Kinnevik Investment (Sweden) Market Value
| KINV-B Stock | SEK 88.38 0.32 0.36% |
| Symbol | Kinnevik |
Kinnevik 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 Kinnevik 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 Kinnevik Investment.
| 11/29/2024 |
| 02/27/2025 |
If you would invest 0.00 in Kinnevik Investment on November 29, 2024 and sell it all today you would earn a total of 0.00 from holding Kinnevik Investment AB or generate 0.0% return on investment in Kinnevik Investment over 90 days. Kinnevik Investment is related to or competes with Investor, Investment, Industrivarden, Tele2 AB, and Boliden AB. Kinnevik AB formerly known as Investment AB Kinnevik, is a venture capital firm specializing in investments in growth ca... More
Kinnevik 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 Kinnevik 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 Kinnevik Investment AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.53 | |||
| Information Ratio | 0.132 | |||
| Maximum Drawdown | 10.5 | |||
| Value At Risk | (2.07) | |||
| Potential Upside | 4.01 |
Kinnevik Investment Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Kinnevik Investment's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Kinnevik Investment's standard deviation. In reality, there are many statistical measures that can use Kinnevik Investment historical prices to predict the future Kinnevik Investment's volatility.| Risk Adjusted Performance | 0.1046 | |||
| Jensen Alpha | 0.2475 | |||
| Total Risk Alpha | 0.2615 | |||
| Sortino Ratio | 0.1647 | |||
| Treynor Ratio | 0.5806 |
Kinnevik Investment Backtested Returns
Kinnevik Investment appears to be very steady, given 3 months investment horizon. Kinnevik Investment has Sharpe Ratio of 0.14, which conveys that the firm had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Kinnevik Investment, which you can use to evaluate the volatility of the firm. Please exercise Kinnevik Investment's Mean Deviation of 1.3, downside deviation of 1.53, and Risk Adjusted Performance of 0.1046 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Kinnevik Investment holds a performance score of 11. The company secures a Beta (Market Risk) of 0.42, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Kinnevik Investment's returns are expected to increase less than the market. However, during the bear market, the loss of holding Kinnevik Investment is expected to be smaller as well. Please check Kinnevik Investment's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Kinnevik Investment's current price movements will revert.
Auto-correlation | -0.21 |
Weak reverse predictability
Kinnevik Investment AB has weak reverse predictability. Overlapping area represents the amount of predictability between Kinnevik Investment time series from 29th of November 2024 to 13th of January 2025 and 13th of January 2025 to 27th of February 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 Kinnevik Investment price movement. The serial correlation of -0.21 indicates that over 21.0% of current Kinnevik Investment price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 28.23 |
Kinnevik Investment lagged returns against current returns
Autocorrelation, which is Kinnevik 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 Kinnevik Investment's stock expected returns. We can calculate the autocorrelation of Kinnevik Investment returns to help us make a trade decision. For example, suppose you find that Kinnevik 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 |
Kinnevik 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 Kinnevik Investment stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Kinnevik Investment stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Kinnevik Investment stock over time.
Current vs Lagged Prices |
| Timeline |
Kinnevik Investment Lagged Returns
When evaluating Kinnevik Investment's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Kinnevik Investment stock have on its future price. Kinnevik 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, Kinnevik Investment autocorrelation shows the relationship between Kinnevik Investment stock current value and its past values and can show if there is a momentum factor associated with investing in Kinnevik Investment AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Kinnevik Stock
Kinnevik Investment financial ratios help investors to determine whether Kinnevik 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 Kinnevik with respect to the benefits of owning Kinnevik Investment security.