Klaria Pharma (Sweden) Market Value
| KLAR Stock | SEK 0.58 0.01 1.75% |
| Symbol | Klaria |
Klaria Pharma '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 Klaria Pharma'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 Klaria Pharma.
| 04/20/2025 |
| 07/19/2025 |
If you would invest 0.00 in Klaria Pharma on April 20, 2025 and sell it all today you would earn a total of 0.00 from holding Klaria Pharma Holding or generate 0.0% return on investment in Klaria Pharma over 90 days. Klaria Pharma is related to or competes with Kancera AB, Cantargia, and Xintela AB. Klaria Pharma Holding AB develops treatment methods in the therapeutic fields of migraine and pain related to cancer wor... More
Klaria Pharma 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 Klaria Pharma'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 Klaria Pharma Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 52.72 | |||
| Value At Risk | (7.23) | |||
| Potential Upside | 7.5 |
Klaria Pharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Klaria Pharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Klaria Pharma's standard deviation. In reality, there are many statistical measures that can use Klaria Pharma historical prices to predict the future Klaria Pharma's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.86) | |||
| Total Risk Alpha | (1.81) | |||
| Treynor Ratio | 18.57 |
Klaria Pharma Holding Backtested Returns
Klaria Pharma Holding has Sharpe Ratio of -0.11, which conveys that the firm had a -0.11 % return per unit of risk over the last 3 months. Klaria Pharma exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Klaria Pharma's Mean Deviation of 4.03, standard deviation of 6.77, and Risk Adjusted Performance of (0.11) to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.0467, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Klaria Pharma are expected to decrease at a much lower rate. During the bear market, Klaria Pharma is likely to outperform the market. At this point, Klaria Pharma Holding has a negative expected return of -0.75%. Please make sure to verify Klaria Pharma's standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Klaria Pharma Holding performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.74 |
Almost perfect reverse predictability
Klaria Pharma Holding has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Klaria Pharma time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th 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 Klaria Pharma Holding price movement. The serial correlation of -0.74 indicates that around 74.0% of current Klaria Pharma price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.74 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Klaria Pharma Holding lagged returns against current returns
Autocorrelation, which is Klaria Pharma 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 Klaria Pharma's stock expected returns. We can calculate the autocorrelation of Klaria Pharma returns to help us make a trade decision. For example, suppose you find that Klaria Pharma 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 |
Klaria Pharma 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 Klaria Pharma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Klaria Pharma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Klaria Pharma stock over time.
Current vs Lagged Prices |
| Timeline |
Klaria Pharma Lagged Returns
When evaluating Klaria Pharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Klaria Pharma stock have on its future price. Klaria Pharma 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, Klaria Pharma autocorrelation shows the relationship between Klaria Pharma stock current value and its past values and can show if there is a momentum factor associated with investing in Klaria Pharma Holding.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Klaria Stock Analysis
When running Klaria Pharma's price analysis, check to measure Klaria Pharma'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 Klaria Pharma is operating at the current time. Most of Klaria Pharma's value examination focuses on studying past and present price action to predict the probability of Klaria Pharma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Klaria Pharma's price. Additionally, you may evaluate how the addition of Klaria Pharma to your portfolios can decrease your overall portfolio volatility.