Moberg Pharma (Sweden) Market Value
| MOB Stock | SEK 8.80 0.11 1.23% |
| Symbol | Moberg |
Moberg 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 Moberg 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 Moberg Pharma.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Moberg Pharma on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Moberg Pharma AB or generate 0.0% return on investment in Moberg Pharma over 90 days. Moberg Pharma is related to or competes with Mendus AB, BioInvent International, Orexo AB, Oncopeptides, and Saniona AB. Moberg Pharma AB , a pharmaceutical company, develops and commercializes medical products for pain and skin conditions i... More
Moberg 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 Moberg 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 Moberg Pharma AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.28 | |||
| Information Ratio | 0.0706 | |||
| Maximum Drawdown | 14.82 | |||
| Value At Risk | (3.07) | |||
| Potential Upside | 6.11 |
Moberg Pharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Moberg Pharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Moberg Pharma's standard deviation. In reality, there are many statistical measures that can use Moberg Pharma historical prices to predict the future Moberg Pharma's volatility.| Risk Adjusted Performance | 0.1188 | |||
| Jensen Alpha | 0.3916 | |||
| Total Risk Alpha | (0.07) | |||
| Sortino Ratio | 0.0881 | |||
| Treynor Ratio | (0.72) |
Moberg Pharma AB Backtested Returns
Moberg Pharma appears to be somewhat reliable, given 3 months investment horizon. Moberg Pharma AB has Sharpe Ratio of 0.0792, which conveys that the firm had a 0.0792 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Moberg Pharma, which you can use to evaluate the volatility of the firm. Please exercise Moberg Pharma's Risk Adjusted Performance of 0.1188, mean deviation of 2.18, and Downside Deviation of 2.28 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Moberg Pharma holds a performance score of 6. The company secures a Beta (Market Risk) of -0.46, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning Moberg Pharma are expected to decrease at a much lower rate. During the bear market, Moberg Pharma is likely to outperform the market. Please check Moberg Pharma's treynor ratio, expected short fall, and the relationship between the jensen alpha and potential upside , to make a quick decision on whether Moberg Pharma's current price movements will revert.
Auto-correlation | 0.54 |
Modest predictability
Moberg Pharma AB has modest predictability. Overlapping area represents the amount of predictability between Moberg Pharma time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Moberg Pharma AB price movement. The serial correlation of 0.54 indicates that about 54.0% of current Moberg Pharma price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.54 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Moberg Pharma AB lagged returns against current returns
Autocorrelation, which is Moberg 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 Moberg Pharma's stock expected returns. We can calculate the autocorrelation of Moberg Pharma returns to help us make a trade decision. For example, suppose you find that Moberg 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 |
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Moberg 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 Moberg Pharma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Moberg Pharma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Moberg Pharma stock over time.
Current vs Lagged Prices |
| Timeline |
Moberg Pharma Lagged Returns
When evaluating Moberg Pharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Moberg Pharma stock have on its future price. Moberg 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, Moberg Pharma autocorrelation shows the relationship between Moberg Pharma stock current value and its past values and can show if there is a momentum factor associated with investing in Moberg Pharma AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Moberg Stock Analysis
When running Moberg Pharma's price analysis, check to measure Moberg 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 Moberg Pharma is operating at the current time. Most of Moberg Pharma's value examination focuses on studying past and present price action to predict the probability of Moberg 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 Moberg Pharma's price. Additionally, you may evaluate how the addition of Moberg Pharma to your portfolios can decrease your overall portfolio volatility.