Yubico AB (Sweden) Market Value
| YUBICO Stock | 61.40 0.56 0.90% |
| Symbol | Yubico |
Yubico 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 Yubico 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 Yubico AB.
| 11/09/2025 |
| 02/07/2026 |
If you would invest 0.00 in Yubico AB on November 9, 2025 and sell it all today you would earn a total of 0.00 from holding Yubico AB or generate 0.0% return on investment in Yubico AB over 90 days.
Yubico 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 Yubico 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 Yubico AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.31) | |||
| Maximum Drawdown | 11.04 | |||
| Value At Risk | (4.48) | |||
| Potential Upside | 2.66 |
Yubico AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Yubico AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Yubico AB's standard deviation. In reality, there are many statistical measures that can use Yubico AB historical prices to predict the future Yubico AB's volatility.| Risk Adjusted Performance | (0.21) | |||
| Jensen Alpha | (0.66) | |||
| Total Risk Alpha | (0.87) | |||
| Treynor Ratio | (3.53) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Yubico AB's 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.
Yubico AB February 7, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | (0.21) | |||
| Market Risk Adjusted Performance | (3.52) | |||
| Mean Deviation | 1.75 | |||
| Coefficient Of Variation | (366.71) | |||
| Standard Deviation | 2.32 | |||
| Variance | 5.38 | |||
| Information Ratio | (0.31) | |||
| Jensen Alpha | (0.66) | |||
| Total Risk Alpha | (0.87) | |||
| Treynor Ratio | (3.53) | |||
| Maximum Drawdown | 11.04 | |||
| Value At Risk | (4.48) | |||
| Potential Upside | 2.66 | |||
| Skewness | 0.4112 | |||
| Kurtosis | 1.06 |
Yubico AB Backtested Returns
Yubico AB shows Sharpe Ratio of -0.29, which attests that the company had a -0.29 % return per unit of risk over the last 3 months. Yubico AB exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Yubico AB's Market Risk Adjusted Performance of (3.52), mean deviation of 1.75, and Standard Deviation of 2.32 to validate the risk estimate we provide. The firm maintains a market beta of 0.18, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Yubico AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Yubico AB is expected to be smaller as well. At this point, Yubico AB has a negative expected return of -0.7%. Please make sure to check out Yubico AB's jensen alpha, kurtosis, price action indicator, as well as the relationship between the maximum drawdown and rate of daily change , to decide if Yubico AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.82 |
Very good predictability
Yubico AB has very good predictability. Overlapping area represents the amount of predictability between Yubico AB time series from 9th of November 2025 to 24th of December 2025 and 24th of December 2025 to 7th of February 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 Yubico AB price movement. The serial correlation of 0.82 indicates that around 82.0% of current Yubico AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.82 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 18.04 |