Catena AB (Sweden) Market Value
| CATE Stock | SEK 424.50 8.50 2.04% |
| Symbol | Catena |
Catena 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 Catena 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 Catena AB.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Catena AB on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Catena AB or generate 0.0% return on investment in Catena AB over 90 days. Catena AB is related to or competes with Fastighets, Fabege AB, Wihlborgs Fastigheter, AB Sagax, and Dios Fastigheter. Catena AB operates as a logistics property company in Sweden More
Catena 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 Catena 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 Catena AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 7.02 | |||
| Value At Risk | (2.23) | |||
| Potential Upside | 2.63 |
Catena AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Catena AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Catena AB's standard deviation. In reality, there are many statistical measures that can use Catena AB historical prices to predict the future Catena AB's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.02) | |||
| Treynor Ratio | (0.50) |
Catena AB Backtested Returns
Catena AB secures Sharpe Ratio (or Efficiency) of -0.0984, which signifies that the company had a -0.0984 % return per unit of risk over the last 3 months. Catena AB exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Catena AB's Risk Adjusted Performance of (0.11), standard deviation of 1.48, and Mean Deviation of 1.2 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.4, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Catena AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Catena AB is expected to be smaller as well. At this point, Catena AB has a negative expected return of -0.15%. Please make sure to confirm Catena AB's maximum drawdown, potential upside, kurtosis, as well as the relationship between the value at risk and skewness , to decide if Catena AB performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.33 |
Poor reverse predictability
Catena AB has poor reverse predictability. Overlapping area represents the amount of predictability between Catena AB time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Catena AB price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Catena AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.33 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 632.69 |
Catena AB lagged returns against current returns
Autocorrelation, which is Catena 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 Catena AB's stock expected returns. We can calculate the autocorrelation of Catena AB returns to help us make a trade decision. For example, suppose you find that Catena 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 |
Catena 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 Catena AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Catena AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Catena AB stock over time.
Current vs Lagged Prices |
| Timeline |
Catena AB Lagged Returns
When evaluating Catena AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Catena AB stock have on its future price. Catena 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, Catena AB autocorrelation shows the relationship between Catena AB stock current value and its past values and can show if there is a momentum factor associated with investing in Catena AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Catena Stock Analysis
When running Catena AB's price analysis, check to measure Catena 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 Catena AB is operating at the current time. Most of Catena AB's value examination focuses on studying past and present price action to predict the probability of Catena 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 Catena AB's price. Additionally, you may evaluate how the addition of Catena AB to your portfolios can decrease your overall portfolio volatility.