Volati AB (Sweden) Market Value
| VOLO Stock | SEK 91.60 0.90 0.97% |
| Symbol | Volati |
Volati 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 Volati 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 Volati AB.
| 09/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Volati AB on September 28, 2024 and sell it all today you would earn a total of 0.00 from holding Volati AB or generate 0.0% return on investment in Volati AB over 60 days. Volati AB is related to or competes with Bure Equity, Creades AB, L E, Industrivarden, and Investment. Volati AB is a private equity and venture capital firm specializing in buyouts, add on Acquisitions in mature and middle... More
Volati 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 Volati 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 Volati AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.30) | |||
| Maximum Drawdown | 6.37 | |||
| Value At Risk | (2.88) | |||
| Potential Upside | 2.7 |
Volati AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Volati AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Volati AB's standard deviation. In reality, there are many statistical measures that can use Volati AB historical prices to predict the future Volati AB's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.43) | |||
| Total Risk Alpha | (0.59) | |||
| Treynor Ratio | (0.46) |
Volati AB Backtested Returns
Volati AB owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.19, which indicates the firm had a -0.19% return per unit of risk over the last 3 months. Volati AB exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Volati AB's Risk Adjusted Performance of (0.16), coefficient of variation of (470.06), and Variance of 2.47 to confirm the risk estimate we provide. The entity has a beta of 0.75, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Volati AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Volati AB is expected to be smaller as well. At this point, Volati AB has a negative expected return of -0.3%. Please make sure to validate Volati AB's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Volati AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.73 |
Good predictability
Volati AB has good predictability. Overlapping area represents the amount of predictability between Volati AB time series from 28th of September 2024 to 28th of October 2024 and 28th of October 2024 to 27th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Volati AB price movement. The serial correlation of 0.73 indicates that around 73.0% of current Volati AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.73 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 10.72 |
Volati AB lagged returns against current returns
Autocorrelation, which is Volati 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 Volati AB's stock expected returns. We can calculate the autocorrelation of Volati AB returns to help us make a trade decision. For example, suppose you find that Volati 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 |
Volati 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 Volati AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Volati AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Volati AB stock over time.
Current vs Lagged Prices |
| Timeline |
Volati AB Lagged Returns
When evaluating Volati AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Volati AB stock have on its future price. Volati 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, Volati AB autocorrelation shows the relationship between Volati AB stock current value and its past values and can show if there is a momentum factor associated with investing in Volati AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Volati Stock Analysis
When running Volati AB's price analysis, check to measure Volati 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 Volati AB is operating at the current time. Most of Volati AB's value examination focuses on studying past and present price action to predict the probability of Volati 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 Volati AB's price. Additionally, you may evaluate how the addition of Volati AB to your portfolios can decrease your overall portfolio volatility.