Platzer Fastigheter (Sweden) Market Value
| PLAZ-B Stock | SEK 76.00 1.40 1.81% |
| Symbol | Platzer |
Platzer Fastigheter '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 Platzer Fastigheter'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 Platzer Fastigheter.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Platzer Fastigheter on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Platzer Fastigheter Holding or generate 0.0% return on investment in Platzer Fastigheter over 90 days. Platzer Fastigheter is related to or competes with I Tech, Intellego Technologies, Addtech AB, Qleanair Holding, Systemair, Vitec Software, and Viaplay Group. Platzer Fastigheter Holding AB operates as a real estate company in Sweden More
Platzer Fastigheter 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 Platzer Fastigheter'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 Platzer Fastigheter Holding upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 8.7 | |||
| Value At Risk | (2.76) | |||
| Potential Upside | 3.2 |
Platzer Fastigheter Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Platzer Fastigheter's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Platzer Fastigheter's standard deviation. In reality, there are many statistical measures that can use Platzer Fastigheter historical prices to predict the future Platzer Fastigheter's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | 0.0544 | |||
| Treynor Ratio | (0.34) |
Platzer Fastigheter Backtested Returns
Platzer Fastigheter maintains Sharpe Ratio (i.e., Efficiency) of -0.0698, which implies the firm had a -0.0698 % return per unit of risk over the last 3 months. Platzer Fastigheter exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Platzer Fastigheter's Variance of 3.65, coefficient of variation of (1,433), and Risk Adjusted Performance of (0.06) to confirm the risk estimate we provide. The company holds a Beta of 0.42, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Platzer Fastigheter's returns are expected to increase less than the market. However, during the bear market, the loss of holding Platzer Fastigheter is expected to be smaller as well. At this point, Platzer Fastigheter has a negative expected return of -0.13%. Please make sure to check Platzer Fastigheter's standard deviation, jensen alpha, and the relationship between the coefficient of variation and information ratio , to decide if Platzer Fastigheter performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.15 |
Insignificant reverse predictability
Platzer Fastigheter Holding has insignificant reverse predictability. Overlapping area represents the amount of predictability between Platzer Fastigheter time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th 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 Platzer Fastigheter price movement. The serial correlation of -0.15 indicates that less than 15.0% of current Platzer Fastigheter price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.15 | |
| Spearman Rank Test | -0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 20.4 |
Platzer Fastigheter lagged returns against current returns
Autocorrelation, which is Platzer Fastigheter 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 Platzer Fastigheter's stock expected returns. We can calculate the autocorrelation of Platzer Fastigheter returns to help us make a trade decision. For example, suppose you find that Platzer Fastigheter 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 |
Platzer Fastigheter 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 Platzer Fastigheter stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Platzer Fastigheter stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Platzer Fastigheter stock over time.
Current vs Lagged Prices |
| Timeline |
Platzer Fastigheter Lagged Returns
When evaluating Platzer Fastigheter's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Platzer Fastigheter stock have on its future price. Platzer Fastigheter 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, Platzer Fastigheter autocorrelation shows the relationship between Platzer Fastigheter stock current value and its past values and can show if there is a momentum factor associated with investing in Platzer Fastigheter Holding.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Platzer Stock
Platzer Fastigheter financial ratios help investors to determine whether Platzer 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 Platzer with respect to the benefits of owning Platzer Fastigheter security.