Vastra Hamnens (Sweden) Market Value
| VH Stock | 33.80 0.20 0.60% |
| Symbol | Vastra |
Vastra Hamnens '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 Vastra Hamnens' 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 Vastra Hamnens.
| 01/02/2025 |
| 12/28/2025 |
If you would invest 0.00 in Vastra Hamnens on January 2, 2025 and sell it all today you would earn a total of 0.00 from holding Vastra Hamnens Restaurangdrift or generate 0.0% return on investment in Vastra Hamnens over 360 days. Vastra Hamnens is related to or competes with Effnetplattformen, MTI Investment, First Venture, Vo2 Cap, and Stockwik Forvaltning. More
Vastra Hamnens 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 Vastra Hamnens' 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 Vastra Hamnens Restaurangdrift upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.22) | |||
| Maximum Drawdown | 11.05 | |||
| Value At Risk | (3.35) | |||
| Potential Upside | 2.27 |
Vastra Hamnens Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vastra Hamnens' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vastra Hamnens' standard deviation. In reality, there are many statistical measures that can use Vastra Hamnens historical prices to predict the future Vastra Hamnens' volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.33) | |||
| Total Risk Alpha | (0.52) | |||
| Treynor Ratio | (2.93) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Vastra Hamnens' 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.
Vastra Hamnens Resta Backtested Returns
Vastra Hamnens Resta owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.18, which indicates the firm had a -0.18 % return per unit of risk over the last 3 months. Vastra Hamnens Restaurangdrift exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Vastra Hamnens' Coefficient Of Variation of (584.01), variance of 3.32, and Risk Adjusted Performance of (0.11) 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, Vastra Hamnens' returns are expected to increase less than the market. However, during the bear market, the loss of holding Vastra Hamnens is expected to be smaller as well. At this point, Vastra Hamnens Resta has a negative expected return of -0.34%. Please make sure to validate Vastra Hamnens' value at risk, daily balance of power, as well as the relationship between the Daily Balance Of Power and price action indicator , to decide if Vastra Hamnens Resta performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.29 |
Poor predictability
Vastra Hamnens Restaurangdrift has poor predictability. Overlapping area represents the amount of predictability between Vastra Hamnens time series from 2nd of January 2025 to 1st of July 2025 and 1st of July 2025 to 28th 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 Vastra Hamnens Resta price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Vastra Hamnens price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 19.44 |
Vastra Hamnens Resta lagged returns against current returns
Autocorrelation, which is Vastra Hamnens 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 Vastra Hamnens' stock expected returns. We can calculate the autocorrelation of Vastra Hamnens returns to help us make a trade decision. For example, suppose you find that Vastra Hamnens 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 |
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Vastra Hamnens 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 Vastra Hamnens stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vastra Hamnens stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vastra Hamnens stock over time.
Current vs Lagged Prices |
| Timeline |
Vastra Hamnens Lagged Returns
When evaluating Vastra Hamnens' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vastra Hamnens stock have on its future price. Vastra Hamnens 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, Vastra Hamnens autocorrelation shows the relationship between Vastra Hamnens stock current value and its past values and can show if there is a momentum factor associated with investing in Vastra Hamnens Restaurangdrift.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Vastra Stock Analysis
When running Vastra Hamnens' price analysis, check to measure Vastra Hamnens' 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 Vastra Hamnens is operating at the current time. Most of Vastra Hamnens' value examination focuses on studying past and present price action to predict the probability of Vastra Hamnens' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Vastra Hamnens' price. Additionally, you may evaluate how the addition of Vastra Hamnens to your portfolios can decrease your overall portfolio volatility.