Havsfrun Investment (Sweden) Market Value
| HAV-B Stock | SEK 19.50 0.45 2.36% |
| Symbol | Havsfrun |
Havsfrun Investment '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 Havsfrun Investment'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 Havsfrun Investment.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Havsfrun Investment on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Havsfrun Investment AB or generate 0.0% return on investment in Havsfrun Investment over 90 days. Havsfrun Investment is related to or competes with NAXS Nordic, FormPipe Software, and Novotek AB. Havsfrun Investment AB manages a diversified portfolio of hedge funds in various markets More
Havsfrun Investment 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 Havsfrun Investment'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 Havsfrun Investment AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.59 | |||
| Information Ratio | 0.1875 | |||
| Maximum Drawdown | 28.83 | |||
| Value At Risk | (6.13) | |||
| Potential Upside | 8.7 |
Havsfrun Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Havsfrun Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Havsfrun Investment's standard deviation. In reality, there are many statistical measures that can use Havsfrun Investment historical prices to predict the future Havsfrun Investment's volatility.| Risk Adjusted Performance | 0.154 | |||
| Jensen Alpha | 0.8787 | |||
| Total Risk Alpha | 1.43 | |||
| Sortino Ratio | 0.2576 | |||
| Treynor Ratio | 1.38 |
Havsfrun Investment Backtested Returns
Havsfrun Investment appears to be somewhat reliable, given 3 months investment horizon. Havsfrun Investment holds Efficiency (Sharpe) Ratio of 0.18, which attests that the entity had a 0.18 % return per unit of risk over the last 3 months. By evaluating Havsfrun Investment's technical indicators, you can evaluate if the expected return of 0.93% is justified by implied risk. Please utilize Havsfrun Investment's Risk Adjusted Performance of 0.154, downside deviation of 3.59, and Market Risk Adjusted Performance of 1.39 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Havsfrun Investment holds a performance score of 14. The company retains a Market Volatility (i.e., Beta) of 0.59, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Havsfrun Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Havsfrun Investment is expected to be smaller as well. Please check Havsfrun Investment's sortino ratio, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to make a quick decision on whether Havsfrun Investment's current trending patterns will revert.
Auto-correlation | 0.38 |
Below average predictability
Havsfrun Investment AB has below average predictability. Overlapping area represents the amount of predictability between Havsfrun Investment time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Havsfrun Investment price movement. The serial correlation of 0.38 indicates that just about 38.0% of current Havsfrun Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.38 | |
| Spearman Rank Test | 0.61 | |
| Residual Average | 0.0 | |
| Price Variance | 1.36 |
Havsfrun Investment lagged returns against current returns
Autocorrelation, which is Havsfrun Investment 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 Havsfrun Investment's stock expected returns. We can calculate the autocorrelation of Havsfrun Investment returns to help us make a trade decision. For example, suppose you find that Havsfrun Investment 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 |
Havsfrun Investment 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 Havsfrun Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Havsfrun Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Havsfrun Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Havsfrun Investment Lagged Returns
When evaluating Havsfrun Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Havsfrun Investment stock have on its future price. Havsfrun Investment 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, Havsfrun Investment autocorrelation shows the relationship between Havsfrun Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Havsfrun Investment AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Havsfrun Stock Analysis
When running Havsfrun Investment's price analysis, check to measure Havsfrun Investment'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 Havsfrun Investment is operating at the current time. Most of Havsfrun Investment's value examination focuses on studying past and present price action to predict the probability of Havsfrun Investment's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Havsfrun Investment's price. Additionally, you may evaluate how the addition of Havsfrun Investment to your portfolios can decrease your overall portfolio volatility.