Kalleback Property (Sweden) Market Value
| KAPIAB Stock | SEK 182.00 0.00 0.00% |
| Symbol | Kalleback |
Kalleback Property '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 Kalleback Property'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 Kalleback Property.
| 02/03/2024 |
| 05/03/2024 |
If you would invest 0.00 in Kalleback Property on February 3, 2024 and sell it all today you would earn a total of 0.00 from holding Kalleback Property Invest or generate 0.0% return on investment in Kalleback Property over 90 days. Kalleback Property is related to or competes with Catena AB, Dios Fastigheter, Wihlborgs Fastigheter, Fabege AB, and Fastighets. Kallebck Property Invest AB operates as a real estate company More
Kalleback Property 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 Kalleback Property'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 Kalleback Property Invest upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.9328 | |||
| Information Ratio | 0.0908 | |||
| Maximum Drawdown | 4.65 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.89 |
Kalleback Property Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kalleback Property's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kalleback Property's standard deviation. In reality, there are many statistical measures that can use Kalleback Property historical prices to predict the future Kalleback Property's volatility.| Risk Adjusted Performance | 0.099 | |||
| Jensen Alpha | 0.1168 | |||
| Total Risk Alpha | 0.0648 | |||
| Sortino Ratio | 0.0925 | |||
| Treynor Ratio | 0.4031 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Kalleback Property's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Kalleback Property Invest Backtested Returns
We consider Kalleback Property very steady. Kalleback Property Invest has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Kalleback Property, which you can use to evaluate the volatility of the firm. Please verify Kalleback Property's Mean Deviation of 0.7457, risk adjusted performance of 0.099, and Downside Deviation of 0.9328 to check out if the risk estimate we provide is consistent with the expected return of 0.16%. Kalleback Property has a performance score of 13 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.33, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kalleback Property's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kalleback Property is expected to be smaller as well. Kalleback Property Invest right now secures a risk of 0.97%. Please verify Kalleback Property Invest downside variance, rate of daily change, and the relationship between the maximum drawdown and skewness , to decide if Kalleback Property Invest will be following its current price movements.
Auto-correlation | -0.23 |
Weak reverse predictability
Kalleback Property Invest has weak reverse predictability. Overlapping area represents the amount of predictability between Kalleback Property time series from 3rd of February 2024 to 19th of March 2024 and 19th of March 2024 to 3rd of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Kalleback Property Invest price movement. The serial correlation of -0.23 indicates that over 23.0% of current Kalleback Property price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.23 | |
| Spearman Rank Test | 0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 10.45 |
Kalleback Property Invest lagged returns against current returns
Autocorrelation, which is Kalleback Property 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 Kalleback Property's stock expected returns. We can calculate the autocorrelation of Kalleback Property returns to help us make a trade decision. For example, suppose you find that Kalleback Property 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 |
Kalleback Property 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 Kalleback Property stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kalleback Property stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kalleback Property stock over time.
Current vs Lagged Prices |
| Timeline |
Kalleback Property Lagged Returns
When evaluating Kalleback Property's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kalleback Property stock have on its future price. Kalleback Property 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, Kalleback Property autocorrelation shows the relationship between Kalleback Property stock current value and its past values and can show if there is a momentum factor associated with investing in Kalleback Property Invest.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Kalleback Property in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Kalleback Property's short interest history, or implied volatility extrapolated from Kalleback Property options trading.
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Try AI Portfolio ArchitectCheck out Kalleback Property Correlation, Kalleback Property Volatility and Kalleback Property Alpha and Beta module to complement your research on Kalleback Property. Note that the Kalleback Property Invest information on this page should be used as a complementary analysis to other Kalleback Property's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Bonds Directory module to find actively traded corporate debentures issued by US companies.
Complementary Tools for Kalleback Stock analysis
When running Kalleback Property's price analysis, check to measure Kalleback Property'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 Kalleback Property is operating at the current time. Most of Kalleback Property's value examination focuses on studying past and present price action to predict the probability of Kalleback Property's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Kalleback Property's price. Additionally, you may evaluate how the addition of Kalleback Property to your portfolios can decrease your overall portfolio volatility.
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Kalleback Property technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.