FLAT CAPITAL's market value is the price at which a share of FLAT CAPITAL trades on a public exchange. It measures the collective expectations of FLAT CAPITAL AB investors about its performance. FLAT CAPITAL is trading at 1.46 as of the 7th of January 2025. This is a 0.68 percent decrease since the beginning of the trading day. The stock's lowest day price was 1.38. With this module, you can estimate the performance of a buy and hold strategy of FLAT CAPITAL AB and determine expected loss or profit from investing in FLAT CAPITAL over a given investment horizon. Check out Trending Equities to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in board of governors.
Symbol
FLAT
FLAT CAPITAL '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 FLAT CAPITAL'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 FLAT CAPITAL.
0.00
12/08/2024
No Change 0.00
0.0
In 31 days
01/07/2025
0.00
If you would invest 0.00 in FLAT CAPITAL on December 8, 2024 and sell it all today you would earn a total of 0.00 from holding FLAT CAPITAL AB or generate 0.0% return on investment in FLAT CAPITAL over 30 days.
FLAT CAPITAL 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 FLAT CAPITAL'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 FLAT CAPITAL 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 FLAT CAPITAL's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as FLAT CAPITAL's standard deviation. In reality, there are many statistical measures that can use FLAT CAPITAL historical prices to predict the future FLAT CAPITAL's volatility.
FLAT CAPITAL appears to be extremely dangerous, given 3 months investment horizon. FLAT CAPITAL AB retains Efficiency (Sharpe Ratio) of 0.0848, which denotes the company had a 0.0848% return per unit of risk over the last 3 months. By reviewing FLAT CAPITAL's technical indicators, you can evaluate if the expected return of 0.52% is justified by implied risk. Please utilize FLAT CAPITAL's Coefficient Of Variation of 1178.84, market risk adjusted performance of 0.6088, and Downside Deviation of 6.8 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, FLAT CAPITAL holds a performance score of 6. The firm owns a Beta (Systematic Risk) of 0.85, which means possible diversification benefits within a given portfolio. As returns on the market increase, FLAT CAPITAL's returns are expected to increase less than the market. However, during the bear market, the loss of holding FLAT CAPITAL is expected to be smaller as well. Please check FLAT CAPITAL's mean deviation, downside deviation, standard deviation, as well as the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether FLAT CAPITAL's current price history will revert.
Auto-correlation
-0.61
Very good reverse predictability
FLAT CAPITAL AB has very good reverse predictability. Overlapping area represents the amount of predictability between FLAT CAPITAL time series from 8th of December 2024 to 23rd of December 2024 and 23rd of December 2024 to 7th of January 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 FLAT CAPITAL AB price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current FLAT CAPITAL price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.61
Spearman Rank Test
-0.68
Residual Average
0.0
Price Variance
0.01
FLAT CAPITAL AB lagged returns against current returns
Autocorrelation, which is FLAT CAPITAL 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 FLAT CAPITAL's stock expected returns. We can calculate the autocorrelation of FLAT CAPITAL returns to help us make a trade decision. For example, suppose you find that FLAT CAPITAL 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
FLAT CAPITAL 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 FLAT CAPITAL stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if FLAT CAPITAL stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in FLAT CAPITAL stock over time.
Current vs Lagged Prices
Timeline
FLAT CAPITAL Lagged Returns
When evaluating FLAT CAPITAL's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of FLAT CAPITAL stock have on its future price. FLAT CAPITAL 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, FLAT CAPITAL autocorrelation shows the relationship between FLAT CAPITAL stock current value and its past values and can show if there is a momentum factor associated with investing in FLAT CAPITAL AB.