Tobii Dynavox Ab Stock Market Value
| TDVXF Stock | USD 10.99 0.99 9.90% |
| Symbol | Tobii |
Tobii Dynavox '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 Tobii Dynavox'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 Tobii Dynavox.
| 11/27/2025 |
| 12/27/2025 |
If you would invest 0.00 in Tobii Dynavox on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Tobii Dynavox AB or generate 0.0% return on investment in Tobii Dynavox over 30 days. Tobii Dynavox AB develops and sells assistive technology products for communication in Sweden and internationally More
Tobii Dynavox 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 Tobii Dynavox'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 Tobii Dynavox AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.05) | |||
| Maximum Drawdown | 19.56 | |||
| Value At Risk | (4.32) | |||
| Potential Upside | 4.49 |
Tobii Dynavox Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tobii Dynavox's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tobii Dynavox's standard deviation. In reality, there are many statistical measures that can use Tobii Dynavox historical prices to predict the future Tobii Dynavox's volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.1) | |||
| Total Risk Alpha | (0.44) | |||
| Treynor Ratio | (0.80) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Tobii Dynavox'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.
Tobii Dynavox AB Backtested Returns
Tobii Dynavox AB owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0579, which indicates the firm had a -0.0579 % return per unit of risk over the last 3 months. Tobii Dynavox AB exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tobii Dynavox's Risk Adjusted Performance of (0.01), coefficient of variation of (4,049), and Variance of 10.46 to confirm the risk estimate we provide. The entity has a beta of 0.11, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Tobii Dynavox's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tobii Dynavox is expected to be smaller as well. At this point, Tobii Dynavox AB has a negative expected return of -0.19%. Please make sure to validate Tobii Dynavox's jensen alpha, as well as the relationship between the kurtosis and price action indicator , to decide if Tobii Dynavox AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.70 |
Good predictability
Tobii Dynavox AB has good predictability. Overlapping area represents the amount of predictability between Tobii Dynavox time series from 27th of November 2025 to 12th of December 2025 and 12th of December 2025 to 27th 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 Tobii Dynavox AB price movement. The serial correlation of 0.7 indicates that around 70.0% of current Tobii Dynavox price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.7 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 0.28 |
Tobii Dynavox AB lagged returns against current returns
Autocorrelation, which is Tobii Dynavox 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 Tobii Dynavox's pink sheet expected returns. We can calculate the autocorrelation of Tobii Dynavox returns to help us make a trade decision. For example, suppose you find that Tobii Dynavox 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 |
Tobii Dynavox 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 Tobii Dynavox pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tobii Dynavox pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tobii Dynavox pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Tobii Dynavox Lagged Returns
When evaluating Tobii Dynavox's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tobii Dynavox pink sheet have on its future price. Tobii Dynavox 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, Tobii Dynavox autocorrelation shows the relationship between Tobii Dynavox pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Tobii Dynavox AB.
Regressed Prices |
| Timeline |
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Other Information on Investing in Tobii Pink Sheet
Tobii Dynavox financial ratios help investors to determine whether Tobii 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 Tobii with respect to the benefits of owning Tobii Dynavox security.