Swedbank's market value is the price at which a share of Swedbank trades on a public exchange. It measures the collective expectations of Swedbank AB investors about its performance. Swedbank is trading at 20.77 as of the 19th of January 2025; that is 0.1 percent decrease since the beginning of the trading day. The stock's open price was 20.79. With this module, you can estimate the performance of a buy and hold strategy of Swedbank AB and determine expected loss or profit from investing in Swedbank over a given investment horizon. Check out Swedbank Correlation, Swedbank Volatility and Swedbank Alpha and Beta module to complement your research on Swedbank.
Please note, there is a significant difference between Swedbank's value and its price as these two are different measures arrived at by different means. Investors typically determine if Swedbank is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Swedbank's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Swedbank '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 Swedbank'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 Swedbank.
0.00
01/30/2023
No Change 0.00
0.0
In 1 year 11 months and 22 days
01/19/2025
0.00
If you would invest 0.00 in Swedbank on January 30, 2023 and sell it all today you would earn a total of 0.00 from holding Swedbank AB or generate 0.0% return on investment in Swedbank over 720 days. Swedbank is related to or competes with United Overseas, KBC Groep, Jyske Bank, Israel Discount, Overseas Chinese, Nordea Bank, and DBS Group. Swedbank AB provides various banking products and services to individuals and companies More
Swedbank 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 Swedbank'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 Swedbank AB upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Swedbank's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Swedbank's standard deviation. In reality, there are many statistical measures that can use Swedbank historical prices to predict the future Swedbank's volatility.
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Swedbank. Your research has to be compared to or analyzed against Swedbank's peers to derive any actionable benefits. When done correctly, Swedbank's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Swedbank AB.
Swedbank AB Backtested Returns
At this stage we consider Swedbank Pink Sheet to be very steady. Swedbank AB owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0791, which indicates the firm had a 0.0791% return per unit of risk over the last 3 months. We have found thirty technical indicators for Swedbank AB, which you can use to evaluate the volatility of the company. Please validate Swedbank's Risk Adjusted Performance of 0.0553, semi deviation of 1.13, and Coefficient Of Variation of 1625.54 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Swedbank has a performance score of 6 on a scale of 0 to 100. The entity has a beta of 0.0888, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Swedbank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Swedbank is expected to be smaller as well. Swedbank AB right now has a risk of 1.39%. Please validate Swedbank semi variance, and the relationship between the sortino ratio and rate of daily change , to decide if Swedbank will be following its existing price patterns.
Auto-correlation
-0.21
Weak reverse predictability
Swedbank AB has weak reverse predictability. Overlapping area represents the amount of predictability between Swedbank time series from 30th of January 2023 to 25th of January 2024 and 25th of January 2024 to 19th of January 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 Swedbank AB price movement. The serial correlation of -0.21 indicates that over 21.0% of current Swedbank price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.21
Spearman Rank Test
0.14
Residual Average
0.0
Price Variance
0.49
Swedbank AB lagged returns against current returns
Autocorrelation, which is Swedbank 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 Swedbank's pink sheet expected returns. We can calculate the autocorrelation of Swedbank returns to help us make a trade decision. For example, suppose you find that Swedbank 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
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Swedbank 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 Swedbank pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Swedbank pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Swedbank pink sheet over time.
Current vs Lagged Prices
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Swedbank Lagged Returns
When evaluating Swedbank's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Swedbank pink sheet have on its future price. Swedbank 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, Swedbank autocorrelation shows the relationship between Swedbank pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Swedbank AB.
Regressed Prices
Timeline
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.
When running Swedbank's price analysis, check to measure Swedbank'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 Swedbank is operating at the current time. Most of Swedbank's value examination focuses on studying past and present price action to predict the probability of Swedbank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Swedbank's price. Additionally, you may evaluate how the addition of Swedbank to your portfolios can decrease your overall portfolio volatility.