Arctic Blue (Sweden) Market Value
| ARCTIC Stock | 1.29 0.13 11.21% |
| Symbol | Arctic |
Arctic Blue '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 Arctic Blue'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 Arctic Blue.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Arctic Blue on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Arctic Blue Beverages or generate 0.0% return on investment in Arctic Blue over 90 days. Arctic Blue is related to or competes with Viva Wine, High Coast, Aino Health, Cedergrenska, AB Volvo, and Holmen AB. More
Arctic Blue 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 Arctic Blue'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 Arctic Blue Beverages upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 15.3 | |||
| Information Ratio | 0.2274 | |||
| Maximum Drawdown | 193.85 | |||
| Value At Risk | (23.36) | |||
| Potential Upside | 71.2 |
Arctic Blue Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arctic Blue's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arctic Blue's standard deviation. In reality, there are many statistical measures that can use Arctic Blue historical prices to predict the future Arctic Blue's volatility.| Risk Adjusted Performance | 0.205 | |||
| Jensen Alpha | 7.77 | |||
| Total Risk Alpha | 11.2 | |||
| Sortino Ratio | 0.4766 | |||
| Treynor Ratio | 1.32 |
Arctic Blue Beverages Backtested Returns
Arctic Blue is out of control given 3 months investment horizon. Arctic Blue Beverages secures Sharpe Ratio (or Efficiency) of 0.24, which signifies that the company had a 0.24 % return per unit of standard deviation over the last 3 months. We were able to break down twenty-eight different technical indicators, which can help you to evaluate if expected returns of 8.15% are justified by taking the suggested risk. Use Arctic Blue mean deviation of 20.58, and Risk Adjusted Performance of 0.205 to evaluate company specific risk that cannot be diversified away. Arctic Blue holds a performance score of 18 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 5.45, which signifies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Arctic Blue will likely underperform. Use Arctic Blue coefficient of variation, semi variance, period momentum indicator, as well as the relationship between the treynor ratio and daily balance of power , to analyze future returns on Arctic Blue.
Auto-correlation | 0.43 |
Average predictability
Arctic Blue Beverages has average predictability. Overlapping area represents the amount of predictability between Arctic Blue time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Arctic Blue Beverages price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Arctic Blue price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | 0.52 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
Arctic Blue Beverages lagged returns against current returns
Autocorrelation, which is Arctic Blue 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 Arctic Blue's stock expected returns. We can calculate the autocorrelation of Arctic Blue returns to help us make a trade decision. For example, suppose you find that Arctic Blue 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 |
Arctic Blue 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 Arctic Blue stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arctic Blue stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arctic Blue stock over time.
Current vs Lagged Prices |
| Timeline |
Arctic Blue Lagged Returns
When evaluating Arctic Blue's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arctic Blue stock have on its future price. Arctic Blue 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, Arctic Blue autocorrelation shows the relationship between Arctic Blue stock current value and its past values and can show if there is a momentum factor associated with investing in Arctic Blue Beverages.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Arctic Stock
Arctic Blue financial ratios help investors to determine whether Arctic 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 Arctic with respect to the benefits of owning Arctic Blue security.