AAK AB (Sweden) Market Value
| AAK Stock | SEK 300.80 1.60 0.53% |
| Symbol | AAK |
AAK AB '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 AAK AB'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 AAK AB.
| 03/12/2023 |
| 03/01/2025 |
If you would invest 0.00 in AAK AB on March 12, 2023 and sell it all today you would earn a total of 0.00 from holding AAK AB or generate 0.0% return on investment in AAK AB over 720 days. AAK AB is related to or competes with Axfood AB, Indutrade, Essity AB, Trelleborg, and HEXPOL AB. AAK AB develops and sells vegetable oils and fats in Sweden and internationally More
AAK AB 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 AAK AB'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 AAK AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.84 | |||
| Information Ratio | 0.0916 | |||
| Maximum Drawdown | 10.51 | |||
| Value At Risk | (1.82) | |||
| Potential Upside | 2.14 |
AAK AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for AAK AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as AAK AB's standard deviation. In reality, there are many statistical measures that can use AAK AB historical prices to predict the future AAK AB's volatility.| Risk Adjusted Performance | 0.0659 | |||
| Jensen Alpha | 0.113 | |||
| Total Risk Alpha | 0.1575 | |||
| Sortino Ratio | 0.073 | |||
| Treynor Ratio | 1.89 |
AAK AB Backtested Returns
Currently, AAK AB is very steady. AAK AB secures Sharpe Ratio (or Efficiency) of 0.012, which signifies that the company had a 0.012 % return per unit of return volatility over the last 3 months. We have found twenty-nine technical indicators for AAK AB, which you can use to evaluate the volatility of the entity. Please confirm AAK AB's Coefficient Of Variation of 1208.71, mean deviation of 0.9713, and Downside Deviation of 1.84 to double-check if the risk estimate we provide is consistent with the expected return of 0.0177%. The firm shows a Beta (market volatility) of 0.0591, which signifies not very significant fluctuations relative to the market. As returns on the market increase, AAK AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding AAK AB is expected to be smaller as well. AAK AB at this moment shows a risk of 1.48%. Please confirm AAK AB standard deviation, value at risk, kurtosis, as well as the relationship between the sortino ratio and semi variance , to decide if AAK AB will be following its price patterns.
Auto-correlation | 0.41 |
Average predictability
AAK AB has average predictability. Overlapping area represents the amount of predictability between AAK AB time series from 12th of March 2023 to 6th of March 2024 and 6th of March 2024 to 1st of March 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 AAK AB price movement. The serial correlation of 0.41 indicates that just about 41.0% of current AAK AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.41 | |
| Spearman Rank Test | 0.36 | |
| Residual Average | 0.0 | |
| Price Variance | 683.19 |
AAK AB lagged returns against current returns
Autocorrelation, which is AAK AB 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 AAK AB's stock expected returns. We can calculate the autocorrelation of AAK AB returns to help us make a trade decision. For example, suppose you find that AAK AB 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 |
AAK AB 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 AAK AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if AAK AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in AAK AB stock over time.
Current vs Lagged Prices |
| Timeline |
AAK AB Lagged Returns
When evaluating AAK AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of AAK AB stock have on its future price. AAK AB 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, AAK AB autocorrelation shows the relationship between AAK AB stock current value and its past values and can show if there is a momentum factor associated with investing in AAK AB.
Regressed Prices |
| Timeline |
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Additional Tools for AAK Stock Analysis
When running AAK AB's price analysis, check to measure AAK AB'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 AAK AB is operating at the current time. Most of AAK AB's value examination focuses on studying past and present price action to predict the probability of AAK AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move AAK AB's price. Additionally, you may evaluate how the addition of AAK AB to your portfolios can decrease your overall portfolio volatility.