Ratos AB (Sweden) Market Value
| RATO-B Stock | SEK 35.40 0.22 0.62% |
| Symbol | Ratos |
Ratos AB '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 Ratos AB'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 Ratos AB.
| 12/19/2024 |
| 03/19/2025 |
If you would invest 0.00 in Ratos AB on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Ratos AB or generate 0.0% return on investment in Ratos AB over 90 days. Ratos AB is related to or competes with Kinnevik Investment, L E, Investment, Industrivarden, and Tele2 AB. Ratos AB is a private equity firm specializing in buyouts, turnarounds, add on acquisitions, and middle market transacti... More
Ratos AB 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 Ratos AB'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 Ratos AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.67 | |||
| Information Ratio | 0.1268 | |||
| Maximum Drawdown | 11.95 | |||
| Value At Risk | (2.43) | |||
| Potential Upside | 2.16 |
Ratos AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ratos AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ratos AB's standard deviation. In reality, there are many statistical measures that can use Ratos AB historical prices to predict the future Ratos AB's volatility.| Risk Adjusted Performance | 0.075 | |||
| Jensen Alpha | 0.1756 | |||
| Total Risk Alpha | 0.3061 | |||
| Sortino Ratio | 0.131 | |||
| Treynor Ratio | 0.242 |
Ratos AB Backtested Returns
Ratos AB appears to be very steady, given 3 months investment horizon. Ratos AB maintains Sharpe Ratio (i.e., Efficiency) of 0.15, which implies the firm had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Ratos AB, which you can use to evaluate the volatility of the company. Please evaluate Ratos AB's Coefficient Of Variation of 1252.44, semi deviation of 1.43, and Risk Adjusted Performance of 0.075 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Ratos AB holds a performance score of 12. The company holds a Beta of 0.53, which implies possible diversification benefits within a given portfolio. As returns on the market increase, Ratos AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ratos AB is expected to be smaller as well. Please check Ratos AB's treynor ratio, value at risk, downside variance, as well as the relationship between the maximum drawdown and potential upside , to make a quick decision on whether Ratos AB's historical price patterns will revert.
Auto-correlation | 0.26 |
Poor predictability
Ratos AB has poor predictability. Overlapping area represents the amount of predictability between Ratos AB 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 Ratos AB price movement. The serial correlation of 0.26 indicates that nearly 26.0% of current Ratos AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.26 | |
| Spearman Rank Test | 0.42 | |
| Residual Average | 0.0 | |
| Price Variance | 2.27 |
Ratos AB lagged returns against current returns
Autocorrelation, which is Ratos AB 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 Ratos AB's stock expected returns. We can calculate the autocorrelation of Ratos AB returns to help us make a trade decision. For example, suppose you find that Ratos AB 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 |
Ratos AB 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 Ratos AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ratos AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ratos AB stock over time.
Current vs Lagged Prices |
| Timeline |
Ratos AB Lagged Returns
When evaluating Ratos AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ratos AB stock have on its future price. Ratos AB 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, Ratos AB autocorrelation shows the relationship between Ratos AB stock current value and its past values and can show if there is a momentum factor associated with investing in Ratos AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Ratos Stock
Ratos AB financial ratios help investors to determine whether Ratos 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 Ratos with respect to the benefits of owning Ratos AB security.