Nilsson Special (Sweden) Market Value
| NILS Stock | SEK 2.46 0.26 11.82% |
| Symbol | Nilsson |
Nilsson Special '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 Nilsson Special'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 Nilsson Special.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Nilsson Special on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Nilsson Special Vehicles or generate 0.0% return on investment in Nilsson Special over 90 days. Nilsson Special is related to or competes with Arion Banki, Neola Medical, Investment, Lundin Mining, Diamyd Medical, and Sedana Medical. Nilsson Special Vehicles AB produces and sells ambulances, limousines, hearses, and emergency vehicles in Europe, Asia, ... More
Nilsson Special 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 Nilsson Special'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 Nilsson Special Vehicles upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 42.91 | |||
| Value At Risk | (11.50) | |||
| Potential Upside | 9.17 |
Nilsson Special Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Nilsson Special's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Nilsson Special's standard deviation. In reality, there are many statistical measures that can use Nilsson Special historical prices to predict the future Nilsson Special's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.26) | |||
| Total Risk Alpha | (1.42) | |||
| Treynor Ratio | 0.3877 |
Nilsson Special Vehicles Backtested Returns
Nilsson Special Vehicles has Sharpe Ratio of -0.0144, which conveys that the firm had a -0.0144 % return per unit of risk over the last 3 months. Nilsson Special exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify Nilsson Special's Risk Adjusted Performance of (0.04), mean deviation of 4.12, and Standard Deviation of 6.93 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -1.05, which conveys a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning Nilsson Special are expected to decrease slowly. On the other hand, during market turmoil, Nilsson Special is expected to outperform it slightly. At this point, Nilsson Special Vehicles has a negative expected return of -0.11%. Please make sure to verify Nilsson Special's treynor ratio, potential upside, and the relationship between the total risk alpha and maximum drawdown , to decide if Nilsson Special Vehicles performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.04 |
Very weak reverse predictability
Nilsson Special Vehicles has very weak reverse predictability. Overlapping area represents the amount of predictability between Nilsson Special time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Nilsson Special Vehicles price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current Nilsson Special price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Nilsson Special Vehicles lagged returns against current returns
Autocorrelation, which is Nilsson Special 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 Nilsson Special's stock expected returns. We can calculate the autocorrelation of Nilsson Special returns to help us make a trade decision. For example, suppose you find that Nilsson Special 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 |
Nilsson Special 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 Nilsson Special stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Nilsson Special stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Nilsson Special stock over time.
Current vs Lagged Prices |
| Timeline |
Nilsson Special Lagged Returns
When evaluating Nilsson Special's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Nilsson Special stock have on its future price. Nilsson Special 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, Nilsson Special autocorrelation shows the relationship between Nilsson Special stock current value and its past values and can show if there is a momentum factor associated with investing in Nilsson Special Vehicles.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Nilsson Stock Analysis
When running Nilsson Special's price analysis, check to measure Nilsson Special'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 Nilsson Special is operating at the current time. Most of Nilsson Special's value examination focuses on studying past and present price action to predict the probability of Nilsson Special's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Nilsson Special's price. Additionally, you may evaluate how the addition of Nilsson Special to your portfolios can decrease your overall portfolio volatility.