Viking Supply (Sweden) Market Value
| VSSAB-B Stock | SEK 117.50 1.50 1.29% |
| Symbol | Viking |
Viking Supply '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 Viking Supply'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 Viking Supply.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Viking Supply on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Viking Supply Ships or generate 0.0% return on investment in Viking Supply over 90 days. Viking Supply is related to or competes with BE Group, Golden Energy, Novotek AB, Rottneros, Solstad Offsho, and Svedbergs. Viking Supply Ships AB , a shipping company, provides offshore and icebreaking services to oil-prospecting customers in ... More
Viking Supply 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 Viking Supply'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 Viking Supply Ships upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.61 | |||
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 9.48 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 2.23 |
Viking Supply Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Viking Supply's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Viking Supply's standard deviation. In reality, there are many statistical measures that can use Viking Supply historical prices to predict the future Viking Supply's volatility.| Risk Adjusted Performance | 0.0583 | |||
| Jensen Alpha | 0.0546 | |||
| Total Risk Alpha | (0.29) | |||
| Sortino Ratio | (0.07) | |||
| Treynor Ratio | 0.5311 |
Viking Supply Ships Backtested Returns
At this point, Viking Supply is very steady. Viking Supply Ships owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0604, which indicates the firm had a 0.0604 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Viking Supply Ships, which you can use to evaluate the volatility of the company. Please validate Viking Supply's Coefficient Of Variation of 1656.18, risk adjusted performance of 0.0583, and Semi Deviation of 1.33 to confirm if the risk estimate we provide is consistent with the expected return of 0.0992%. Viking Supply has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Viking Supply's returns are expected to increase less than the market. However, during the bear market, the loss of holding Viking Supply is expected to be smaller as well. Viking Supply Ships right now has a risk of 1.64%. Please validate Viking Supply sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to decide if Viking Supply will be following its existing price patterns.
Auto-correlation | -0.57 |
Good reverse predictability
Viking Supply Ships has good reverse predictability. Overlapping area represents the amount of predictability between Viking Supply 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 Viking Supply Ships price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Viking Supply price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.48 | |
| Residual Average | 0.0 | |
| Price Variance | 2.5 |
Viking Supply Ships lagged returns against current returns
Autocorrelation, which is Viking Supply 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 Viking Supply's stock expected returns. We can calculate the autocorrelation of Viking Supply returns to help us make a trade decision. For example, suppose you find that Viking Supply 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 |
Viking Supply 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 Viking Supply stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Viking Supply stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Viking Supply stock over time.
Current vs Lagged Prices |
| Timeline |
Viking Supply Lagged Returns
When evaluating Viking Supply's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Viking Supply stock have on its future price. Viking Supply 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, Viking Supply autocorrelation shows the relationship between Viking Supply stock current value and its past values and can show if there is a momentum factor associated with investing in Viking Supply Ships.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Viking Stock
Viking Supply financial ratios help investors to determine whether Viking 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 Viking with respect to the benefits of owning Viking Supply security.