Catena AB (Sweden) Market Value
| CATE Stock | SEK 470.00 7.20 1.56% |
| Symbol | Catena |
Catena 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 Catena 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 Catena AB.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Catena AB on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Catena AB or generate 0.0% return on investment in Catena AB over 90 days. Catena AB is related to or competes with Fastighets, Fabege AB, Wihlborgs Fastigheter, AB Sagax, and Dios Fastigheter. Catena AB operates as a logistics property company in Sweden More
Catena 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 Catena 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 Catena AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.13 | |||
| Information Ratio | 0.0698 | |||
| Maximum Drawdown | 6.38 | |||
| Value At Risk | (1.83) | |||
| Potential Upside | 2.37 |
Catena AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catena AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catena AB's standard deviation. In reality, there are many statistical measures that can use Catena AB historical prices to predict the future Catena AB's volatility.| Risk Adjusted Performance | 0.1678 | |||
| Jensen Alpha | 0.2379 | |||
| Total Risk Alpha | 0.032 | |||
| Sortino Ratio | 0.0843 | |||
| Treynor Ratio | (4.86) |
Catena AB Backtested Returns
Currently, Catena AB is very steady. Catena AB secures Sharpe Ratio (or Efficiency) of 0.0875, which signifies that the company had a 0.0875 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Catena AB, which you can use to evaluate the volatility of the firm. Please confirm Catena AB's Downside Deviation of 1.13, mean deviation of 1.11, and Risk Adjusted Performance of 0.1678 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%. Catena AB has a performance score of 6 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.0476, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Catena AB are expected to decrease at a much lower rate. During the bear market, Catena AB is likely to outperform the market. Catena AB right now shows a risk of 1.27%. Please confirm Catena AB total risk alpha, treynor ratio, value at risk, as well as the relationship between the sortino ratio and maximum drawdown , to decide if Catena AB will be following its price patterns.
Auto-correlation | 0.05 |
Virtually no predictability
Catena AB has virtually no predictability. Overlapping area represents the amount of predictability between Catena AB 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 Catena AB price movement. The serial correlation of 0.05 indicates that only as little as 5.0% of current Catena AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.05 | |
| Spearman Rank Test | -0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 122.77 |
Catena AB lagged returns against current returns
Autocorrelation, which is Catena AB 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 Catena AB's stock expected returns. We can calculate the autocorrelation of Catena AB returns to help us make a trade decision. For example, suppose you find that Catena AB 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 |
Catena AB 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 Catena AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catena AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catena AB stock over time.
Current vs Lagged Prices |
| Timeline |
Catena AB Lagged Returns
When evaluating Catena AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catena AB stock have on its future price. Catena AB 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, Catena AB autocorrelation shows the relationship between Catena AB stock current value and its past values and can show if there is a momentum factor associated with investing in Catena AB.
Regressed Prices |
| Timeline |
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Additional Tools for Catena Stock Analysis
When running Catena AB's price analysis, check to measure Catena 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 Catena AB is operating at the current time. Most of Catena AB's value examination focuses on studying past and present price action to predict the probability of Catena 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 Catena AB's price. Additionally, you may evaluate how the addition of Catena AB to your portfolios can decrease your overall portfolio volatility.