Enzymatica Publ (Sweden) Market Value
| ENZY Stock | SEK 3.68 0.68 22.67% |
| Symbol | Enzymatica |
Enzymatica Publ '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 Enzymatica Publ'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 Enzymatica Publ.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Enzymatica Publ on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Enzymatica publ AB or generate 0.0% return on investment in Enzymatica Publ over 90 days. Enzymatica Publ is related to or competes with Oncopeptides, Diamyd Medical, Kancera AB, Bonesupport Holding, and Cantargia. Enzymatica AB, a life science company, develops and sells medical devices for infection-related diseases in Sweden and i... More
Enzymatica Publ 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 Enzymatica Publ'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 Enzymatica publ AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.6 | |||
| Information Ratio | 0.1957 | |||
| Maximum Drawdown | 59.18 | |||
| Value At Risk | (4.94) | |||
| Potential Upside | 15.6 |
Enzymatica Publ Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Enzymatica Publ's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Enzymatica Publ's standard deviation. In reality, there are many statistical measures that can use Enzymatica Publ historical prices to predict the future Enzymatica Publ's volatility.| Risk Adjusted Performance | 0.1698 | |||
| Jensen Alpha | 1.62 | |||
| Total Risk Alpha | 2.77 | |||
| Sortino Ratio | 0.4869 | |||
| Treynor Ratio | (7.75) |
Enzymatica publ AB Backtested Returns
Enzymatica Publ is dangerous given 3 months investment horizon. Enzymatica publ AB secures Sharpe Ratio (or Efficiency) of 0.18, which denotes the company had a 0.18 % return per unit of risk over the last 3 months. We were able to interpolate and analyze data for twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.66% are justified by taking the suggested risk. Use Enzymatica Publ Mean Deviation of 4.95, coefficient of variation of 541.44, and Downside Deviation of 3.6 to evaluate company specific risk that cannot be diversified away. Enzymatica Publ holds a performance score of 14 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of -0.21, which means not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Enzymatica Publ are expected to decrease at a much lower rate. During the bear market, Enzymatica Publ is likely to outperform the market. Use Enzymatica Publ semi variance, accumulation distribution, and the relationship between the potential upside and skewness , to analyze future returns on Enzymatica Publ.
Auto-correlation | -0.69 |
Very good reverse predictability
Enzymatica publ AB has very good reverse predictability. Overlapping area represents the amount of predictability between Enzymatica Publ time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th 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 Enzymatica publ AB price movement. The serial correlation of -0.69 indicates that around 69.0% of current Enzymatica Publ price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.69 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
Enzymatica publ AB lagged returns against current returns
Autocorrelation, which is Enzymatica Publ 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 Enzymatica Publ's stock expected returns. We can calculate the autocorrelation of Enzymatica Publ returns to help us make a trade decision. For example, suppose you find that Enzymatica Publ 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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Enzymatica Publ 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 Enzymatica Publ stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Enzymatica Publ stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Enzymatica Publ stock over time.
Current vs Lagged Prices |
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Enzymatica Publ Lagged Returns
When evaluating Enzymatica Publ's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Enzymatica Publ stock have on its future price. Enzymatica Publ 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, Enzymatica Publ autocorrelation shows the relationship between Enzymatica Publ stock current value and its past values and can show if there is a momentum factor associated with investing in Enzymatica publ AB.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for Enzymatica Stock Analysis
When running Enzymatica Publ's price analysis, check to measure Enzymatica Publ'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 Enzymatica Publ is operating at the current time. Most of Enzymatica Publ's value examination focuses on studying past and present price action to predict the probability of Enzymatica Publ's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Enzymatica Publ's price. Additionally, you may evaluate how the addition of Enzymatica Publ to your portfolios can decrease your overall portfolio volatility.