AVTECH Sweden (Sweden) Market Value
| AVT-B Stock | SEK 10.85 0.70 6.90% |
| Symbol | AVTECH |
AVTECH Sweden '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 AVTECH Sweden'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 AVTECH Sweden.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in AVTECH Sweden on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding AVTECH Sweden AB or generate 0.0% return on investment in AVTECH Sweden over 90 days. AVTECH Sweden is related to or competes with Airbus Group, Transdigm Group, Spirit Aerosystems, Axon Enterprise, Boeing, AXichem AB, and Gaming Corps. AVTECH Sweden AB develops products and services for digital air traffic management systems worldwide More
AVTECH Sweden 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 AVTECH Sweden'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 AVTECH Sweden AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.91 | |||
| Information Ratio | 0.0698 | |||
| Maximum Drawdown | 16.82 | |||
| Value At Risk | (4.90) | |||
| Potential Upside | 6.41 |
AVTECH Sweden Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AVTECH Sweden's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AVTECH Sweden's standard deviation. In reality, there are many statistical measures that can use AVTECH Sweden historical prices to predict the future AVTECH Sweden's volatility.| Risk Adjusted Performance | 0.1088 | |||
| Jensen Alpha | 0.4861 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.067 | |||
| Treynor Ratio | (0.61) |
AVTECH Sweden AB Backtested Returns
AVTECH Sweden appears to be slightly risky, given 3 months investment horizon. AVTECH Sweden AB secures Sharpe Ratio (or Efficiency) of 0.2, which signifies that the company had a 0.2 % return per unit of risk over the last 3 months. By analyzing AVTECH Sweden's technical indicators, you can evaluate if the expected return of 0.74% is justified by implied risk. Please makes use of AVTECH Sweden's risk adjusted performance of 0.1088, and Mean Deviation of 3.08 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, AVTECH Sweden holds a performance score of 15. The firm shows a Beta (market volatility) of -0.65, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning AVTECH Sweden are expected to decrease at a much lower rate. During the bear market, AVTECH Sweden is likely to outperform the market. Please check AVTECH Sweden's treynor ratio, value at risk, and the relationship between the sortino ratio and maximum drawdown , to make a quick decision on whether AVTECH Sweden's price patterns will revert.
Auto-correlation | 0.35 |
Below average predictability
AVTECH Sweden AB has below average predictability. Overlapping area represents the amount of predictability between AVTECH Sweden time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 AVTECH Sweden AB price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current AVTECH Sweden price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.46 | |
| Residual Average | 0.0 | |
| Price Variance | 0.41 |
AVTECH Sweden AB lagged returns against current returns
Autocorrelation, which is AVTECH Sweden 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 AVTECH Sweden's stock expected returns. We can calculate the autocorrelation of AVTECH Sweden returns to help us make a trade decision. For example, suppose you find that AVTECH Sweden 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 |
AVTECH Sweden 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 AVTECH Sweden stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AVTECH Sweden stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AVTECH Sweden stock over time.
Current vs Lagged Prices |
| Timeline |
AVTECH Sweden Lagged Returns
When evaluating AVTECH Sweden's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AVTECH Sweden stock have on its future price. AVTECH Sweden 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, AVTECH Sweden autocorrelation shows the relationship between AVTECH Sweden stock current value and its past values and can show if there is a momentum factor associated with investing in AVTECH Sweden AB.
Regressed Prices |
| Timeline |
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Additional Tools for AVTECH Stock Analysis
When running AVTECH Sweden's price analysis, check to measure AVTECH Sweden'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 AVTECH Sweden is operating at the current time. Most of AVTECH Sweden's value examination focuses on studying past and present price action to predict the probability of AVTECH Sweden's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AVTECH Sweden's price. Additionally, you may evaluate how the addition of AVTECH Sweden to your portfolios can decrease your overall portfolio volatility.