4C Group (Sweden) Market Value
| 4C Stock | 10.00 0.50 4.76% |
| Symbol | 4C Group |
4C Group '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 4C Group'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 4C Group.
| 12/31/2022 |
| 12/20/2024 |
If you would invest 0.00 in 4C Group on December 31, 2022 and sell it all today you would earn a total of 0.00 from holding 4C Group AB or generate 0.0% return on investment in 4C Group over 720 days. 4C Group is related to or competes with Sileon AB, KABE Group, IAR Systems, Mekonomen, Clinical Laserthermia, EEducation Albert, and Lipum AB. More
4C Group 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 4C Group'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 4C Group AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 16.64 | |||
| Value At Risk | (4.07) | |||
| Potential Upside | 7.74 |
4C Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for 4C Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as 4C Group's standard deviation. In reality, there are many statistical measures that can use 4C Group historical prices to predict the future 4C Group's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.54) | |||
| Total Risk Alpha | (0.68) | |||
| Treynor Ratio | 0.3094 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of 4C Group's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
4C Group AB Backtested Returns
4C Group AB retains Efficiency (Sharpe Ratio) of -0.16, which signifies that the company had a -0.16% return per unit of price deviation over the last 3 months. 4C Group exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm 4C Group's Information Ratio of (0.19), market risk adjusted performance of 0.3194, and Variance of 10.16 to double-check the risk estimate we provide. The firm owns a Beta (Systematic Risk) of -1.88, which signifies a somewhat significant risk relative to the market. As returns on the market increase, returns on owning 4C Group are expected to decrease by larger amounts. On the other hand, during market turmoil, 4C Group is expected to outperform it. At this point, 4C Group AB has a negative expected return of -0.53%. Please make sure to confirm 4C Group's information ratio, as well as the relationship between the potential upside and rate of daily change , to decide if 4C Group AB performance from the past will be repeated sooner or later.
Auto-correlation | 0.45 |
Average predictability
4C Group AB has average predictability. Overlapping area represents the amount of predictability between 4C Group time series from 31st of December 2022 to 26th of December 2023 and 26th of December 2023 to 20th 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 4C Group AB price movement. The serial correlation of 0.45 indicates that just about 45.0% of current 4C Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.45 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 15.22 |
4C Group AB lagged returns against current returns
Autocorrelation, which is 4C Group 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 4C Group's stock expected returns. We can calculate the autocorrelation of 4C Group returns to help us make a trade decision. For example, suppose you find that 4C Group 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 |
4C Group 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 4C Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if 4C Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in 4C Group stock over time.
Current vs Lagged Prices |
| Timeline |
4C Group Lagged Returns
When evaluating 4C Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of 4C Group stock have on its future price. 4C Group 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, 4C Group autocorrelation shows the relationship between 4C Group stock current value and its past values and can show if there is a momentum factor associated with investing in 4C Group AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for 4C Group Stock Analysis
When running 4C Group's price analysis, check to measure 4C Group'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 4C Group is operating at the current time. Most of 4C Group's value examination focuses on studying past and present price action to predict the probability of 4C Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move 4C Group's price. Additionally, you may evaluate how the addition of 4C Group to your portfolios can decrease your overall portfolio volatility.