio | 0.0312 | |||
| Maximum Drawdown | 12.14 | |||
| Value At Risk | (4.39) | |||
| Potential Upside | 3.54 |
AB SKF Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AB SKF's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AB SKF's standard deviation. In reality, there are many statistical measures that can use AB SKF historical prices to predict the future AB SKF's volatility.| Risk Adjusted Performance | 0.0697 | |||
| Jensen Alpha | 0.1308 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.0198 | |||
| Treynor Ratio | 0.4698 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of AB SKF'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.
AB SKF February 26, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0697 | |||
| Market Risk Adjusted Performance | 0.4798 | |||
| Mean Deviation | 1.47 | |||
| Semi Deviation | 2.44 | |||
| Downside Deviation | 3.37 | |||
| Coefficient Of Variation | 1216.91 | |||
| Standard Deviation | 2.14 | |||
| Variance | 4.57 | |||
| Information Ratio | 0.0312 | |||
| Jensen Alpha | 0.1308 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.0198 | |||
| Treynor Ratio | 0.4698 | |||
| Maximum Drawdown | 12.14 | |||
| Value At Risk | (4.39) | |||
| Potential Upside | 3.54 | |||
| Downside Variance | 11.38 | |||
| Semi Variance | 5.94 | |||
| Expected Short fall | (1.57) | |||
| Skewness | (1.59) | |||
| Kurtosis | 4.51 |
AB SKF Backtested Returns
At this point, AB SKF is not too volatile. AB SKF retains Efficiency (Sharpe Ratio) of 0.0882, which signifies that the company had a 0.0882 % return per unit of price deviation over the last 3 months. We have found twenty-eight technical indicators for AB SKF, which you can use to evaluate the volatility of the entity. Please confirm AB SKF's Market Risk Adjusted Performance of 0.4798, coefficient of variation of 1216.91, and Standard Deviation of 2.14 to double-check if the risk estimate we provide is consistent with the expected return of 0.19%. AB SKF has a performance score of 7 on a scale of 0 to 100. The firm owns a Beta (Systematic Risk) of 0.35, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AB SKF's returns are expected to increase less than the market. However, during the bear market, the loss of holding AB SKF is expected to be smaller as well. AB SKF today owns a risk of 2.12%. Please confirm AB SKF market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if AB SKF will be following its current price history.
Auto-correlation | 0.00 |
No correlation between past and present
AB SKF has no correlation between past and present. Overlapping area represents the amount of predictability between AB SKF time series from 28th of November 2025 to 12th of January 2026 and 12th of January 2026 to 26th of February 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 AB SKF price movement. The serial correlation of 0.0 indicates that just 0.0% of current AB SKF price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.34 |
Currently Active Assets on Macroaxis
| FSLY | Fastly Class A | |
| MOB | Mobilicom Limited American | |
| CMG | Chipotle Mexican Grill | |
| CSAN | Cosan SA ADR | |
| RKT | Rocket Companies |
Other Information on Investing in SKFD Stock
AB SKF financial ratios help investors to determine whether SKFD Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in SKFD with respect to the benefits of owning AB SKF security.