Dios Fastigheter (Sweden) Market Value

DIOS Stock  SEK 79.40  0.40  0.51%   
Dios Fastigheter's market value is the price at which a share of Dios Fastigheter trades on a public exchange. It measures the collective expectations of Dios Fastigheter AB investors about its performance. Dios Fastigheter is selling for under 79.40 as of the 11th of December 2024; that is 0.51 percent increase since the beginning of the trading day. The stock's last reported lowest price was 77.7.
With this module, you can estimate the performance of a buy and hold strategy of Dios Fastigheter AB and determine expected loss or profit from investing in Dios Fastigheter over a given investment horizon. Check out Dios Fastigheter Correlation, Dios Fastigheter Volatility and Dios Fastigheter Alpha and Beta module to complement your research on Dios Fastigheter.
Symbol

Please note, there is a significant difference between Dios Fastigheter's value and its price as these two are different measures arrived at by different means. Investors typically determine if Dios Fastigheter is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Dios Fastigheter's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Dios Fastigheter '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 Dios Fastigheter'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 Dios Fastigheter.
0.00
08/19/2023
No Change 0.00  0.0 
In 1 year 3 months and 26 days
12/11/2024
0.00
If you would invest  0.00  in Dios Fastigheter on August 19, 2023 and sell it all today you would earn a total of 0.00 from holding Dios Fastigheter AB or generate 0.0% return on investment in Dios Fastigheter over 480 days. Dios Fastigheter is related to or competes with Platzer Fastigheter, Catena AB, AB Sagax, and . Dis Fastigheter AB develops, owns, and rents commercial and residential properties in Sweden More

Dios Fastigheter 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 Dios Fastigheter'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 Dios Fastigheter AB upside and downside potential and time the market with a certain degree of confidence.

Dios Fastigheter Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Dios Fastigheter's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dios Fastigheter's standard deviation. In reality, there are many statistical measures that can use Dios Fastigheter historical prices to predict the future Dios Fastigheter's volatility.
Hype
Prediction
LowEstimatedHigh
77.9079.4080.90
Details
Intrinsic
Valuation
LowRealHigh
71.4680.9882.48
Details
Naive
Forecast
LowNextHigh
78.4579.9581.45
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
75.7378.6581.57
Details

Dios Fastigheter Backtested Returns

Dios Fastigheter secures Sharpe Ratio (or Efficiency) of -0.0878, which denotes the company had a -0.0878% return per unit of risk over the last 3 months. Dios Fastigheter AB exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dios Fastigheter's Variance of 2.22, standard deviation of 1.49, and Mean Deviation of 1.17 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.32, which means possible diversification benefits within a given portfolio. As returns on the market increase, Dios Fastigheter's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dios Fastigheter is expected to be smaller as well. At this point, Dios Fastigheter has a negative expected return of -0.13%. Please make sure to confirm Dios Fastigheter's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Dios Fastigheter performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.44  

Modest reverse predictability

Dios Fastigheter AB has modest reverse predictability. Overlapping area represents the amount of predictability between Dios Fastigheter time series from 19th of August 2023 to 15th of April 2024 and 15th of April 2024 to 11th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Dios Fastigheter price movement. The serial correlation of -0.44 indicates that just about 44.0% of current Dios Fastigheter price fluctuation can be explain by its past prices.
Correlation Coefficient-0.44
Spearman Rank Test-0.38
Residual Average0.0
Price Variance17.45

Dios Fastigheter lagged returns against current returns

Autocorrelation, which is Dios Fastigheter 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 Dios Fastigheter's stock expected returns. We can calculate the autocorrelation of Dios Fastigheter returns to help us make a trade decision. For example, suppose you find that Dios Fastigheter 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  

Dios Fastigheter 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 Dios Fastigheter stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dios Fastigheter stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dios Fastigheter stock over time.
   Current vs Lagged Prices   
       Timeline  

Dios Fastigheter Lagged Returns

When evaluating Dios Fastigheter's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dios Fastigheter stock have on its future price. Dios Fastigheter 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, Dios Fastigheter autocorrelation shows the relationship between Dios Fastigheter stock current value and its past values and can show if there is a momentum factor associated with investing in Dios Fastigheter AB.
   Regressed Prices   
       Timeline  

Thematic Opportunities

Explore Investment Opportunities

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Additional Tools for Dios Stock Analysis

When running Dios Fastigheter's price analysis, check to measure Dios Fastigheter'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 Dios Fastigheter is operating at the current time. Most of Dios Fastigheter's value examination focuses on studying past and present price action to predict the probability of Dios Fastigheter's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dios Fastigheter's price. Additionally, you may evaluate how the addition of Dios Fastigheter to your portfolios can decrease your overall portfolio volatility.