Photocat (Sweden) Market Value
| PCAT Stock | SEK 9.45 0.00 0.00% |
| Symbol | Photocat |
Photocat '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 Photocat'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 Photocat.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Photocat on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Photocat AS or generate 0.0% return on investment in Photocat over 90 days. Photocat is related to or competes with Organoclick, Serstech, Nexam Chemical, and Polygiene. Photocat AS researches, develops, and produces photocatalytic technology solutions for building materials and asphalts t... More
Photocat 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 Photocat'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 Photocat AS upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0464 | |||
| Maximum Drawdown | 11.18 |
Photocat Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Photocat's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Photocat's standard deviation. In reality, there are many statistical measures that can use Photocat historical prices to predict the future Photocat's volatility.| Risk Adjusted Performance | 0.1404 | |||
| Jensen Alpha | 0.1822 | |||
| Total Risk Alpha | (0.0006) | |||
| Treynor Ratio | 1.87 |
Photocat AS Backtested Returns
Currently, Photocat AS is not too volatile. Photocat AS maintains Sharpe Ratio (i.e., Efficiency) of 0.13, which implies the firm had a 0.13 % return per unit of risk over the last 3 months. We have found seventeen technical indicators for Photocat AS, which you can use to evaluate the volatility of the company. Please check Photocat's Coefficient Of Variation of 681.5, variance of 1.97, and Risk Adjusted Performance of 0.1404 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Photocat has a performance score of 10 on a scale of 0 to 100. The company holds a Beta of 0.1, which implies not very significant fluctuations relative to the market. As returns on the market increase, Photocat's returns are expected to increase less than the market. However, during the bear market, the loss of holding Photocat is expected to be smaller as well. Photocat AS right now holds a risk of 1.43%. Please check Photocat AS maximum drawdown, kurtosis, day median price, as well as the relationship between the skewness and rate of daily change , to decide if Photocat AS will be following its historical price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Photocat AS has no correlation between past and present. Overlapping area represents the amount of predictability between Photocat 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 Photocat AS price movement. The serial correlation of 0.0 indicates that just 0.0% of current Photocat price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Photocat AS lagged returns against current returns
Autocorrelation, which is Photocat 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 Photocat's stock expected returns. We can calculate the autocorrelation of Photocat returns to help us make a trade decision. For example, suppose you find that Photocat 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 |
Photocat 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 Photocat stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Photocat stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Photocat stock over time.
Current vs Lagged Prices |
| Timeline |
Photocat Lagged Returns
When evaluating Photocat's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Photocat stock have on its future price. Photocat 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, Photocat autocorrelation shows the relationship between Photocat stock current value and its past values and can show if there is a momentum factor associated with investing in Photocat AS.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Photocat Stock Analysis
When running Photocat's price analysis, check to measure Photocat'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 Photocat is operating at the current time. Most of Photocat's value examination focuses on studying past and present price action to predict the probability of Photocat's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Photocat's price. Additionally, you may evaluate how the addition of Photocat to your portfolios can decrease your overall portfolio volatility.