Titania Holding (Sweden) Market Value
| TITA-B Stock | 8.22 0.22 2.75% |
| Symbol | Titania |
Titania Holding '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 Titania Holding'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 Titania Holding.
| 07/05/2025 |
| 01/01/2026 |
If you would invest 0.00 in Titania Holding on July 5, 2025 and sell it all today you would earn a total of 0.00 from holding Titania Holding AB or generate 0.0% return on investment in Titania Holding over 180 days. Titania Holding is related to or competes with K2A Knaust, Solnaberg Property, Logistea, Bonasudden Holding, Fastator, and Kalleback Property. More
Titania Holding 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 Titania Holding'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 Titania Holding AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.35 | |||
| Information Ratio | 0.0202 | |||
| Maximum Drawdown | 15.22 | |||
| Value At Risk | (2.92) | |||
| Potential Upside | 5.54 |
Titania Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Titania Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Titania Holding's standard deviation. In reality, there are many statistical measures that can use Titania Holding historical prices to predict the future Titania Holding's volatility.| Risk Adjusted Performance | 0.0368 | |||
| Jensen Alpha | 0.0997 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0235 | |||
| Treynor Ratio | 1.24 |
Titania Holding AB Backtested Returns
At this point, Titania Holding is somewhat reliable. Titania Holding AB owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0417, which indicates the firm had a 0.0417 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Titania Holding AB, which you can use to evaluate the volatility of the company. Please validate Titania Holding's Risk Adjusted Performance of 0.0368, semi deviation of 2.09, and Coefficient Of Variation of 2396.78 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. Titania Holding has a performance score of 3 on a scale of 0 to 100. The entity has a beta of 0.084, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Titania Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Titania Holding is expected to be smaller as well. Titania Holding AB right now has a risk of 2.73%. Please validate Titania Holding value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to decide if Titania Holding will be following its existing price patterns.
Auto-correlation | -0.05 |
Very weak reverse predictability
Titania Holding AB has very weak reverse predictability. Overlapping area represents the amount of predictability between Titania Holding time series from 5th of July 2025 to 3rd of October 2025 and 3rd of October 2025 to 1st of January 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 Titania Holding AB price movement. The serial correlation of -0.05 indicates that only as little as 5.0% of current Titania Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.05 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.21 |
Titania Holding AB lagged returns against current returns
Autocorrelation, which is Titania Holding 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 Titania Holding's stock expected returns. We can calculate the autocorrelation of Titania Holding returns to help us make a trade decision. For example, suppose you find that Titania Holding 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 |
| Timeline |
Titania Holding 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 Titania Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Titania Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Titania Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Titania Holding Lagged Returns
When evaluating Titania Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Titania Holding stock have on its future price. Titania Holding 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, Titania Holding autocorrelation shows the relationship between Titania Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Titania Holding AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Titania Stock
Titania Holding financial ratios help investors to determine whether Titania 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 Titania with respect to the benefits of owning Titania Holding security.