Heliospectra Publ (Sweden) Market Value
| HELIO Stock | SEK 0.26 0.01 4.00% |
| Symbol | Heliospectra |
Heliospectra Publ '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 Heliospectra Publ'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 Heliospectra Publ.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Heliospectra Publ on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Heliospectra publ AB or generate 0.0% return on investment in Heliospectra Publ over 90 days. Heliospectra Publ is related to or competes with Impact Coatings, Kontigo Care, Klaria Pharma, Gaming Corps, and AXichem AB. Heliospectra AB provides lighting solutions for greenhouse and controlled plant growth environments worldwide More
Heliospectra Publ 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 Heliospectra Publ'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 Heliospectra publ AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 32.85 | |||
| Value At Risk | (8.70) | |||
| Potential Upside | 8.33 |
Heliospectra Publ Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Heliospectra Publ's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Heliospectra Publ's standard deviation. In reality, there are many statistical measures that can use Heliospectra Publ historical prices to predict the future Heliospectra Publ's volatility.| Risk Adjusted Performance | (0.02) | |||
| Jensen Alpha | 0.0405 | |||
| Total Risk Alpha | (1.32) | |||
| Treynor Ratio | 0.1396 |
Heliospectra publ Backtested Returns
Heliospectra publ holds Efficiency (Sharpe) Ratio of -0.017, which attests that the entity had a -0.017 % return per unit of risk over the last 3 months. Heliospectra publ exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Heliospectra Publ's Risk Adjusted Performance of (0.02), standard deviation of 6.0, and Market Risk Adjusted Performance of 0.1496 to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of -1.41, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Heliospectra Publ are expected to decrease by larger amounts. On the other hand, during market turmoil, Heliospectra Publ is expected to outperform it. At this point, Heliospectra publ has a negative expected return of -0.11%. Please make sure to check out Heliospectra Publ's potential upside, as well as the relationship between the rate of daily change and relative strength index , to decide if Heliospectra publ performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.30 |
Below average predictability
Heliospectra publ AB has below average predictability. Overlapping area represents the amount of predictability between Heliospectra Publ time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Heliospectra publ price movement. The serial correlation of 0.3 indicates that nearly 30.0% of current Heliospectra Publ price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.3 | |
| Spearman Rank Test | 0.16 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Heliospectra publ lagged returns against current returns
Autocorrelation, which is Heliospectra Publ 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 Heliospectra Publ's stock expected returns. We can calculate the autocorrelation of Heliospectra Publ returns to help us make a trade decision. For example, suppose you find that Heliospectra Publ 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 |
Heliospectra Publ 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 Heliospectra Publ stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Heliospectra Publ stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Heliospectra Publ stock over time.
Current vs Lagged Prices |
| Timeline |
Heliospectra Publ Lagged Returns
When evaluating Heliospectra Publ's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Heliospectra Publ stock have on its future price. Heliospectra Publ 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, Heliospectra Publ autocorrelation shows the relationship between Heliospectra Publ stock current value and its past values and can show if there is a momentum factor associated with investing in Heliospectra publ AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Heliospectra Stock Analysis
When running Heliospectra Publ's price analysis, check to measure Heliospectra Publ'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 Heliospectra Publ is operating at the current time. Most of Heliospectra Publ's value examination focuses on studying past and present price action to predict the probability of Heliospectra Publ's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Heliospectra Publ's price. Additionally, you may evaluate how the addition of Heliospectra Publ to your portfolios can decrease your overall portfolio volatility.