Abliva AB (Sweden) Market Value
| ABLI Stock | SEK 0.43 0.01 2.27% |
| Symbol | Abliva |
Abliva 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 Abliva 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 Abliva AB.
| 12/25/2024 |
| 01/24/2025 |
If you would invest 0.00 in Abliva AB on December 25, 2024 and sell it all today you would earn a total of 0.00 from holding Abliva AB or generate 0.0% return on investment in Abliva AB over 30 days. Abliva AB is related to or competes with Cantargia, Mendus AB, Alligator Bioscience, and Oncopeptides. Abliva AB , a pharmaceutical company, engages in the research and development of mitochondrial medicine More
Abliva 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 Abliva 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 Abliva AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.27 | |||
| Information Ratio | 0.1195 | |||
| Maximum Drawdown | 202.33 | |||
| Value At Risk | (6.67) | |||
| Potential Upside | 7.14 |
Abliva AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Abliva AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Abliva AB's standard deviation. In reality, there are many statistical measures that can use Abliva AB historical prices to predict the future Abliva AB's volatility.| Risk Adjusted Performance | 0.1129 | |||
| Jensen Alpha | 3.02 | |||
| Total Risk Alpha | 1.89 | |||
| Sortino Ratio | 0.473 | |||
| Treynor Ratio | (11.38) |
Abliva AB Backtested Returns
Abliva AB is out of control given 3 months investment horizon. Abliva AB secures Sharpe Ratio (or Efficiency) of 0.13, which signifies that the company had a 0.13 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 3.31% are justified by taking the suggested risk. Use Abliva AB Risk Adjusted Performance of 0.1129, mean deviation of 6.81, and Downside Deviation of 6.27 to evaluate company specific risk that cannot be diversified away. Abliva AB holds a performance score of 9 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.26, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Abliva AB are expected to decrease at a much lower rate. During the bear market, Abliva AB is likely to outperform the market. Use Abliva AB coefficient of variation, jensen alpha, sortino ratio, as well as the relationship between the information ratio and total risk alpha , to analyze future returns on Abliva AB.
Auto-correlation | 0.09 |
Virtually no predictability
Abliva AB has virtually no predictability. Overlapping area represents the amount of predictability between Abliva AB time series from 25th of December 2024 to 9th of January 2025 and 9th of January 2025 to 24th 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 Abliva AB price movement. The serial correlation of 0.09 indicates that less than 9.0% of current Abliva AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.09 | |
| Spearman Rank Test | 0.64 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Abliva AB lagged returns against current returns
Autocorrelation, which is Abliva 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 Abliva AB's stock expected returns. We can calculate the autocorrelation of Abliva AB returns to help us make a trade decision. For example, suppose you find that Abliva 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 |
Abliva 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 Abliva AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Abliva AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Abliva AB stock over time.
Current vs Lagged Prices |
| Timeline |
Abliva AB Lagged Returns
When evaluating Abliva AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Abliva AB stock have on its future price. Abliva 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, Abliva AB autocorrelation shows the relationship between Abliva AB stock current value and its past values and can show if there is a momentum factor associated with investing in Abliva AB.
Regressed Prices |
| Timeline |
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Additional Tools for Abliva Stock Analysis
When running Abliva AB's price analysis, check to measure Abliva 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 Abliva AB is operating at the current time. Most of Abliva AB's value examination focuses on studying past and present price action to predict the probability of Abliva 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 Abliva AB's price. Additionally, you may evaluate how the addition of Abliva AB to your portfolios can decrease your overall portfolio volatility.