AcouSort (Sweden) Market Value
| ACOU Stock | SEK 3.13 0.04 1.26% |
| Symbol | AcouSort |
AcouSort '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 AcouSort'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 AcouSort.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in AcouSort on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding AcouSort AB or generate 0.0% return on investment in AcouSort over 90 days. AcouSort is related to or competes with Xbrane Biopharma, Hansa Biopharma, Cantargia, Vicore Pharma, and BioArctic. AcouSort AB , a technology company, develops products and solutions for automated preparation of biological samples base... More
AcouSort 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 AcouSort'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 AcouSort AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 15.89 | |||
| Value At Risk | (5.94) | |||
| Potential Upside | 5.59 |
AcouSort Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AcouSort's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AcouSort's standard deviation. In reality, there are many statistical measures that can use AcouSort historical prices to predict the future AcouSort's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (0.66) | |||
| Treynor Ratio | (0.39) |
AcouSort AB Backtested Returns
AcouSort AB secures Sharpe Ratio (or Efficiency) of -0.1, which signifies that the company had a -0.1 % return per unit of risk over the last 3 months. AcouSort AB exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm AcouSort's Standard Deviation of 3.28, mean deviation of 2.43, and Risk Adjusted Performance of (0.05) to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.5, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, AcouSort's returns are expected to increase less than the market. However, during the bear market, the loss of holding AcouSort is expected to be smaller as well. At this point, AcouSort AB has a negative expected return of -0.33%. Please make sure to confirm AcouSort's treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if AcouSort AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.12 |
Insignificant predictability
AcouSort AB has insignificant predictability. Overlapping area represents the amount of predictability between AcouSort time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of AcouSort AB price movement. The serial correlation of 0.12 indicates that less than 12.0% of current AcouSort price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.12 | |
| Spearman Rank Test | 0.49 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
AcouSort AB lagged returns against current returns
Autocorrelation, which is AcouSort 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 AcouSort's stock expected returns. We can calculate the autocorrelation of AcouSort returns to help us make a trade decision. For example, suppose you find that AcouSort 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 |
AcouSort 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 AcouSort stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AcouSort stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AcouSort stock over time.
Current vs Lagged Prices |
| Timeline |
AcouSort Lagged Returns
When evaluating AcouSort's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AcouSort stock have on its future price. AcouSort 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, AcouSort autocorrelation shows the relationship between AcouSort stock current value and its past values and can show if there is a momentum factor associated with investing in AcouSort AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for AcouSort Stock Analysis
When running AcouSort's price analysis, check to measure AcouSort'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 AcouSort is operating at the current time. Most of AcouSort's value examination focuses on studying past and present price action to predict the probability of AcouSort's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AcouSort's price. Additionally, you may evaluate how the addition of AcouSort to your portfolios can decrease your overall portfolio volatility.