Effnetplattformen (Sweden) Market Value
| EFFH Stock | 4.04 0.08 2.02% |
| Symbol | Effnetplattformen |
Effnetplattformen '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 Effnetplattformen'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 Effnetplattformen.
| 02/10/2024 |
| 01/05/2025 |
If you would invest 0.00 in Effnetplattformen on February 10, 2024 and sell it all today you would earn a total of 0.00 from holding Effnetplattformen Holding AB or generate 0.0% return on investment in Effnetplattformen over 330 days. Effnetplattformen is related to or competes with Catella AB, Catella AB, NAXS Nordic, and Impact Coatings. More
Effnetplattformen 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 Effnetplattformen'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 Effnetplattformen Holding AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.81 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 70.16 | |||
| Value At Risk | (5.17) | |||
| Potential Upside | 8.1 |
Effnetplattformen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Effnetplattformen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Effnetplattformen's standard deviation. In reality, there are many statistical measures that can use Effnetplattformen historical prices to predict the future Effnetplattformen's volatility.| Risk Adjusted Performance | 0.0093 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | (0.01) |
Effnetplattformen Backtested Returns
Currently, Effnetplattformen Holding AB is very risky. Effnetplattformen secures Sharpe Ratio (or Efficiency) of 0.0247, which denotes the company had a 0.0247% return per unit of risk over the last 3 months. We have found thirty technical indicators for Effnetplattformen Holding AB, which you can use to evaluate the volatility of the firm. Please confirm Effnetplattformen's Coefficient Of Variation of 231011.51, mean deviation of 3.41, and Downside Deviation of 4.81 to check if the risk estimate we provide is consistent with the expected return of 0.19%. Effnetplattformen has a performance score of 1 on a scale of 0 to 100. The firm shows a Beta (market volatility) of 0.64, which means possible diversification benefits within a given portfolio. As returns on the market increase, Effnetplattformen's returns are expected to increase less than the market. However, during the bear market, the loss of holding Effnetplattformen is expected to be smaller as well. Effnetplattformen right now shows a risk of 7.74%. Please confirm Effnetplattformen semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to decide if Effnetplattformen will be following its price patterns.
Auto-correlation | 0.39 |
Below average predictability
Effnetplattformen Holding AB has below average predictability. Overlapping area represents the amount of predictability between Effnetplattformen time series from 10th of February 2024 to 24th of July 2024 and 24th of July 2024 to 5th of January 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 Effnetplattformen price movement. The serial correlation of 0.39 indicates that just about 39.0% of current Effnetplattformen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.39 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 0.26 |
Effnetplattformen lagged returns against current returns
Autocorrelation, which is Effnetplattformen 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 Effnetplattformen's stock expected returns. We can calculate the autocorrelation of Effnetplattformen returns to help us make a trade decision. For example, suppose you find that Effnetplattformen 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 |
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Effnetplattformen 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 Effnetplattformen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Effnetplattformen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Effnetplattformen stock over time.
Current vs Lagged Prices |
| Timeline |
Effnetplattformen Lagged Returns
When evaluating Effnetplattformen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Effnetplattformen stock have on its future price. Effnetplattformen 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, Effnetplattformen autocorrelation shows the relationship between Effnetplattformen stock current value and its past values and can show if there is a momentum factor associated with investing in Effnetplattformen Holding AB.
Regressed Prices |
| Timeline |
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Additional Tools for Effnetplattformen Stock Analysis
When running Effnetplattformen's price analysis, check to measure Effnetplattformen'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 Effnetplattformen is operating at the current time. Most of Effnetplattformen's value examination focuses on studying past and present price action to predict the probability of Effnetplattformen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Effnetplattformen's price. Additionally, you may evaluate how the addition of Effnetplattformen to your portfolios can decrease your overall portfolio volatility.