ScandBook Holding (Sweden) Market Value
| SBOK Stock | SEK 42.60 1.90 4.67% |
| Symbol | ScandBook |
ScandBook Holding '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 ScandBook Holding'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 ScandBook Holding.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in ScandBook Holding on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding ScandBook Holding AB or generate 0.0% return on investment in ScandBook Holding over 90 days. ScandBook Holding is related to or competes with CTT Systems, Proact IT, Rottneros, Mekonomen, Embellence Group, AAC Clyde, and Africa Oil. ScandBook Holding AB manufactures and sells hardsoft cover books for book publishers in Scandinavia, Lithuania, Poland, ... More
ScandBook Holding 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 ScandBook Holding'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 ScandBook Holding AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.89 | |||
| Information Ratio | 0.0531 | |||
| Maximum Drawdown | 14.83 | |||
| Value At Risk | (2.15) | |||
| Potential Upside | 2.93 |
ScandBook Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ScandBook Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ScandBook Holding's standard deviation. In reality, there are many statistical measures that can use ScandBook Holding historical prices to predict the future ScandBook Holding's volatility.| Risk Adjusted Performance | 0.1353 | |||
| Jensen Alpha | 0.1988 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | 0.0553 | |||
| Treynor Ratio | 0.6212 |
ScandBook Holding Backtested Returns
ScandBook Holding appears to be very steady, given 3 months investment horizon. ScandBook Holding owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the firm had a 0.13 % return per unit of risk over the last 3 months. We have found thirty technical indicators for ScandBook Holding AB, which you can use to evaluate the volatility of the company. Please review ScandBook Holding's Coefficient Of Variation of 694.89, semi deviation of 1.5, and Risk Adjusted Performance of 0.1353 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, ScandBook Holding holds a performance score of 10. The entity has a beta of 0.44, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, ScandBook Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding ScandBook Holding is expected to be smaller as well. Please check ScandBook Holding's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to make a quick decision on whether ScandBook Holding's existing price patterns will revert.
Auto-correlation | 0.15 |
Insignificant predictability
ScandBook Holding AB has insignificant predictability. Overlapping area represents the amount of predictability between ScandBook Holding time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 ScandBook Holding price movement. The serial correlation of 0.15 indicates that less than 15.0% of current ScandBook Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 0.39 |
ScandBook Holding lagged returns against current returns
Autocorrelation, which is ScandBook Holding 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 ScandBook Holding's stock expected returns. We can calculate the autocorrelation of ScandBook Holding returns to help us make a trade decision. For example, suppose you find that ScandBook Holding 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 |
ScandBook Holding 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 ScandBook Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ScandBook Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ScandBook Holding stock over time.
Current vs Lagged Prices |
| Timeline |
ScandBook Holding Lagged Returns
When evaluating ScandBook Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ScandBook Holding stock have on its future price. ScandBook Holding 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, ScandBook Holding autocorrelation shows the relationship between ScandBook Holding stock current value and its past values and can show if there is a momentum factor associated with investing in ScandBook Holding AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for ScandBook Stock Analysis
When running ScandBook Holding's price analysis, check to measure ScandBook Holding'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 ScandBook Holding is operating at the current time. Most of ScandBook Holding's value examination focuses on studying past and present price action to predict the probability of ScandBook Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move ScandBook Holding's price. Additionally, you may evaluate how the addition of ScandBook Holding to your portfolios can decrease your overall portfolio volatility.