SBB-D (Sweden) Market Value
| SBB-D Stock | 6.19 0.41 7.09% |
| Symbol | SBB-D |
SBB-D '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 SBB-D'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 SBB-D.
| 12/16/2024 |
| 03/16/2025 |
If you would invest 0.00 in SBB-D on December 16, 2024 and sell it all today you would earn a total of 0.00 from holding Samhaellsbyggnadsbolaget i Norden or generate 0.0% return on investment in SBB-D over 90 days. SBB-D is related to or competes with SBB-B, Castellum, Cibus Nordic, AB Sagax, and Tele2 AB. More
SBB-D 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 SBB-D'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 Samhaellsbyggnadsbolaget i Norden upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.74 | |||
| Information Ratio | 0.0879 | |||
| Maximum Drawdown | 42.31 | |||
| Value At Risk | (4.11) | |||
| Potential Upside | 6.61 |
SBB-D Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for SBB-D's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SBB-D's standard deviation. In reality, there are many statistical measures that can use SBB-D historical prices to predict the future SBB-D's volatility.| Risk Adjusted Performance | 0.0679 | |||
| Jensen Alpha | 0.3126 | |||
| Total Risk Alpha | 0.9774 | |||
| Sortino Ratio | 0.1199 | |||
| Treynor Ratio | (1.40) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SBB-D's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Samhaellsbyggnadsbol Backtested Returns
SBB-D appears to be moderately volatile, given 3 months investment horizon. Samhaellsbyggnadsbol owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0685, which indicates the firm had a 0.0685 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Samhaellsbyggnadsbolaget i Norden, which you can use to evaluate the volatility of the company. Please review SBB-D's Coefficient Of Variation of 1459.97, semi deviation of 3.24, and Risk Adjusted Performance of 0.0679 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, SBB-D holds a performance score of 5. The entity has a beta of -0.24, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning SBB-D are expected to decrease at a much lower rate. During the bear market, SBB-D is likely to outperform the market. Please check SBB-D's jensen alpha, sortino ratio, maximum drawdown, as well as the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether SBB-D's existing price patterns will revert.
Auto-correlation | -0.9 |
Excellent reverse predictability
Samhaellsbyggnadsbolaget i Norden has excellent reverse predictability. Overlapping area represents the amount of predictability between SBB-D time series from 16th of December 2024 to 30th of January 2025 and 30th of January 2025 to 16th 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 Samhaellsbyggnadsbol price movement. The serial correlation of -0.9 indicates that approximately 90.0% of current SBB-D price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.9 | |
| Spearman Rank Test | -0.88 | |
| Residual Average | 0.0 | |
| Price Variance | 0.71 |
Samhaellsbyggnadsbol lagged returns against current returns
Autocorrelation, which is SBB-D 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 SBB-D's stock expected returns. We can calculate the autocorrelation of SBB-D returns to help us make a trade decision. For example, suppose you find that SBB-D 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 |
SBB-D 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 SBB-D stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if SBB-D stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in SBB-D stock over time.
Current vs Lagged Prices |
| Timeline |
SBB-D Lagged Returns
When evaluating SBB-D's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of SBB-D stock have on its future price. SBB-D 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, SBB-D autocorrelation shows the relationship between SBB-D stock current value and its past values and can show if there is a momentum factor associated with investing in Samhaellsbyggnadsbolaget i Norden.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for SBB-D Stock Analysis
When running SBB-D's price analysis, check to measure SBB-D'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 SBB-D is operating at the current time. Most of SBB-D's value examination focuses on studying past and present price action to predict the probability of SBB-D's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SBB-D's price. Additionally, you may evaluate how the addition of SBB-D to your portfolios can decrease your overall portfolio volatility.