Exsitec Holding (Sweden) Market Value
| EXS Stock | 135.50 1.50 1.09% |
| Symbol | Exsitec |
Exsitec Holding '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 Exsitec Holding'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 Exsitec Holding.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in Exsitec Holding on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding Exsitec Holding AB or generate 0.0% return on investment in Exsitec Holding over 90 days. Exsitec Holding is related to or competes with Peab AB, Wallenstam, HEXPOL AB, Holmen AB, and Wihlborgs Fastigheter. More
Exsitec Holding 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 Exsitec Holding'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 Exsitec Holding AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.72 | |||
| Information Ratio | 0.1267 | |||
| Maximum Drawdown | 10.77 | |||
| Value At Risk | (2.22) | |||
| Potential Upside | 5.33 |
Exsitec Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Exsitec Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Exsitec Holding's standard deviation. In reality, there are many statistical measures that can use Exsitec Holding historical prices to predict the future Exsitec Holding's volatility.| Risk Adjusted Performance | 0.1877 | |||
| Jensen Alpha | 0.3434 | |||
| Total Risk Alpha | 0.1033 | |||
| Sortino Ratio | 0.1512 | |||
| Treynor Ratio | 1.07 |
Exsitec Holding AB Backtested Returns
Exsitec Holding appears to be very steady, given 3 months investment horizon. Exsitec Holding AB secures Sharpe Ratio (or Efficiency) of 0.21, which denotes the company had a 0.21 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Exsitec Holding AB, which you can use to evaluate the volatility of the firm. Please utilize Exsitec Holding's Mean Deviation of 1.44, downside deviation of 1.72, and Coefficient Of Variation of 512.38 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Exsitec Holding holds a performance score of 16. The firm shows a Beta (market volatility) of 0.36, which means possible diversification benefits within a given portfolio. As returns on the market increase, Exsitec Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Exsitec Holding is expected to be smaller as well. Please check Exsitec Holding's maximum drawdown, accumulation distribution, relative strength index, as well as the relationship between the semi variance and day typical price , to make a quick decision on whether Exsitec Holding's price patterns will revert.
Auto-correlation | 0.58 |
Modest predictability
Exsitec Holding AB has modest predictability. Overlapping area represents the amount of predictability between Exsitec Holding 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 Exsitec Holding AB price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Exsitec Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 12.12 |
Exsitec Holding AB lagged returns against current returns
Autocorrelation, which is Exsitec Holding 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 Exsitec Holding's stock expected returns. We can calculate the autocorrelation of Exsitec Holding returns to help us make a trade decision. For example, suppose you find that Exsitec Holding 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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Exsitec Holding 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 Exsitec Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Exsitec Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Exsitec Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Exsitec Holding Lagged Returns
When evaluating Exsitec Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Exsitec Holding stock have on its future price. Exsitec Holding 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, Exsitec Holding autocorrelation shows the relationship between Exsitec Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Exsitec Holding AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Exsitec Stock Analysis
When running Exsitec Holding's price analysis, check to measure Exsitec Holding'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 Exsitec Holding is operating at the current time. Most of Exsitec Holding's value examination focuses on studying past and present price action to predict the probability of Exsitec Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Exsitec Holding's price. Additionally, you may evaluate how the addition of Exsitec Holding to your portfolios can decrease your overall portfolio volatility.