Klaria Pharma (Sweden) Market Value
| KLAR Stock | SEK 0.42 0.03 6.67% |
| Symbol | Klaria |
Klaria Pharma '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 Klaria Pharma'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 Klaria Pharma.
| 06/05/2024 |
| 12/02/2024 |
If you would invest 0.00 in Klaria Pharma on June 5, 2024 and sell it all today you would earn a total of 0.00 from holding Klaria Pharma Holding or generate 0.0% return on investment in Klaria Pharma over 180 days. Klaria Pharma is related to or competes with Kancera AB, Cantargia, and Xintela AB. Klaria Pharma Holding AB develops treatment methods in the therapeutic fields of migraine and pain related to cancer wor... More
Klaria Pharma 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 Klaria Pharma'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 Klaria Pharma Holding upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.35 | |||
| Information Ratio | 0.027 | |||
| Maximum Drawdown | 60.12 | |||
| Value At Risk | (12.73) | |||
| Potential Upside | 14.29 |
Klaria Pharma Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Klaria Pharma's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Klaria Pharma's standard deviation. In reality, there are many statistical measures that can use Klaria Pharma historical prices to predict the future Klaria Pharma's volatility.| Risk Adjusted Performance | 0.0418 | |||
| Jensen Alpha | 0.2242 | |||
| Total Risk Alpha | (1.10) | |||
| Sortino Ratio | 0.0253 | |||
| Treynor Ratio | 0.3316 |
Klaria Pharma Holding Backtested Returns
Klaria Pharma appears to be out of control, given 3 months investment horizon. Klaria Pharma Holding has Sharpe Ratio of 0.0313, which conveys that the firm had a 0.0313% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Klaria Pharma, which you can use to evaluate the volatility of the firm. Please exercise Klaria Pharma's Downside Deviation of 9.35, mean deviation of 5.8, and Risk Adjusted Performance of 0.0418 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Klaria Pharma holds a performance score of 2. The company secures a Beta (Market Risk) of 1.1, which conveys a somewhat significant risk relative to the market. Klaria Pharma returns are very sensitive to returns on the market. As the market goes up or down, Klaria Pharma is expected to follow. Please check Klaria Pharma's downside deviation, information ratio, and the relationship between the semi deviation and coefficient of variation , to make a quick decision on whether Klaria Pharma's current price movements will revert.
Auto-correlation | -0.26 |
Weak reverse predictability
Klaria Pharma Holding has weak reverse predictability. Overlapping area represents the amount of predictability between Klaria Pharma time series from 5th of June 2024 to 3rd of September 2024 and 3rd of September 2024 to 2nd 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 Klaria Pharma Holding price movement. The serial correlation of -0.26 indicates that nearly 26.0% of current Klaria Pharma price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.26 | |
| Spearman Rank Test | -0.22 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Klaria Pharma Holding lagged returns against current returns
Autocorrelation, which is Klaria Pharma 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 Klaria Pharma's stock expected returns. We can calculate the autocorrelation of Klaria Pharma returns to help us make a trade decision. For example, suppose you find that Klaria Pharma 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 |
Klaria Pharma 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 Klaria Pharma stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Klaria Pharma stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Klaria Pharma stock over time.
Current vs Lagged Prices |
| Timeline |
Klaria Pharma Lagged Returns
When evaluating Klaria Pharma's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Klaria Pharma stock have on its future price. Klaria Pharma 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, Klaria Pharma autocorrelation shows the relationship between Klaria Pharma stock current value and its past values and can show if there is a momentum factor associated with investing in Klaria Pharma Holding.
Regressed Prices |
| Timeline |
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Additional Tools for Klaria Stock Analysis
When running Klaria Pharma's price analysis, check to measure Klaria Pharma'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 Klaria Pharma is operating at the current time. Most of Klaria Pharma's value examination focuses on studying past and present price action to predict the probability of Klaria Pharma's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Klaria Pharma's price. Additionally, you may evaluate how the addition of Klaria Pharma to your portfolios can decrease your overall portfolio volatility.