Peab AB (Sweden) Market Value
| PEAB-B Stock | SEK 73.70 0.60 0.82% |
| Symbol | Peab |
Peab AB '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 Peab AB'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 Peab AB.
| 04/25/2025 |
| 07/24/2025 |
If you would invest 0.00 in Peab AB on April 25, 2025 and sell it all today you would earn a total of 0.00 from holding Peab AB or generate 0.0% return on investment in Peab AB over 90 days. Peab AB is related to or competes with Sdiptech, Systemair, FormPipe Software, Havsfrun Investment, Kinnevik Investment, Raketech Group, and Lundin Mining. Peab AB operates as a construction and civil engineering company primarily in Sweden, Norway, and Finland More
Peab AB 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 Peab AB'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 Peab AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.44 | |||
| Information Ratio | (0.13) | |||
| Maximum Drawdown | 6.67 | |||
| Value At Risk | (2.11) | |||
| Potential Upside | 2.04 |
Peab AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Peab AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Peab AB's standard deviation. In reality, there are many statistical measures that can use Peab AB historical prices to predict the future Peab AB's volatility.| Risk Adjusted Performance | 0.0355 | |||
| Jensen Alpha | (0) | |||
| Total Risk Alpha | (0.27) | |||
| Sortino Ratio | (0.12) | |||
| Treynor Ratio | 0.196 |
Peab AB Backtested Returns
Peab AB maintains Sharpe Ratio (i.e., Efficiency) of -0.0378, which implies the firm had a -0.0378 % return per unit of risk over the last 3 months. Peab AB exposes twenty-nine different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Peab AB's Risk Adjusted Performance of 0.0355, coefficient of variation of 2759.79, and Semi Deviation of 1.33 to confirm the risk estimate we provide. The company holds a Beta of 0.19, which implies not very significant fluctuations relative to the market. As returns on the market increase, Peab AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Peab AB is expected to be smaller as well. At this point, Peab AB has a negative expected return of -0.0492%. Please make sure to check Peab AB's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to decide if Peab AB performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.62 |
Very good reverse predictability
Peab AB has very good reverse predictability. Overlapping area represents the amount of predictability between Peab AB time series from 25th of April 2025 to 9th of June 2025 and 9th of June 2025 to 24th 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 Peab AB price movement. The serial correlation of -0.62 indicates that roughly 62.0% of current Peab AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.62 | |
| Spearman Rank Test | -0.55 | |
| Residual Average | 0.0 | |
| Price Variance | 6.48 |
Peab AB lagged returns against current returns
Autocorrelation, which is Peab AB 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 Peab AB's stock expected returns. We can calculate the autocorrelation of Peab AB returns to help us make a trade decision. For example, suppose you find that Peab AB 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 |
Peab AB 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 Peab AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Peab AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Peab AB stock over time.
Current vs Lagged Prices |
| Timeline |
Peab AB Lagged Returns
When evaluating Peab AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Peab AB stock have on its future price. Peab AB 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, Peab AB autocorrelation shows the relationship between Peab AB stock current value and its past values and can show if there is a momentum factor associated with investing in Peab AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Peab Stock
Peab AB financial ratios help investors to determine whether Peab Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Peab with respect to the benefits of owning Peab AB security.