Byggmstare Anders (Sweden) Market Value
| AJA-B Stock | SEK 264.00 2.00 0.75% |
| Symbol | Byggmstare |
Byggmstare Anders '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 Byggmstare Anders' 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 Byggmstare Anders.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Byggmstare Anders on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Byggmstare Anders J or generate 0.0% return on investment in Byggmstare Anders over 90 days. Byggmstare Anders is related to or competes with ALM Equity, Avensia Publ, Brinova Fastigheter, and Creades AB. Byggmstare Anders J Ahlstrm Holding AB invests in listed and unlisted small and medium-sized companies in Sweden and the... More
Byggmstare Anders 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 Byggmstare Anders' 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 Byggmstare Anders J upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.64 | |||
| Information Ratio | 0.0626 | |||
| Maximum Drawdown | 14.57 | |||
| Value At Risk | (2.95) | |||
| Potential Upside | 2.96 |
Byggmstare Anders Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Byggmstare Anders' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Byggmstare Anders' standard deviation. In reality, there are many statistical measures that can use Byggmstare Anders historical prices to predict the future Byggmstare Anders' volatility.| Risk Adjusted Performance | 0.1257 | |||
| Jensen Alpha | 0.2632 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0815 | |||
| Treynor Ratio | 24.73 |
Byggmstare Anders Backtested Returns
Byggmstare Anders appears to be very steady, given 3 months investment horizon. Byggmstare Anders secures Sharpe Ratio (or Efficiency) of 0.12, which signifies that the company had a 0.12 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for Byggmstare Anders J, which you can use to evaluate the volatility of the firm. Please makes use of Byggmstare Anders' mean deviation of 1.44, and Risk Adjusted Performance of 0.1257 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Byggmstare Anders holds a performance score of 9. The firm shows a Beta (market volatility) of 0.0107, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Byggmstare Anders' returns are expected to increase less than the market. However, during the bear market, the loss of holding Byggmstare Anders is expected to be smaller as well. Please check Byggmstare Anders' semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to make a quick decision on whether Byggmstare Anders' price patterns will revert.
Auto-correlation | 0.54 |
Modest predictability
Byggmstare Anders J has modest predictability. Overlapping area represents the amount of predictability between Byggmstare Anders time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Byggmstare Anders price movement. The serial correlation of 0.54 indicates that about 54.0% of current Byggmstare Anders price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 105.67 |
Byggmstare Anders lagged returns against current returns
Autocorrelation, which is Byggmstare Anders 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 Byggmstare Anders' stock expected returns. We can calculate the autocorrelation of Byggmstare Anders returns to help us make a trade decision. For example, suppose you find that Byggmstare Anders 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 |
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Byggmstare Anders 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 Byggmstare Anders stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Byggmstare Anders stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Byggmstare Anders stock over time.
Current vs Lagged Prices |
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Byggmstare Anders Lagged Returns
When evaluating Byggmstare Anders' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Byggmstare Anders stock have on its future price. Byggmstare Anders 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, Byggmstare Anders autocorrelation shows the relationship between Byggmstare Anders stock current value and its past values and can show if there is a momentum factor associated with investing in Byggmstare Anders J.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for Byggmstare Stock Analysis
When running Byggmstare Anders' price analysis, check to measure Byggmstare Anders' 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 Byggmstare Anders is operating at the current time. Most of Byggmstare Anders' value examination focuses on studying past and present price action to predict the probability of Byggmstare Anders' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Byggmstare Anders' price. Additionally, you may evaluate how the addition of Byggmstare Anders to your portfolios can decrease your overall portfolio volatility.