Instalco Intressenter (Sweden) Market Value
| INSTAL Stock | SEK 34.36 0.06 0.17% |
| Symbol | Instalco |
Instalco Intressenter '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 Instalco Intressenter'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 Instalco Intressenter.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Instalco Intressenter on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Instalco Intressenter AB or generate 0.0% return on investment in Instalco Intressenter over 90 days. Instalco Intressenter is related to or competes with Lifco AB, Sdiptech, Vitec Software, Addtech AB, and AddLife AB. Instalco AB provides installation services in the heating and plumbing, electrical, ventilation, cooling, and industrial... More
Instalco Intressenter 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 Instalco Intressenter'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 Instalco Intressenter AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.85 | |||
| Information Ratio | 0.0608 | |||
| Maximum Drawdown | 17.11 | |||
| Value At Risk | (4.29) | |||
| Potential Upside | 4.49 |
Instalco Intressenter Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Instalco Intressenter's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Instalco Intressenter's standard deviation. In reality, there are many statistical measures that can use Instalco Intressenter historical prices to predict the future Instalco Intressenter's volatility.| Risk Adjusted Performance | 0.0355 | |||
| Jensen Alpha | 0.0861 | |||
| Total Risk Alpha | 0.3791 | |||
| Sortino Ratio | 0.061 | |||
| Treynor Ratio | 2.38 |
Instalco Intressenter Backtested Returns
At this point, Instalco Intressenter is very steady. Instalco Intressenter holds Efficiency (Sharpe) Ratio of 0.0644, which attests that the entity had a 0.0644 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Instalco Intressenter, which you can use to evaluate the volatility of the firm. Please check out Instalco Intressenter's Risk Adjusted Performance of 0.0355, market risk adjusted performance of 2.39, and Downside Deviation of 2.85 to validate if the risk estimate we provide is consistent with the expected return of 0.19%. Instalco Intressenter has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of 0.0348, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Instalco Intressenter's returns are expected to increase less than the market. However, during the bear market, the loss of holding Instalco Intressenter is expected to be smaller as well. Instalco Intressenter right now retains a risk of 2.92%. Please check out Instalco Intressenter semi variance, and the relationship between the maximum drawdown and accumulation distribution , to decide if Instalco Intressenter will be following its current trending patterns.
Auto-correlation | -0.55 |
Good reverse predictability
Instalco Intressenter AB has good reverse predictability. Overlapping area represents the amount of predictability between Instalco Intressenter time series from 19th of December 2024 to 2nd of February 2025 and 2nd of February 2025 to 19th 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 Instalco Intressenter price movement. The serial correlation of -0.55 indicates that about 55.0% of current Instalco Intressenter price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.55 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 1.95 |
Instalco Intressenter lagged returns against current returns
Autocorrelation, which is Instalco Intressenter 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 Instalco Intressenter's stock expected returns. We can calculate the autocorrelation of Instalco Intressenter returns to help us make a trade decision. For example, suppose you find that Instalco Intressenter 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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Instalco Intressenter 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 Instalco Intressenter stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Instalco Intressenter stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Instalco Intressenter stock over time.
Current vs Lagged Prices |
| Timeline |
Instalco Intressenter Lagged Returns
When evaluating Instalco Intressenter's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Instalco Intressenter stock have on its future price. Instalco Intressenter 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, Instalco Intressenter autocorrelation shows the relationship between Instalco Intressenter stock current value and its past values and can show if there is a momentum factor associated with investing in Instalco Intressenter AB.
Regressed Prices |
| Timeline |
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Other Information on Investing in Instalco Stock
Instalco Intressenter financial ratios help investors to determine whether Instalco Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Instalco with respect to the benefits of owning Instalco Intressenter security.