PowerCell Sweden (UK) Market Value
| 0G9R Stock | 36.94 0.52 1.43% |
| Symbol | PowerCell |
PowerCell Sweden '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 PowerCell Sweden'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 PowerCell Sweden.
| 10/13/2024 |
| 12/12/2024 |
If you would invest 0.00 in PowerCell Sweden on October 13, 2024 and sell it all today you would earn a total of 0.00 from holding PowerCell Sweden AB or generate 0.0% return on investment in PowerCell Sweden over 60 days. PowerCell Sweden is related to or competes with Scandic Hotels, Datagroup, Hochschild Mining, PPHE Hotel, GlobalData PLC, Jupiter Fund, and Waste Management. PowerCell Sweden is entity of United Kingdom More
PowerCell Sweden 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 PowerCell Sweden'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 PowerCell Sweden AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.44 | |||
| Information Ratio | 0.0964 | |||
| Maximum Drawdown | 23.98 | |||
| Value At Risk | (6.52) | |||
| Potential Upside | 10.32 |
PowerCell Sweden Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for PowerCell Sweden's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as PowerCell Sweden's standard deviation. In reality, there are many statistical measures that can use PowerCell Sweden historical prices to predict the future PowerCell Sweden's volatility.| Risk Adjusted Performance | 0.0966 | |||
| Jensen Alpha | 0.5419 | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | 0.1059 | |||
| Treynor Ratio | 1.55 |
PowerCell Sweden Backtested Returns
PowerCell Sweden appears to be not too volatile, given 3 months investment horizon. PowerCell Sweden maintains Sharpe Ratio (i.e., Efficiency) of 0.12, which implies the firm had a 0.12% return per unit of risk over the last 3 months. By analyzing PowerCell Sweden's technical indicators, you can evaluate if the expected return of 0.58% is justified by implied risk. Please evaluate PowerCell Sweden's Coefficient Of Variation of 820.54, risk adjusted performance of 0.0966, and Semi Deviation of 3.84 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, PowerCell Sweden holds a performance score of 9. The company holds a Beta of 0.38, which implies possible diversification benefits within a given portfolio. As returns on the market increase, PowerCell Sweden's returns are expected to increase less than the market. However, during the bear market, the loss of holding PowerCell Sweden is expected to be smaller as well. Please check PowerCell Sweden's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether PowerCell Sweden's historical price patterns will revert.
Auto-correlation | -0.45 |
Modest reverse predictability
PowerCell Sweden AB has modest reverse predictability. Overlapping area represents the amount of predictability between PowerCell Sweden time series from 13th of October 2024 to 12th of November 2024 and 12th of November 2024 to 12th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of PowerCell Sweden price movement. The serial correlation of -0.45 indicates that just about 45.0% of current PowerCell Sweden price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.45 | |
| Spearman Rank Test | -0.26 | |
| Residual Average | 0.0 | |
| Price Variance | 0.76 |
PowerCell Sweden lagged returns against current returns
Autocorrelation, which is PowerCell Sweden 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 PowerCell Sweden's stock expected returns. We can calculate the autocorrelation of PowerCell Sweden returns to help us make a trade decision. For example, suppose you find that PowerCell Sweden 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 |
PowerCell Sweden 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 PowerCell Sweden stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if PowerCell Sweden stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in PowerCell Sweden stock over time.
Current vs Lagged Prices |
| Timeline |
PowerCell Sweden Lagged Returns
When evaluating PowerCell Sweden's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of PowerCell Sweden stock have on its future price. PowerCell Sweden 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, PowerCell Sweden autocorrelation shows the relationship between PowerCell Sweden stock current value and its past values and can show if there is a momentum factor associated with investing in PowerCell Sweden AB.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for PowerCell Stock Analysis
When running PowerCell Sweden's price analysis, check to measure PowerCell Sweden'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 PowerCell Sweden is operating at the current time. Most of PowerCell Sweden's value examination focuses on studying past and present price action to predict the probability of PowerCell Sweden's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move PowerCell Sweden's price. Additionally, you may evaluate how the addition of PowerCell Sweden to your portfolios can decrease your overall portfolio volatility.