Skolon AB (Sweden) Market Value
| SKOLON Stock | 33.90 0.60 1.80% |
| Symbol | Skolon |
Skolon 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 Skolon 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 Skolon AB.
| 04/23/2025 |
| 07/22/2025 |
If you would invest 0.00 in Skolon AB on April 23, 2025 and sell it all today you would earn a total of 0.00 from holding Skolon AB or generate 0.0% return on investment in Skolon AB over 90 days. Skolon AB is related to or competes with Axfood AB, Qleanair Holding, Viaplay Group, Beowulf Mining, Scandic Hotels, SaltX Technology, and Upsales Technology. More
Skolon 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 Skolon 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 Skolon AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.25 | |||
| Information Ratio | 0.0033 | |||
| Maximum Drawdown | 17.65 | |||
| Value At Risk | (4.67) | |||
| Potential Upside | 5.23 |
Skolon AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Skolon AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Skolon AB's standard deviation. In reality, there are many statistical measures that can use Skolon AB historical prices to predict the future Skolon AB's volatility.| Risk Adjusted Performance | 0.053 | |||
| Jensen Alpha | 0.1382 | |||
| Total Risk Alpha | (0.32) | |||
| Sortino Ratio | 0.0032 | |||
| Treynor Ratio | 2.46 |
Skolon AB Backtested Returns
Skolon AB appears to be not too volatile, given 3 months investment horizon. Skolon AB owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0798, which indicates the firm had a 0.0798 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Skolon AB, which you can use to evaluate the volatility of the company. Please review Skolon AB's Risk Adjusted Performance of 0.053, coefficient of variation of 2030.79, and Semi Deviation of 2.93 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Skolon AB holds a performance score of 6. The entity has a beta of 0.0594, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Skolon AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Skolon AB is expected to be smaller as well. Please check Skolon AB's value at risk, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Skolon AB's existing price patterns will revert.
Auto-correlation | 0.02 |
Virtually no predictability
Skolon AB has virtually no predictability. Overlapping area represents the amount of predictability between Skolon AB time series from 23rd of April 2025 to 7th of June 2025 and 7th of June 2025 to 22nd 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 Skolon AB price movement. The serial correlation of 0.02 indicates that only 2.0% of current Skolon AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | 0.25 | |
| Residual Average | 0.0 | |
| Price Variance | 1.77 |
Skolon AB lagged returns against current returns
Autocorrelation, which is Skolon 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 Skolon AB's stock expected returns. We can calculate the autocorrelation of Skolon AB returns to help us make a trade decision. For example, suppose you find that Skolon 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 |
Skolon 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 Skolon AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Skolon AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Skolon AB stock over time.
Current vs Lagged Prices |
| Timeline |
Skolon AB Lagged Returns
When evaluating Skolon AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Skolon AB stock have on its future price. Skolon 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, Skolon AB autocorrelation shows the relationship between Skolon AB stock current value and its past values and can show if there is a momentum factor associated with investing in Skolon AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Skolon Stock
Skolon AB financial ratios help investors to determine whether Skolon 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 Skolon with respect to the benefits of owning Skolon AB security.