Arctic Paper (Sweden) Market Value
| ARP Stock | SEK 39.80 0.54 1.38% |
| Symbol | Arctic |
Arctic Paper '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 Paper'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 Paper.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Arctic Paper on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Arctic Paper SA or generate 0.0% return on investment in Arctic Paper over 90 days. Arctic Paper is related to or competes with Systemair, USWE Sports, JLT Mobile, Qleanair Holding, Maven Wireless, Sedana Medical, and Vitec Software. Arctic Paper S.A., together with its subsidiaries, produces and sells paper for printing houses, paper distributors, boo... More
Arctic Paper 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 Paper'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 Paper SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.004 | |||
| Maximum Drawdown | 8.39 | |||
| Value At Risk | (3.01) | |||
| Potential Upside | 2.49 |
Arctic Paper Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Arctic Paper's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Arctic Paper's standard deviation. In reality, there are many statistical measures that can use Arctic Paper historical prices to predict the future Arctic Paper's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.10) | |||
| Total Risk Alpha | 0.1189 | |||
| Treynor Ratio | (7.60) |
Arctic Paper SA Backtested Returns
Arctic Paper SA secures Sharpe Ratio (or Efficiency) of -0.0268, which signifies that the company had a -0.0268 % return per unit of standard deviation over the last 3 months. Arctic Paper SA exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Arctic Paper's risk adjusted performance of (0.04), and Mean Deviation of 1.38 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.0134, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Arctic Paper's returns are expected to increase less than the market. However, during the bear market, the loss of holding Arctic Paper is expected to be smaller as well. At this point, Arctic Paper SA has a negative expected return of -0.0488%. Please make sure to confirm Arctic Paper's standard deviation, kurtosis, period momentum indicator, as well as the relationship between the maximum drawdown and day median price , to decide if Arctic Paper SA performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.81 |
Excellent reverse predictability
Arctic Paper SA has excellent reverse predictability. Overlapping area represents the amount of predictability between Arctic Paper time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Paper SA price movement. The serial correlation of -0.81 indicates that around 81.0% of current Arctic Paper price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.81 | |
| Spearman Rank Test | -0.85 | |
| Residual Average | 0.0 | |
| Price Variance | 3.82 |
Arctic Paper SA lagged returns against current returns
Autocorrelation, which is Arctic Paper 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 Paper's stock expected returns. We can calculate the autocorrelation of Arctic Paper returns to help us make a trade decision. For example, suppose you find that Arctic Paper 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 Paper 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 Paper stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Arctic Paper stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Arctic Paper stock over time.
Current vs Lagged Prices |
| Timeline |
Arctic Paper Lagged Returns
When evaluating Arctic Paper's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Arctic Paper stock have on its future price. Arctic Paper 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 Paper autocorrelation shows the relationship between Arctic Paper stock current value and its past values and can show if there is a momentum factor associated with investing in Arctic Paper SA.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Arctic Stock Analysis
When running Arctic Paper's price analysis, check to measure Arctic Paper'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 Arctic Paper is operating at the current time. Most of Arctic Paper's value examination focuses on studying past and present price action to predict the probability of Arctic Paper's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Arctic Paper's price. Additionally, you may evaluate how the addition of Arctic Paper to your portfolios can decrease your overall portfolio volatility.