Embellence Group (Sweden) Market Value
| EMBELL Stock | SEK 36.70 0.60 1.66% |
| Symbol | Embellence |
Embellence Group '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 Embellence Group'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 Embellence Group.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Embellence Group on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Embellence Group AB or generate 0.0% return on investment in Embellence Group over 90 days. Embellence Group is related to or competes with Rugvista Group, Nimbus Group, Desenio Group, Idun Industrier, and Fractal Gaming. Embellence Group AB acquires, owns, and develops various brands in wallpapers, textiles, rugs, and other interior decora... More
Embellence Group 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 Embellence Group'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 Embellence Group AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.86 | |||
| Information Ratio | 0.1952 | |||
| Maximum Drawdown | 10.73 | |||
| Value At Risk | (2.46) | |||
| Potential Upside | 4.4 |
Embellence Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Embellence Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Embellence Group's standard deviation. In reality, there are many statistical measures that can use Embellence Group historical prices to predict the future Embellence Group's volatility.| Risk Adjusted Performance | 0.1355 | |||
| Jensen Alpha | 0.2858 | |||
| Total Risk Alpha | 0.5757 | |||
| Sortino Ratio | 0.224 | |||
| Treynor Ratio | (1.51) |
Embellence Group Backtested Returns
Embellence Group appears to be very steady, given 3 months investment horizon. Embellence Group secures Sharpe Ratio (or Efficiency) of 0.14, which denotes the company had a 0.14 % return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Embellence Group AB, which you can use to evaluate the volatility of the firm. Please utilize Embellence Group's Semi Deviation of 1.52, mean deviation of 1.6, and Downside Deviation of 1.86 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Embellence Group holds a performance score of 10. The firm shows a Beta (market volatility) of -0.2, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Embellence Group are expected to decrease at a much lower rate. During the bear market, Embellence Group is likely to outperform the market. Please check Embellence Group's value at risk, daily balance of power, and the relationship between the total risk alpha and expected short fall , to make a quick decision on whether Embellence Group's price patterns will revert.
Auto-correlation | 0.71 |
Good predictability
Embellence Group AB has good predictability. Overlapping area represents the amount of predictability between Embellence Group 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 Embellence Group price movement. The serial correlation of 0.71 indicates that around 71.0% of current Embellence Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.71 | |
| Spearman Rank Test | 0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 4.12 |
Embellence Group lagged returns against current returns
Autocorrelation, which is Embellence Group 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 Embellence Group's stock expected returns. We can calculate the autocorrelation of Embellence Group returns to help us make a trade decision. For example, suppose you find that Embellence Group 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 |
Embellence Group 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 Embellence Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Embellence Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Embellence Group stock over time.
Current vs Lagged Prices |
| Timeline |
Embellence Group Lagged Returns
When evaluating Embellence Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Embellence Group stock have on its future price. Embellence Group 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, Embellence Group autocorrelation shows the relationship between Embellence Group stock current value and its past values and can show if there is a momentum factor associated with investing in Embellence Group AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Embellence Stock
Embellence Group financial ratios help investors to determine whether Embellence 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 Embellence with respect to the benefits of owning Embellence Group security.