Micro Systemation (Sweden) Market Value
| MSAB-B Stock | SEK 52.60 2.00 3.95% |
| Symbol | Micro |
Micro Systemation '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 Micro Systemation'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 Micro Systemation.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Micro Systemation on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Micro Systemation AB or generate 0.0% return on investment in Micro Systemation over 90 days. Micro Systemation is related to or competes with Novotek AB, FormPipe Software, Softronic, Prevas AB, and Enea AB. Micro Systemation AB provides forensic technology for mobile device examination worldwide More
Micro Systemation 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 Micro Systemation'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 Micro Systemation AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.05 | |||
| Information Ratio | 0.0651 | |||
| Maximum Drawdown | 11.3 | |||
| Value At Risk | (3.23) | |||
| Potential Upside | 4.08 |
Micro Systemation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Micro Systemation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Micro Systemation's standard deviation. In reality, there are many statistical measures that can use Micro Systemation historical prices to predict the future Micro Systemation's volatility.| Risk Adjusted Performance | 0.0312 | |||
| Jensen Alpha | 0.0539 | |||
| Total Risk Alpha | 0.2829 | |||
| Sortino Ratio | 0.0704 | |||
| Treynor Ratio | 9.71 |
Micro Systemation Backtested Returns
At this point, Micro Systemation is very steady. Micro Systemation has Sharpe Ratio of 0.0795, which conveys that the firm had a 0.0795 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Micro Systemation, which you can use to evaluate the volatility of the firm. Please verify Micro Systemation's Mean Deviation of 1.69, downside deviation of 2.05, and Risk Adjusted Performance of 0.0312 to check out if the risk estimate we provide is consistent with the expected return of 0.18%. Micro Systemation has a performance score of 6 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.0055, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Micro Systemation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Micro Systemation is expected to be smaller as well. Micro Systemation right now secures a risk of 2.31%. Please verify Micro Systemation AB semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to decide if Micro Systemation AB will be following its current price movements.
Auto-correlation | -0.67 |
Very good reverse predictability
Micro Systemation AB has very good reverse predictability. Overlapping area represents the amount of predictability between Micro Systemation 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 Micro Systemation price movement. The serial correlation of -0.67 indicates that around 67.0% of current Micro Systemation price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.35 | |
| Residual Average | 0.0 | |
| Price Variance | 4.29 |
Micro Systemation lagged returns against current returns
Autocorrelation, which is Micro Systemation 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 Micro Systemation's stock expected returns. We can calculate the autocorrelation of Micro Systemation returns to help us make a trade decision. For example, suppose you find that Micro Systemation 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 |
Micro Systemation 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 Micro Systemation stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Micro Systemation stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Micro Systemation stock over time.
Current vs Lagged Prices |
| Timeline |
Micro Systemation Lagged Returns
When evaluating Micro Systemation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Micro Systemation stock have on its future price. Micro Systemation 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, Micro Systemation autocorrelation shows the relationship between Micro Systemation stock current value and its past values and can show if there is a momentum factor associated with investing in Micro Systemation AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Micro Stock
Micro Systemation financial ratios help investors to determine whether Micro 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 Micro with respect to the benefits of owning Micro Systemation security.