Creades AB (Sweden) Market Value
| CRED-A Stock | SEK 80.05 0.05 0.06% |
| Symbol | Creades |
Creades 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 Creades 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 Creades AB.
| 12/01/2024 |
| 03/01/2025 |
If you would invest 0.00 in Creades AB on December 1, 2024 and sell it all today you would earn a total of 0.00 from holding Creades AB or generate 0.0% return on investment in Creades AB over 90 days. Creades AB is related to or competes with Investment, Bure Equity, Svolder AB, Kinnevik Investment, and Industrivarden. Creades AB is a private equity and venture capital investment firm More
Creades 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 Creades 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 Creades AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.4 | |||
| Information Ratio | 0.1641 | |||
| Maximum Drawdown | 7.61 | |||
| Value At Risk | (1.86) | |||
| Potential Upside | 2.53 |
Creades AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Creades AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Creades AB's standard deviation. In reality, there are many statistical measures that can use Creades AB historical prices to predict the future Creades AB's volatility.| Risk Adjusted Performance | 0.1201 | |||
| Jensen Alpha | 0.2416 | |||
| Total Risk Alpha | 0.2843 | |||
| Sortino Ratio | 0.1843 | |||
| Treynor Ratio | 0.845 |
Creades AB Backtested Returns
Creades AB appears to be very steady, given 3 months investment horizon. Creades AB secures Sharpe Ratio (or Efficiency) of 0.14, which signifies that the company had a 0.14 % return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for Creades AB, which you can use to evaluate the volatility of the firm. Please makes use of Creades AB's risk adjusted performance of 0.1201, and Mean Deviation of 1.2 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Creades AB holds a performance score of 11. The firm shows a Beta (market volatility) of 0.28, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Creades AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Creades AB is expected to be smaller as well. Please check Creades AB's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Creades AB's price patterns will revert.
Auto-correlation | -0.22 |
Weak reverse predictability
Creades AB has weak reverse predictability. Overlapping area represents the amount of predictability between Creades AB time series from 1st of December 2024 to 15th of January 2025 and 15th of January 2025 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 Creades AB price movement. The serial correlation of -0.22 indicates that over 22.0% of current Creades AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.37 | |
| Residual Average | 0.0 | |
| Price Variance | 8.62 |
Creades AB lagged returns against current returns
Autocorrelation, which is Creades 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 Creades AB's stock expected returns. We can calculate the autocorrelation of Creades AB returns to help us make a trade decision. For example, suppose you find that Creades 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 |
Creades 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 Creades AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Creades AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Creades AB stock over time.
Current vs Lagged Prices |
| Timeline |
Creades AB Lagged Returns
When evaluating Creades AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Creades AB stock have on its future price. Creades 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, Creades AB autocorrelation shows the relationship between Creades AB stock current value and its past values and can show if there is a momentum factor associated with investing in Creades AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Creades Stock
Creades AB financial ratios help investors to determine whether Creades 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 Creades with respect to the benefits of owning Creades AB security.