Fagerhult (Sweden) Market Value
| FAG Stock | SEK 44.80 1.55 3.58% |
| Symbol | Fagerhult |
Fagerhult '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 Fagerhult'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 Fagerhult.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in Fagerhult on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Fagerhult AB or generate 0.0% return on investment in Fagerhult over 90 days. Fagerhult is related to or competes with Inwido AB, Beijer Alma, New Wave, Duni AB, and Bufab Holding. AB Fagerhult, together with its subsidiaries, develops, manufactures, and markets professional lighting systems for publ... More
Fagerhult 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 Fagerhult'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 Fagerhult AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 10.76 | |||
| Value At Risk | (3.38) | |||
| Potential Upside | 2.46 |
Fagerhult Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Fagerhult's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Fagerhult's standard deviation. In reality, there are many statistical measures that can use Fagerhult historical prices to predict the future Fagerhult's volatility.| Risk Adjusted Performance | (0.15) | |||
| Jensen Alpha | (0.28) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | (0.80) |
Fagerhult AB Backtested Returns
Fagerhult AB secures Sharpe Ratio (or Efficiency) of -0.19, which denotes the company had a -0.19 % return per unit of risk over the last 3 months. Fagerhult AB exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Fagerhult's Variance of 3.17, mean deviation of 1.29, and Standard Deviation of 1.78 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.41, which means possible diversification benefits within a given portfolio. As returns on the market increase, Fagerhult's returns are expected to increase less than the market. However, during the bear market, the loss of holding Fagerhult is expected to be smaller as well. At this point, Fagerhult AB has a negative expected return of -0.34%. Please make sure to confirm Fagerhult's skewness, day typical price, and the relationship between the maximum drawdown and daily balance of power , to decide if Fagerhult AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.13 |
Insignificant predictability
Fagerhult AB has insignificant predictability. Overlapping area represents the amount of predictability between Fagerhult 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 Fagerhult AB price movement. The serial correlation of 0.13 indicates that less than 13.0% of current Fagerhult price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.13 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 15.93 |
Fagerhult AB lagged returns against current returns
Autocorrelation, which is Fagerhult 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 Fagerhult's stock expected returns. We can calculate the autocorrelation of Fagerhult returns to help us make a trade decision. For example, suppose you find that Fagerhult 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 |
Fagerhult 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 Fagerhult stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Fagerhult stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Fagerhult stock over time.
Current vs Lagged Prices |
| Timeline |
Fagerhult Lagged Returns
When evaluating Fagerhult's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Fagerhult stock have on its future price. Fagerhult 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, Fagerhult autocorrelation shows the relationship between Fagerhult stock current value and its past values and can show if there is a momentum factor associated with investing in Fagerhult AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Fagerhult Stock Analysis
When running Fagerhult's price analysis, check to measure Fagerhult'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 Fagerhult is operating at the current time. Most of Fagerhult's value examination focuses on studying past and present price action to predict the probability of Fagerhult's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Fagerhult's price. Additionally, you may evaluate how the addition of Fagerhult to your portfolios can decrease your overall portfolio volatility.