Real Heart (Sweden) Market Value
| HEART Stock | SEK 14.00 0.20 1.45% |
| Symbol | Real |
Real Heart '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 Real Heart'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 Real Heart.
| 12/17/2024 |
| 03/17/2025 |
If you would invest 0.00 in Real Heart on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Real Heart or generate 0.0% return on investment in Real Heart over 90 days. Real Heart is related to or competes with Lundin Mining, Nordea Bank, Maven Wireless, Arion Banki, Kinnevik Investment, AcadeMedia, and G5 Entertainment. More
Real Heart 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 Real Heart'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 Real Heart upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 6.73 | |||
| Information Ratio | 0.0564 | |||
| Maximum Drawdown | 131.13 | |||
| Value At Risk | (9.76) | |||
| Potential Upside | 9.2 |
Real Heart Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Real Heart's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Real Heart's standard deviation. In reality, there are many statistical measures that can use Real Heart historical prices to predict the future Real Heart's volatility.| Risk Adjusted Performance | 0.0531 | |||
| Jensen Alpha | 0.9126 | |||
| Total Risk Alpha | 2.74 | |||
| Sortino Ratio | 0.1315 | |||
| Treynor Ratio | 0.6215 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Real Heart's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Real Heart Backtested Returns
Real Heart is risky given 3 months investment horizon. Real Heart maintains Sharpe Ratio (i.e., Efficiency) of 0.0617, which implies the firm had a 0.0617 % return per unit of risk over the last 3 months. We are able to interpolate and collect twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.02% are justified by taking the suggested risk. Use Real Heart Risk Adjusted Performance of 0.0531, coefficient of variation of 1996.1, and Semi Deviation of 6.14 to evaluate company specific risk that cannot be diversified away. Real Heart holds a performance score of 4 on a scale of zero to a hundred. The company holds a Beta of 1.25, which implies a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Real Heart will likely underperform. Use Real Heart coefficient of variation, semi variance, price action indicator, as well as the relationship between the treynor ratio and daily balance of power , to analyze future returns on Real Heart.
Auto-correlation | -0.38 |
Poor reverse predictability
Real Heart has poor reverse predictability. Overlapping area represents the amount of predictability between Real Heart time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Real Heart price movement. The serial correlation of -0.38 indicates that just about 38.0% of current Real Heart price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.38 | |
| Spearman Rank Test | 0.13 | |
| Residual Average | 0.0 | |
| Price Variance | 9.04 |
Real Heart lagged returns against current returns
Autocorrelation, which is Real Heart 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 Real Heart's stock expected returns. We can calculate the autocorrelation of Real Heart returns to help us make a trade decision. For example, suppose you find that Real Heart 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 |
Real Heart 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 Real Heart stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Real Heart stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Real Heart stock over time.
Current vs Lagged Prices |
| Timeline |
Real Heart Lagged Returns
When evaluating Real Heart's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Real Heart stock have on its future price. Real Heart 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, Real Heart autocorrelation shows the relationship between Real Heart stock current value and its past values and can show if there is a momentum factor associated with investing in Real Heart.
Regressed Prices |
| Timeline |
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Additional Tools for Real Stock Analysis
When running Real Heart's price analysis, check to measure Real Heart'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 Real Heart is operating at the current time. Most of Real Heart's value examination focuses on studying past and present price action to predict the probability of Real Heart's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Real Heart's price. Additionally, you may evaluate how the addition of Real Heart to your portfolios can decrease your overall portfolio volatility.