Nepa AB (Sweden) Technical Analysis
| NEPA Stock | SEK 18.70 0.70 3.61% |
As of the 4th of March, Nepa AB secures the Mean Deviation of 2.44, downside deviation of 2.43, and Risk Adjusted Performance of 0.0918. In connection with fundamental indicators, the technical analysis model lets you check existing technical drivers of Nepa AB, as well as the relationship between them.
Nepa AB Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Nepa, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to NepaNepa |
Nepa 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 Nepa 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 Nepa AB.
| 12/04/2025 |
| 03/04/2026 |
If you would invest 0.00 in Nepa AB on December 4, 2025 and sell it all today you would earn a total of 0.00 from holding Nepa AB or generate 0.0% return on investment in Nepa AB over 90 days. Nepa AB is related to or competes with FM Mattsson, CTT Systems, Powercell Sweden, GomSpace Group, Intellego Technologies, Studsvik, and Absolent Group. It offers Nepa CX IQ, a customer experience platform that collects, integrates, analyses, and simulates customer feedbac... More
Nepa 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 Nepa 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 Nepa AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.43 | |||
| Information Ratio | 0.0987 | |||
| Maximum Drawdown | 22.43 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 7.0 |
Nepa AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nepa AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nepa AB's standard deviation. In reality, there are many statistical measures that can use Nepa AB historical prices to predict the future Nepa AB's volatility.| Risk Adjusted Performance | 0.0918 | |||
| Jensen Alpha | 0.4108 | |||
| Total Risk Alpha | 0.2226 | |||
| Sortino Ratio | 0.1514 | |||
| Treynor Ratio | (2.50) |
Nepa AB March 4, 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 | 0.0918 | |||
| Market Risk Adjusted Performance | (2.49) | |||
| Mean Deviation | 2.44 | |||
| Semi Deviation | 2.02 | |||
| Downside Deviation | 2.43 | |||
| Coefficient Of Variation | 899.23 | |||
| Standard Deviation | 3.73 | |||
| Variance | 13.91 | |||
| Information Ratio | 0.0987 | |||
| Jensen Alpha | 0.4108 | |||
| Total Risk Alpha | 0.2226 | |||
| Sortino Ratio | 0.1514 | |||
| Treynor Ratio | (2.50) | |||
| Maximum Drawdown | 22.43 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 7.0 | |||
| Downside Variance | 5.91 | |||
| Semi Variance | 4.09 | |||
| Expected Short fall | (3.50) | |||
| Skewness | 2.27 | |||
| Kurtosis | 8.69 |
Nepa AB Backtested Returns
Nepa AB appears to be somewhat reliable, given 3 months investment horizon. Nepa AB has Sharpe Ratio of 0.11, which conveys that the firm had a 0.11 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Nepa AB, which you can use to evaluate the volatility of the firm. Please exercise Nepa AB's Risk Adjusted Performance of 0.0918, downside deviation of 2.43, and Mean Deviation of 2.44 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Nepa AB holds a performance score of 8. The company secures a Beta (Market Risk) of -0.16, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Nepa AB are expected to decrease at a much lower rate. During the bear market, Nepa AB is likely to outperform the market. Please check Nepa AB's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether Nepa AB's current price movements will revert.
Auto-correlation | 0.08 |
Virtually no predictability
Nepa AB has virtually no predictability. Overlapping area represents the amount of predictability between Nepa AB time series from 4th of December 2025 to 18th of January 2026 and 18th of January 2026 to 4th of March 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 Nepa AB price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Nepa AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | -0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 1.87 |
Nepa AB technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.
Nepa AB Technical Analysis
The output start index for this execution was two with a total number of output elements of fifty-nine. The Normalized Average True Range is used to analyze tradable apportunities for Nepa AB across different markets.
About Nepa AB Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Nepa AB on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Nepa AB based on its technical analysis. In general, a bottom-up approach, as applied to this company, focuses on Nepa AB price pattern first instead of the macroeconomic environment surrounding Nepa AB. By analyzing Nepa AB's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Nepa AB's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Nepa AB specific price patterns or momentum indicators. Please read more on our technical analysis page.
Nepa AB March 4, 2026 Technical Indicators
Most technical analysis of Nepa help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Nepa from various momentum indicators to cycle indicators. When you analyze Nepa charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0918 | |||
| Market Risk Adjusted Performance | (2.49) | |||
| Mean Deviation | 2.44 | |||
| Semi Deviation | 2.02 | |||
| Downside Deviation | 2.43 | |||
| Coefficient Of Variation | 899.23 | |||
| Standard Deviation | 3.73 | |||
| Variance | 13.91 | |||
| Information Ratio | 0.0987 | |||
| Jensen Alpha | 0.4108 | |||
| Total Risk Alpha | 0.2226 | |||
| Sortino Ratio | 0.1514 | |||
| Treynor Ratio | (2.50) | |||
| Maximum Drawdown | 22.43 | |||
| Value At Risk | (3.85) | |||
| Potential Upside | 7.0 | |||
| Downside Variance | 5.91 | |||
| Semi Variance | 4.09 | |||
| Expected Short fall | (3.50) | |||
| Skewness | 2.27 | |||
| Kurtosis | 8.69 |
Nepa AB March 4, 2026 Daily Trend Indicators
Traders often use several different daily volumes and price technical indicators to supplement a more traditional technical analysis when analyzing securities such as Nepa stock. With literally thousands of different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Accumulation Distribution | 0.07 | ||
| Daily Balance Of Power | (0.54) | ||
| Rate Of Daily Change | 0.96 | ||
| Day Median Price | 18.40 | ||
| Day Typical Price | 18.50 | ||
| Price Action Indicator | (0.05) | ||
| Market Facilitation Index | 1.30 |
Additional Tools for Nepa Stock Analysis
When running Nepa AB's price analysis, check to measure Nepa 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 Nepa AB is operating at the current time. Most of Nepa AB's value examination focuses on studying past and present price action to predict the probability of Nepa 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 Nepa AB's price. Additionally, you may evaluate how the addition of Nepa AB to your portfolios can decrease your overall portfolio volatility.