USWE Sports (Sweden) Market Value
| USWE Stock | 13.50 0.60 4.65% |
| Symbol | USWE |
USWE Sports '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 USWE Sports' 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 USWE Sports.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in USWE Sports on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding USWE Sports AB or generate 0.0% return on investment in USWE Sports over 90 days. USWE Sports is related to or competes with MIPS AB, Smart Eye, and Xponential Fitness. More
USWE Sports 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 USWE Sports' 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 USWE Sports AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.88 | |||
| Information Ratio | 0.2464 | |||
| Maximum Drawdown | 23.11 | |||
| Value At Risk | (1.98) | |||
| Potential Upside | 6.37 |
USWE Sports Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for USWE Sports' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as USWE Sports' standard deviation. In reality, there are many statistical measures that can use USWE Sports historical prices to predict the future USWE Sports' volatility.| Risk Adjusted Performance | 0.2756 | |||
| Jensen Alpha | 0.9839 | |||
| Total Risk Alpha | 0.4981 | |||
| Sortino Ratio | 0.4524 | |||
| Treynor Ratio | (51.11) |
USWE Sports AB Backtested Returns
USWE Sports is somewhat reliable given 3 months investment horizon. USWE Sports AB owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.29, which indicates the firm had a 0.29 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for thirty different technical indicators, which can help you to evaluate if expected returns of 1.04% are justified by taking the suggested risk. Use USWE Sports AB Semi Deviation of 1.07, risk adjusted performance of 0.2756, and Coefficient Of Variation of 348.14 to evaluate company specific risk that cannot be diversified away. USWE Sports holds a performance score of 22 on a scale of zero to a hundred. The entity has a beta of -0.0192, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning USWE Sports are expected to decrease at a much lower rate. During the bear market, USWE Sports is likely to outperform the market. Use USWE Sports AB maximum drawdown, potential upside, semi variance, as well as the relationship between the value at risk and downside variance , to analyze future returns on USWE Sports AB.
Auto-correlation | 0.85 |
Very good predictability
USWE Sports AB has very good predictability. Overlapping area represents the amount of predictability between USWE Sports 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 USWE Sports AB price movement. The serial correlation of 0.85 indicates that around 85.0% of current USWE Sports price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.85 | |
| Spearman Rank Test | 0.72 | |
| Residual Average | 0.0 | |
| Price Variance | 1.36 |
USWE Sports AB lagged returns against current returns
Autocorrelation, which is USWE Sports 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 USWE Sports' stock expected returns. We can calculate the autocorrelation of USWE Sports returns to help us make a trade decision. For example, suppose you find that USWE Sports 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 |
USWE Sports 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 USWE Sports stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if USWE Sports stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in USWE Sports stock over time.
Current vs Lagged Prices |
| Timeline |
USWE Sports Lagged Returns
When evaluating USWE Sports' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of USWE Sports stock have on its future price. USWE Sports 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, USWE Sports autocorrelation shows the relationship between USWE Sports stock current value and its past values and can show if there is a momentum factor associated with investing in USWE Sports AB.
Regressed Prices |
| Timeline |
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Additional Tools for USWE Stock Analysis
When running USWE Sports' price analysis, check to measure USWE Sports' 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 USWE Sports is operating at the current time. Most of USWE Sports' value examination focuses on studying past and present price action to predict the probability of USWE Sports' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move USWE Sports' price. Additionally, you may evaluate how the addition of USWE Sports to your portfolios can decrease your overall portfolio volatility.