Gruvaktiebolaget (Sweden) Market Value
| VISC Stock | 20.90 0.55 2.70% |
| Symbol | Gruvaktiebolaget |
Gruvaktiebolaget '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 Gruvaktiebolaget'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 Gruvaktiebolaget.
| 07/23/2025 |
| 01/19/2026 |
If you would invest 0.00 in Gruvaktiebolaget on July 23, 2025 and sell it all today you would earn a total of 0.00 from holding Gruvaktiebolaget Viscaria or generate 0.0% return on investment in Gruvaktiebolaget over 180 days.
Gruvaktiebolaget 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 Gruvaktiebolaget'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 Gruvaktiebolaget Viscaria upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 5.55 | |||
| Information Ratio | 0.0808 | |||
| Maximum Drawdown | 30.22 | |||
| Value At Risk | (7.46) | |||
| Potential Upside | 10.77 |
Gruvaktiebolaget Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gruvaktiebolaget's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gruvaktiebolaget's standard deviation. In reality, there are many statistical measures that can use Gruvaktiebolaget historical prices to predict the future Gruvaktiebolaget's volatility.| Risk Adjusted Performance | 0.0769 | |||
| Jensen Alpha | 0.6003 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.0834 | |||
| Treynor Ratio | (1.06) |
Gruvaktiebolaget Viscaria Backtested Returns
Currently, Gruvaktiebolaget Viscaria is somewhat reliable. Gruvaktiebolaget Viscaria holds Efficiency (Sharpe) Ratio of close to zero, which attests that the entity had a close to zero % return per unit of risk over the last 3 months. We have found thirty technical indicators for Gruvaktiebolaget Viscaria, which you can use to evaluate the volatility of the firm. Please check out Gruvaktiebolaget's Downside Deviation of 5.55, risk adjusted performance of 0.0769, and Market Risk Adjusted Performance of (1.05) to validate if the risk estimate we provide is consistent with the expected return of 0.0543%. The company retains a Market Volatility (i.e., Beta) of -0.52, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Gruvaktiebolaget are expected to decrease at a much lower rate. During the bear market, Gruvaktiebolaget is likely to outperform the market. Gruvaktiebolaget Viscaria right now retains a risk of 5.48%. Please check out Gruvaktiebolaget maximum drawdown, potential upside, semi variance, as well as the relationship between the value at risk and downside variance , to decide if Gruvaktiebolaget will be following its current trending patterns.
Auto-correlation | 0.65 |
Good predictability
Gruvaktiebolaget Viscaria has good predictability. Overlapping area represents the amount of predictability between Gruvaktiebolaget time series from 23rd of July 2025 to 21st of October 2025 and 21st of October 2025 to 19th 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 Gruvaktiebolaget Viscaria price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Gruvaktiebolaget price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | 0.24 | |
| Residual Average | 0.0 | |
| Price Variance | 9.55 |
Gruvaktiebolaget Viscaria lagged returns against current returns
Autocorrelation, which is Gruvaktiebolaget 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 Gruvaktiebolaget's stock expected returns. We can calculate the autocorrelation of Gruvaktiebolaget returns to help us make a trade decision. For example, suppose you find that Gruvaktiebolaget 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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Gruvaktiebolaget 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 Gruvaktiebolaget stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gruvaktiebolaget stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gruvaktiebolaget stock over time.
Current vs Lagged Prices |
| Timeline |
Gruvaktiebolaget Lagged Returns
When evaluating Gruvaktiebolaget's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gruvaktiebolaget stock have on its future price. Gruvaktiebolaget 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, Gruvaktiebolaget autocorrelation shows the relationship between Gruvaktiebolaget stock current value and its past values and can show if there is a momentum factor associated with investing in Gruvaktiebolaget Viscaria.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for Gruvaktiebolaget Stock Analysis
When running Gruvaktiebolaget's price analysis, check to measure Gruvaktiebolaget'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 Gruvaktiebolaget is operating at the current time. Most of Gruvaktiebolaget's value examination focuses on studying past and present price action to predict the probability of Gruvaktiebolaget's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gruvaktiebolaget's price. Additionally, you may evaluate how the addition of Gruvaktiebolaget to your portfolios can decrease your overall portfolio volatility.