Tobii AB (Sweden) Market Value
| TOBII Stock | SEK 2.30 0.04 1.77% |
| Symbol | Tobii |
Tobii AB '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 AB'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 Tobii AB.
| 10/28/2025 |
| 12/27/2025 |
If you would invest 0.00 in Tobii AB on October 28, 2025 and sell it all today you would earn a total of 0.00 from holding Tobii AB or generate 0.0% return on investment in Tobii AB over 60 days. Tobii AB is related to or competes with Freemelt Holding, B3 Consulting, Freja EID, Maven Wireless, KebNi AB, Sleep Cycle, and Avensia Publ. Tobii AB develops and sells eye-tracking technology and solutions worldwide More
Tobii AB 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 AB'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 Tobii AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 51.96 | |||
| Value At Risk | (5.06) | |||
| Potential Upside | 5.97 |
Tobii AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tobii AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tobii AB's standard deviation. In reality, there are many statistical measures that can use Tobii AB historical prices to predict the future Tobii AB's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | (0.25) | |||
| Total Risk Alpha | (1.11) | |||
| Treynor Ratio | 0.2325 |
Tobii AB Backtested Returns
Tobii AB owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0313, which indicates the firm had a -0.0313 % return per unit of risk over the last 3 months. Tobii AB exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Tobii AB's Variance of 57.03, risk adjusted performance of (0.02), and Coefficient Of Variation of (2,162) to confirm the risk estimate we provide. The entity has a beta of -1.55, which indicates a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Tobii AB are expected to decrease by larger amounts. On the other hand, during market turmoil, Tobii AB is expected to outperform it. At this point, Tobii AB has a negative expected return of -0.24%. Please make sure to validate Tobii AB's potential upside, and the relationship between the total risk alpha and daily balance of power , to decide if Tobii AB performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.78 |
Almost perfect reverse predictability
Tobii AB has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Tobii AB time series from 28th of October 2025 to 27th of November 2025 and 27th of November 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 AB price movement. The serial correlation of -0.78 indicates that around 78.0% of current Tobii AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.78 | |
| Spearman Rank Test | -0.74 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Tobii AB lagged returns against current returns
Autocorrelation, which is Tobii AB 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 Tobii AB's stock expected returns. We can calculate the autocorrelation of Tobii AB returns to help us make a trade decision. For example, suppose you find that Tobii AB 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 |
Tobii AB 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 AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tobii AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tobii AB stock over time.
Current vs Lagged Prices |
| Timeline |
Tobii AB Lagged Returns
When evaluating Tobii AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tobii AB stock have on its future price. Tobii AB 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 AB autocorrelation shows the relationship between Tobii AB stock current value and its past values and can show if there is a momentum factor associated with investing in Tobii AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Tobii Stock Analysis
When running Tobii AB's price analysis, check to measure Tobii AB'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 Tobii AB is operating at the current time. Most of Tobii AB's value examination focuses on studying past and present price action to predict the probability of Tobii AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tobii AB's price. Additionally, you may evaluate how the addition of Tobii AB to your portfolios can decrease your overall portfolio volatility.