KlaraBo Sverige (Sweden) Market Value
| KLARA-B Stock | 16.14 0.46 2.77% |
| Symbol | KlaraBo |
KlaraBo Sverige '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 KlaraBo Sverige'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 KlaraBo Sverige.
| 12/21/2024 |
| 02/19/2025 |
If you would invest 0.00 in KlaraBo Sverige on December 21, 2024 and sell it all today you would earn a total of 0.00 from holding KlaraBo Sverige AB or generate 0.0% return on investment in KlaraBo Sverige over 60 days. KlaraBo Sverige is related to or competes with AB Sagax, AB Sagax, AB Sagax, Fastighets, SBB-D, Wihlborgs Fastigheter, and Corem Property. More
KlaraBo Sverige 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 KlaraBo Sverige'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 KlaraBo Sverige AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.29) | |||
| Maximum Drawdown | 6.14 | |||
| Value At Risk | (3.42) | |||
| Potential Upside | 2.47 |
KlaraBo Sverige Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for KlaraBo Sverige's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as KlaraBo Sverige's standard deviation. In reality, there are many statistical measures that can use KlaraBo Sverige historical prices to predict the future KlaraBo Sverige's volatility.| Risk Adjusted Performance | (0.19) | |||
| Jensen Alpha | (0.49) | |||
| Total Risk Alpha | (0.52) | |||
| Treynor Ratio | (0.71) |
KlaraBo Sverige AB Backtested Returns
KlaraBo Sverige AB has Sharpe Ratio of -0.19, which conveys that the firm had a -0.19 % return per unit of risk over the last 3 months. KlaraBo Sverige exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify KlaraBo Sverige's Risk Adjusted Performance of (0.19), mean deviation of 1.38, and Standard Deviation of 1.72 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of 0.68, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, KlaraBo Sverige's returns are expected to increase less than the market. However, during the bear market, the loss of holding KlaraBo Sverige is expected to be smaller as well. At this point, KlaraBo Sverige AB has a negative expected return of -0.32%. Please make sure to verify KlaraBo Sverige's potential upside, day median price, and the relationship between the treynor ratio and accumulation distribution , to decide if KlaraBo Sverige AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.15 |
Insignificant predictability
KlaraBo Sverige AB has insignificant predictability. Overlapping area represents the amount of predictability between KlaraBo Sverige time series from 21st of December 2024 to 20th of January 2025 and 20th of January 2025 to 19th 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 KlaraBo Sverige AB price movement. The serial correlation of 0.15 indicates that less than 15.0% of current KlaraBo Sverige price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.15 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
KlaraBo Sverige AB lagged returns against current returns
Autocorrelation, which is KlaraBo Sverige 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 KlaraBo Sverige's stock expected returns. We can calculate the autocorrelation of KlaraBo Sverige returns to help us make a trade decision. For example, suppose you find that KlaraBo Sverige 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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KlaraBo Sverige 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 KlaraBo Sverige stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if KlaraBo Sverige stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in KlaraBo Sverige stock over time.
Current vs Lagged Prices |
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KlaraBo Sverige Lagged Returns
When evaluating KlaraBo Sverige's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of KlaraBo Sverige stock have on its future price. KlaraBo Sverige 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, KlaraBo Sverige autocorrelation shows the relationship between KlaraBo Sverige stock current value and its past values and can show if there is a momentum factor associated with investing in KlaraBo Sverige AB.
Regressed Prices |
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Thematic Opportunities
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Other Information on Investing in KlaraBo Stock
KlaraBo Sverige financial ratios help investors to determine whether KlaraBo 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 KlaraBo with respect to the benefits of owning KlaraBo Sverige security.