Smart Eye (Sweden) Market Value
| SEYE Stock | SEK 65.90 1.95 2.87% |
| Symbol | Smart |
Smart Eye '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 Smart Eye'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 Smart Eye.
| 06/21/2025 |
| 07/21/2025 |
If you would invest 0.00 in Smart Eye on June 21, 2025 and sell it all today you would earn a total of 0.00 from holding Smart Eye AB or generate 0.0% return on investment in Smart Eye over 30 days. Smart Eye is related to or competes with Fractal Gaming, Qleanair Holding, Invisio Communications, Viaplay Group, Maven Wireless, and Systemair. Smart Eye AB develops artificial intelligence powered eye-tracking technology that understands, assists, and predicts hu... More
Smart Eye 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 Smart Eye'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 Smart Eye AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.48 | |||
| Information Ratio | 0.0744 | |||
| Maximum Drawdown | 17.86 | |||
| Value At Risk | (3.49) | |||
| Potential Upside | 5.5 |
Smart Eye Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Smart Eye's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Smart Eye's standard deviation. In reality, there are many statistical measures that can use Smart Eye historical prices to predict the future Smart Eye's volatility.| Risk Adjusted Performance | 0.1169 | |||
| Jensen Alpha | 0.1969 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0978 | |||
| Treynor Ratio | 0.2763 |
Smart Eye AB Backtested Returns
Smart Eye appears to be very steady, given 3 months investment horizon. Smart Eye AB owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Smart Eye AB, which you can use to evaluate the volatility of the company. Please review Smart Eye's Coefficient Of Variation of 850.95, semi deviation of 2.09, and Risk Adjusted Performance of 0.1169 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Smart Eye holds a performance score of 9. The entity has a beta of 1.35, 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, Smart Eye will likely underperform. Please check Smart Eye'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 Smart Eye's existing price patterns will revert.
Auto-correlation | -0.92 |
Near perfect reversele predictability
Smart Eye AB has near perfect reversele predictability. Overlapping area represents the amount of predictability between Smart Eye time series from 21st of June 2025 to 6th of July 2025 and 6th of July 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 Smart Eye AB price movement. The serial correlation of -0.92 indicates that approximately 92.0% of current Smart Eye price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.92 | |
| Spearman Rank Test | -0.96 | |
| Residual Average | 0.0 | |
| Price Variance | 9.93 |
Smart Eye AB lagged returns against current returns
Autocorrelation, which is Smart Eye 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 Smart Eye's stock expected returns. We can calculate the autocorrelation of Smart Eye returns to help us make a trade decision. For example, suppose you find that Smart Eye 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 |
Smart Eye 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 Smart Eye stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Smart Eye stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Smart Eye stock over time.
Current vs Lagged Prices |
| Timeline |
Smart Eye Lagged Returns
When evaluating Smart Eye's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Smart Eye stock have on its future price. Smart Eye 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, Smart Eye autocorrelation shows the relationship between Smart Eye stock current value and its past values and can show if there is a momentum factor associated with investing in Smart Eye AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Smart Stock Analysis
When running Smart Eye's price analysis, check to measure Smart Eye'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 Smart Eye is operating at the current time. Most of Smart Eye's value examination focuses on studying past and present price action to predict the probability of Smart Eye's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Smart Eye's price. Additionally, you may evaluate how the addition of Smart Eye to your portfolios can decrease your overall portfolio volatility.