Wyld Networks (Sweden) Market Value
| WYLD Stock | 1.35 0.09 6.25% |
| Symbol | Wyld |
Wyld Networks '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 Wyld Networks' 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 Wyld Networks.
| 12/03/2025 |
| 01/02/2026 |
If you would invest 0.00 in Wyld Networks on December 3, 2025 and sell it all today you would earn a total of 0.00 from holding Wyld Networks AB or generate 0.0% return on investment in Wyld Networks over 30 days. Wyld Networks is related to or competes with Fram Skandinavien, Insplorion, Thunderful Group, and Qiiwi Games. More
Wyld Networks 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 Wyld Networks' 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 Wyld Networks AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.38 | |||
| Information Ratio | 0.1228 | |||
| Maximum Drawdown | 47474.35 | |||
| Value At Risk | (11.27) | |||
| Potential Upside | 8.16 |
Wyld Networks Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wyld Networks' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wyld Networks' standard deviation. In reality, there are many statistical measures that can use Wyld Networks historical prices to predict the future Wyld Networks' volatility.| Risk Adjusted Performance | 0.0966 | |||
| Jensen Alpha | 726.45 | |||
| Total Risk Alpha | 315.3 | |||
| Sortino Ratio | 112.54 | |||
| Treynor Ratio | (3.92) |
Wyld Networks AB Backtested Returns
Wyld Networks is out of control given 3 months investment horizon. Wyld Networks AB shows Sharpe Ratio of 0.12, which attests that the company had a 0.12 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 15.26% are justified by taking the suggested risk. Use Wyld Networks AB Coefficient Of Variation of 814.17, market risk adjusted performance of (3.91), and Mean Deviation of 1416.47 to evaluate company specific risk that cannot be diversified away. Wyld Networks holds a performance score of 9 on a scale of zero to a hundred. The firm maintains a market beta of -182.97, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Wyld Networks are expected to decrease by larger amounts. On the other hand, during market turmoil, Wyld Networks is expected to outperform it. Use Wyld Networks AB total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to analyze future returns on Wyld Networks AB.
Auto-correlation | 0.72 |
Good predictability
Wyld Networks AB has good predictability. Overlapping area represents the amount of predictability between Wyld Networks time series from 3rd of December 2025 to 18th of December 2025 and 18th of December 2025 to 2nd 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 Wyld Networks AB price movement. The serial correlation of 0.72 indicates that around 72.0% of current Wyld Networks price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.72 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Wyld Networks AB lagged returns against current returns
Autocorrelation, which is Wyld Networks 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 Wyld Networks' stock expected returns. We can calculate the autocorrelation of Wyld Networks returns to help us make a trade decision. For example, suppose you find that Wyld Networks 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 |
Wyld Networks 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 Wyld Networks stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wyld Networks stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wyld Networks stock over time.
Current vs Lagged Prices |
| Timeline |
Wyld Networks Lagged Returns
When evaluating Wyld Networks' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wyld Networks stock have on its future price. Wyld Networks 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, Wyld Networks autocorrelation shows the relationship between Wyld Networks stock current value and its past values and can show if there is a momentum factor associated with investing in Wyld Networks AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Wyld Stock Analysis
When running Wyld Networks' price analysis, check to measure Wyld Networks' 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 Wyld Networks is operating at the current time. Most of Wyld Networks' value examination focuses on studying past and present price action to predict the probability of Wyld Networks' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Wyld Networks' price. Additionally, you may evaluate how the addition of Wyld Networks to your portfolios can decrease your overall portfolio volatility.