Tobii AB (Sweden) Market Value
| TOBII Stock | SEK 6.31 0.45 7.68% |
| Symbol | Tobii |
Tobii 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 Tobii 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 Tobii AB.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Tobii AB on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Tobii AB or generate 0.0% return on investment in Tobii AB over 90 days. Tobii AB is related to or competes with Tobii AB, Ju Teng, Stratasys, Western Digital, Arista Networks, Stillfront Group, and Starbreeze. Tobii AB develops and sells eye-tracking technology and solutions worldwide More
Tobii 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 Tobii 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 Tobii AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.75 | |||
| Information Ratio | 0.3557 | |||
| Maximum Drawdown | 27.93 | |||
| Value At Risk | (4.00) | |||
| Potential Upside | 10.68 |
Tobii AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tobii AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tobii AB's standard deviation. In reality, there are many statistical measures that can use Tobii AB historical prices to predict the future Tobii AB's volatility.| Risk Adjusted Performance | 0.365 | |||
| Jensen Alpha | 1.95 | |||
| Total Risk Alpha | 1.29 | |||
| Sortino Ratio | 0.6949 | |||
| Treynor Ratio | 2.96 |
Tobii AB Backtested Returns
Tobii AB is relatively risky given 3 months investment horizon. Tobii AB owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.37, which indicates the firm had a 0.37 % return per unit of risk over the last 3 months. We are able to interpolate and collect thirty different technical indicators, which can help you to evaluate if expected returns of 2.02% are justified by taking the suggested risk. Use Tobii AB Semi Deviation of 1.8, coefficient of variation of 261.83, and Risk Adjusted Performance of 0.365 to evaluate company specific risk that cannot be diversified away. Tobii AB holds a performance score of 28 on a scale of zero to a hundred. The entity has a beta of 0.69, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tobii AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tobii AB is expected to be smaller as well. Use Tobii AB downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to analyze future returns on Tobii AB.
Auto-correlation | 0.86 |
Very good predictability
Tobii AB has very good predictability. Overlapping area represents the amount of predictability between Tobii AB time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th 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 Tobii AB price movement. The serial correlation of 0.86 indicates that approximately 86.0% of current Tobii AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.86 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.67 |
Tobii AB lagged returns against current returns
Autocorrelation, which is Tobii 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 Tobii AB's stock expected returns. We can calculate the autocorrelation of Tobii AB returns to help us make a trade decision. For example, suppose you find that Tobii 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 |
Tobii 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 Tobii AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tobii AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tobii AB stock over time.
Current vs Lagged Prices |
| Timeline |
Tobii AB Lagged Returns
When evaluating Tobii AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tobii AB stock have on its future price. Tobii 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, Tobii AB autocorrelation shows the relationship between Tobii AB stock current value and its past values and can show if there is a momentum factor associated with investing in Tobii AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Tobii Stock Analysis
When running Tobii AB's price analysis, check to measure Tobii AB'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 Tobii AB is operating at the current time. Most of Tobii AB's value examination focuses on studying past and present price action to predict the probability of Tobii AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tobii AB's price. Additionally, you may evaluate how the addition of Tobii AB to your portfolios can decrease your overall portfolio volatility.