S2Medical (Sweden) Market Value
| S2M Stock | SEK 0.01 0.0006 4.03% |
| Symbol | S2Medical |
S2Medical '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 S2Medical'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 S2Medical.
| 04/22/2025 |
| 07/21/2025 |
If you would invest 0.00 in S2Medical on April 22, 2025 and sell it all today you would earn a total of 0.00 from holding S2Medical AB or generate 0.0% return on investment in S2Medical over 90 days. S2Medical is related to or competes with GlucoTrack, Innovative Eyewear, Predictive Oncology, Bionano Genomics, IZafe Group, and Triboron International. S2Medical AB develops, produces, and sells wound healing products for burns and chronic wounds More
S2Medical 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 S2Medical'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 S2Medical AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 7.81 | |||
| Information Ratio | 0.0876 | |||
| Maximum Drawdown | 60.48 | |||
| Value At Risk | (9.80) | |||
| Potential Upside | 16.52 |
S2Medical Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for S2Medical's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as S2Medical's standard deviation. In reality, there are many statistical measures that can use S2Medical historical prices to predict the future S2Medical's volatility.| Risk Adjusted Performance | 0.1057 | |||
| Jensen Alpha | 0.71 | |||
| Total Risk Alpha | (0.33) | |||
| Sortino Ratio | 0.0981 | |||
| Treynor Ratio | 0.6281 |
S2Medical AB Backtested Returns
S2Medical appears to be out of control, given 3 months investment horizon. S2Medical AB owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0726, which indicates the company had a 0.0726 % return per unit of standard deviation over the last 3 months. By reviewing S2Medical's technical indicators, you can evaluate if the expected return of 0.61% is justified by implied risk. Please review S2Medical's Market Risk Adjusted Performance of 0.6381, risk adjusted performance of 0.1057, and Downside Deviation of 7.81 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, S2Medical holds a performance score of 5. The firm has a beta of 1.43, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, S2Medical will likely underperform. Please check S2Medical's semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to make a quick decision on whether S2Medical's existing price patterns will revert.
Auto-correlation | -0.17 |
Insignificant reverse predictability
S2Medical AB has insignificant reverse predictability. Overlapping area represents the amount of predictability between S2Medical time series from 22nd of April 2025 to 6th of June 2025 and 6th of June 2025 to 21st 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 S2Medical AB price movement. The serial correlation of -0.17 indicates that over 17.0% of current S2Medical price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
S2Medical AB lagged returns against current returns
Autocorrelation, which is S2Medical 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 S2Medical's stock expected returns. We can calculate the autocorrelation of S2Medical returns to help us make a trade decision. For example, suppose you find that S2Medical 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 |
S2Medical 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 S2Medical stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if S2Medical stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in S2Medical stock over time.
Current vs Lagged Prices |
| Timeline |
S2Medical Lagged Returns
When evaluating S2Medical's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of S2Medical stock have on its future price. S2Medical 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, S2Medical autocorrelation shows the relationship between S2Medical stock current value and its past values and can show if there is a momentum factor associated with investing in S2Medical AB.
Regressed Prices |
| Timeline |
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Additional Tools for S2Medical Stock Analysis
When running S2Medical's price analysis, check to measure S2Medical'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 S2Medical is operating at the current time. Most of S2Medical's value examination focuses on studying past and present price action to predict the probability of S2Medical's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move S2Medical's price. Additionally, you may evaluate how the addition of S2Medical to your portfolios can decrease your overall portfolio volatility.