Duni AB (Sweden) Market Value
| DUNI Stock | SEK 99.20 0.50 0.50% |
| Symbol | Duni |
Duni 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 Duni 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 Duni AB.
| 12/13/2024 |
| 03/13/2025 |
If you would invest 0.00 in Duni AB on December 13, 2024 and sell it all today you would earn a total of 0.00 from holding Duni AB or generate 0.0% return on investment in Duni AB over 90 days. Duni AB is related to or competes with Cloetta AB, Inwido AB, Fagerhult, Beijer Alma, and NCC AB. Duni AB , together with its subsidiaries, develops, manufactures, and sells concepts and products for the serving and pa... More
Duni 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 Duni 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 Duni AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.38 | |||
| Information Ratio | 0.2018 | |||
| Maximum Drawdown | 7.91 | |||
| Value At Risk | (2.86) | |||
| Potential Upside | 3.54 |
Duni AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Duni AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Duni AB's standard deviation. In reality, there are many statistical measures that can use Duni AB historical prices to predict the future Duni AB's volatility.| Risk Adjusted Performance | 0.1152 | |||
| Jensen Alpha | 0.2333 | |||
| Total Risk Alpha | 0.4694 | |||
| Sortino Ratio | 0.2468 | |||
| Treynor Ratio | 1.32 |
Duni AB Backtested Returns
Duni AB appears to be very steady, given 3 months investment horizon. Duni AB secures Sharpe Ratio (or Efficiency) of 0.13, which denotes the company had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Duni AB, which you can use to evaluate the volatility of the firm. Please utilize Duni AB's Mean Deviation of 1.25, coefficient of variation of 755.25, and Downside Deviation of 1.38 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Duni AB holds a performance score of 10. The firm shows a Beta (market volatility) of 0.16, which means not very significant fluctuations relative to the market. As returns on the market increase, Duni AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Duni AB is expected to be smaller as well. Please check Duni AB's standard deviation, total risk alpha, treynor ratio, as well as the relationship between the jensen alpha and sortino ratio , to make a quick decision on whether Duni AB's price patterns will revert.
Auto-correlation | 0.42 |
Average predictability
Duni AB has average predictability. Overlapping area represents the amount of predictability between Duni AB time series from 13th of December 2024 to 27th of January 2025 and 27th of January 2025 to 13th 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 Duni AB price movement. The serial correlation of 0.42 indicates that just about 42.0% of current Duni AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.42 | |
| Spearman Rank Test | 0.05 | |
| Residual Average | 0.0 | |
| Price Variance | 2.58 |
Duni AB lagged returns against current returns
Autocorrelation, which is Duni 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 Duni AB's stock expected returns. We can calculate the autocorrelation of Duni AB returns to help us make a trade decision. For example, suppose you find that Duni 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 |
Duni 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 Duni AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Duni AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Duni AB stock over time.
Current vs Lagged Prices |
| Timeline |
Duni AB Lagged Returns
When evaluating Duni AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Duni AB stock have on its future price. Duni 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, Duni AB autocorrelation shows the relationship between Duni AB stock current value and its past values and can show if there is a momentum factor associated with investing in Duni AB.
Regressed Prices |
| Timeline |
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Additional Tools for Duni Stock Analysis
When running Duni AB's price analysis, check to measure Duni 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 Duni AB is operating at the current time. Most of Duni AB's value examination focuses on studying past and present price action to predict the probability of Duni 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 Duni AB's price. Additionally, you may evaluate how the addition of Duni AB to your portfolios can decrease your overall portfolio volatility.