STILLFRONT GRP's market value is the price at which a share of STILLFRONT GRP trades on a public exchange. It measures the collective expectations of STILLFRONT GRP AB investors about its performance. STILLFRONT GRP is trading at 0.74 as of the 31st of December 2024. This is a 1.37% up since the beginning of the trading day. The stock's lowest day price was 0.74. With this module, you can estimate the performance of a buy and hold strategy of STILLFRONT GRP AB and determine expected loss or profit from investing in STILLFRONT GRP over a given investment horizon. Check out STILLFRONT GRP Correlation, STILLFRONT GRP Volatility and STILLFRONT GRP Alpha and Beta module to complement your research on STILLFRONT GRP.
Please note, there is a significant difference between STILLFRONT GRP's value and its price as these two are different measures arrived at by different means. Investors typically determine if STILLFRONT GRP is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, STILLFRONT GRP's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
STILLFRONT GRP '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 STILLFRONT GRP'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 STILLFRONT GRP.
0.00
12/01/2024
No Change 0.00
0.0
In 31 days
12/31/2024
0.00
If you would invest 0.00 in STILLFRONT GRP on December 1, 2024 and sell it all today you would earn a total of 0.00 from holding STILLFRONT GRP AB or generate 0.0% return on investment in STILLFRONT GRP over 30 days. STILLFRONT GRP is related to or competes with Sea, Electronic Arts, Take-Two Interactive, Superior Plus, NMI Holdings, Origin Agritech, and SIVERS SEMICONDUCTORS. Stillfront Group AB , through its subsidiaries, designs, develops, markets, publishes, and distributes digital games in ... More
STILLFRONT GRP 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 STILLFRONT GRP'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 STILLFRONT GRP AB upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for STILLFRONT GRP's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as STILLFRONT GRP's standard deviation. In reality, there are many statistical measures that can use STILLFRONT GRP historical prices to predict the future STILLFRONT GRP's volatility.
STILLFRONT GRP appears to be extremely dangerous, given 3 months investment horizon. STILLFRONT GRP AB owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had a 0.15% return per unit of volatility over the last 3 months. By evaluating STILLFRONT GRP's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please review STILLFRONT GRP's risk adjusted performance of 0.1011, and Coefficient Of Variation of 863.2 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, STILLFRONT GRP holds a performance score of 11. The entity has a beta of 0.17, which indicates not very significant fluctuations relative to the market. As returns on the market increase, STILLFRONT GRP's returns are expected to increase less than the market. However, during the bear market, the loss of holding STILLFRONT GRP is expected to be smaller as well. Please check STILLFRONT GRP's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether STILLFRONT GRP's existing price patterns will revert.
Auto-correlation
0.11
Insignificant predictability
STILLFRONT GRP AB has insignificant predictability. Overlapping area represents the amount of predictability between STILLFRONT GRP time series from 1st of December 2024 to 16th of December 2024 and 16th of December 2024 to 31st 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 STILLFRONT GRP AB price movement. The serial correlation of 0.11 indicates that less than 11.0% of current STILLFRONT GRP price fluctuation can be explain by its past prices.
Correlation Coefficient
0.11
Spearman Rank Test
0.67
Residual Average
0.0
Price Variance
0.0
STILLFRONT GRP AB lagged returns against current returns
Autocorrelation, which is STILLFRONT GRP 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 STILLFRONT GRP's stock expected returns. We can calculate the autocorrelation of STILLFRONT GRP returns to help us make a trade decision. For example, suppose you find that STILLFRONT GRP 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
STILLFRONT GRP 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 STILLFRONT GRP stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if STILLFRONT GRP stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in STILLFRONT GRP stock over time.
Current vs Lagged Prices
Timeline
STILLFRONT GRP Lagged Returns
When evaluating STILLFRONT GRP's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of STILLFRONT GRP stock have on its future price. STILLFRONT GRP 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, STILLFRONT GRP autocorrelation shows the relationship between STILLFRONT GRP stock current value and its past values and can show if there is a momentum factor associated with investing in STILLFRONT GRP AB.
Other Information on Investing in STILLFRONT Stock
STILLFRONT GRP financial ratios help investors to determine whether STILLFRONT 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 STILLFRONT with respect to the benefits of owning STILLFRONT GRP security.