Infant Bacterial (Sweden) Market Value
| IBT-B Stock | SEK 59.00 9.00 18.00% |
| Symbol | Infant |
Infant Bacterial '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 Infant Bacterial'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 Infant Bacterial.
| 11/23/2024 |
| 12/23/2024 |
If you would invest 0.00 in Infant Bacterial on November 23, 2024 and sell it all today you would earn a total of 0.00 from holding Infant Bacterial Therapeutics or generate 0.0% return on investment in Infant Bacterial over 30 days. Infant Bacterial is related to or competes with BioInvent International, Alligator Bioscience, Moberg Pharma, and Oncopeptides. Infant Bacterial Therapeutics AB , a clinical stage pharmaceutical company, develops drugs to prevent or treat rare dise... More
Infant Bacterial 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 Infant Bacterial'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 Infant Bacterial Therapeutics upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 4.21 | |||
| Information Ratio | 0.1538 | |||
| Maximum Drawdown | 45.79 | |||
| Value At Risk | (5.77) | |||
| Potential Upside | 9.77 |
Infant Bacterial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Infant Bacterial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Infant Bacterial's standard deviation. In reality, there are many statistical measures that can use Infant Bacterial historical prices to predict the future Infant Bacterial's volatility.| Risk Adjusted Performance | 0.1347 | |||
| Jensen Alpha | 0.9328 | |||
| Total Risk Alpha | 0.7837 | |||
| Sortino Ratio | 0.2212 | |||
| Treynor Ratio | 1.03 |
Infant Bacterial Backtested Returns
Infant Bacterial is not too volatile given 3 months investment horizon. Infant Bacterial 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. We are able to interpolate and collect twenty-nine different technical indicators, which can help you to evaluate if expected returns of 1.08% are justified by taking the suggested risk. Use Infant Bacterial Therapeutics Risk Adjusted Performance of 0.1347, market risk adjusted performance of 1.04, and Downside Deviation of 4.21 to evaluate company specific risk that cannot be diversified away. Infant Bacterial holds a performance score of 14 on a scale of zero to a hundred. The company retains a Market Volatility (i.e., Beta) of 0.92, which attests to possible diversification benefits within a given portfolio. Infant Bacterial returns are very sensitive to returns on the market. As the market goes up or down, Infant Bacterial is expected to follow. Use Infant Bacterial Therapeutics coefficient of variation, jensen alpha, and the relationship between the downside deviation and standard deviation , to analyze future returns on Infant Bacterial Therapeutics.
Auto-correlation | 0.46 |
Average predictability
Infant Bacterial Therapeutics has average predictability. Overlapping area represents the amount of predictability between Infant Bacterial time series from 23rd of November 2024 to 8th of December 2024 and 8th of December 2024 to 23rd of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Infant Bacterial price movement. The serial correlation of 0.46 indicates that about 46.0% of current Infant Bacterial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 12.73 |
Infant Bacterial lagged returns against current returns
Autocorrelation, which is Infant Bacterial 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 Infant Bacterial's stock expected returns. We can calculate the autocorrelation of Infant Bacterial returns to help us make a trade decision. For example, suppose you find that Infant Bacterial 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 |
Infant Bacterial 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 Infant Bacterial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Infant Bacterial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Infant Bacterial stock over time.
Current vs Lagged Prices |
| Timeline |
Infant Bacterial Lagged Returns
When evaluating Infant Bacterial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Infant Bacterial stock have on its future price. Infant Bacterial 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, Infant Bacterial autocorrelation shows the relationship between Infant Bacterial stock current value and its past values and can show if there is a momentum factor associated with investing in Infant Bacterial Therapeutics.
Regressed Prices |
| Timeline |
Thematic Opportunities
Explore Investment Opportunities
Additional Tools for Infant Stock Analysis
When running Infant Bacterial's price analysis, check to measure Infant Bacterial'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 Infant Bacterial is operating at the current time. Most of Infant Bacterial's value examination focuses on studying past and present price action to predict the probability of Infant Bacterial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Infant Bacterial's price. Additionally, you may evaluate how the addition of Infant Bacterial to your portfolios can decrease your overall portfolio volatility.