Skandinaviska Enskilda Banken Stock Market Value
| SVKEF Stock | USD 20.44 1.58 8.38% |
| Symbol | Skandinaviska |
Skandinaviska Enskilda '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 Skandinaviska Enskilda's pink sheet 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 Skandinaviska Enskilda.
| 11/24/2025 |
| 12/24/2025 |
If you would invest 0.00 in Skandinaviska Enskilda on November 24, 2025 and sell it all today you would earn a total of 0.00 from holding Skandinaviska Enskilda Banken or generate 0.0% return on investment in Skandinaviska Enskilda over 30 days. Skandinaviska Enskilda is related to or competes with Swedbank, Danske Bank, Swedbank, Danske Bank, Bank Rakyat, PT Bank, and DNB Bank. Skandinaviska Enskilda Banken AB provides corporate, retail, investment, and private banking services More
Skandinaviska Enskilda 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 Skandinaviska Enskilda's pink sheet 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 Skandinaviska Enskilda Banken upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0616 | |||
| Maximum Drawdown | 11.83 | |||
| Potential Upside | 0.2125 |
Skandinaviska Enskilda Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Skandinaviska Enskilda's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Skandinaviska Enskilda's standard deviation. In reality, there are many statistical measures that can use Skandinaviska Enskilda historical prices to predict the future Skandinaviska Enskilda's volatility.| Risk Adjusted Performance | 0.0791 | |||
| Jensen Alpha | 0.1627 | |||
| Total Risk Alpha | 0.0249 | |||
| Treynor Ratio | (1.11) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Skandinaviska Enskilda'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.
Skandinaviska Enskilda Backtested Returns
At this point, Skandinaviska Enskilda is very steady. Skandinaviska Enskilda owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.11, which indicates the firm had a 0.11 % return per unit of risk over the last 3 months. We have found twenty technical indicators for Skandinaviska Enskilda Banken, which you can use to evaluate the volatility of the company. Please validate Skandinaviska Enskilda's Coefficient Of Variation of 953.29, variance of 2.46, and Risk Adjusted Performance of 0.0791 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. Skandinaviska Enskilda has a performance score of 8 on a scale of 0 to 100. The entity has a beta of -0.14, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Skandinaviska Enskilda are expected to decrease at a much lower rate. During the bear market, Skandinaviska Enskilda is likely to outperform the market. Skandinaviska Enskilda right now has a risk of 1.61%. Please validate Skandinaviska Enskilda information ratio, as well as the relationship between the skewness and day median price , to decide if Skandinaviska Enskilda will be following its existing price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Skandinaviska Enskilda Banken has no correlation between past and present. Overlapping area represents the amount of predictability between Skandinaviska Enskilda 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 Skandinaviska Enskilda price movement. The serial correlation of 0.0 indicates that just 0.0% of current Skandinaviska Enskilda price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.62 |
Skandinaviska Enskilda lagged returns against current returns
Autocorrelation, which is Skandinaviska Enskilda pink sheet'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 Skandinaviska Enskilda's pink sheet expected returns. We can calculate the autocorrelation of Skandinaviska Enskilda returns to help us make a trade decision. For example, suppose you find that Skandinaviska Enskilda has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Skandinaviska Enskilda 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 Skandinaviska Enskilda pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Skandinaviska Enskilda pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Skandinaviska Enskilda pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Skandinaviska Enskilda Lagged Returns
When evaluating Skandinaviska Enskilda's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Skandinaviska Enskilda pink sheet have on its future price. Skandinaviska Enskilda 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, Skandinaviska Enskilda autocorrelation shows the relationship between Skandinaviska Enskilda pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Skandinaviska Enskilda Banken.
Regressed Prices |
| Timeline |
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Other Information on Investing in Skandinaviska Pink Sheet
Skandinaviska Enskilda financial ratios help investors to determine whether Skandinaviska Pink Sheet 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 Skandinaviska with respect to the benefits of owning Skandinaviska Enskilda security.