Sweco AB (Sweden) Market Value

SWEC-B Stock  SEK 189.40  4.40  2.38%   
Sweco AB's market value is the price at which a share of Sweco AB trades on a public exchange. It measures the collective expectations of Sweco AB investors about its performance. Sweco AB is trading at 189.40 as of the 17th of March 2025, a 2.38% up since the beginning of the trading day. The stock's open price was 185.0.
With this module, you can estimate the performance of a buy and hold strategy of Sweco AB and determine expected loss or profit from investing in Sweco AB over a given investment horizon. Check out Sweco AB Correlation, Sweco AB Volatility and Sweco AB Alpha and Beta module to complement your research on Sweco AB.
Symbol

Please note, there is a significant difference between Sweco AB's value and its price as these two are different measures arrived at by different means. Investors typically determine if Sweco AB is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Sweco AB's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Sweco 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 Sweco 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 Sweco AB.
0.00
12/17/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/17/2025
0.00
If you would invest  0.00  in Sweco AB on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Sweco AB or generate 0.0% return on investment in Sweco AB over 90 days. Sweco AB is related to or competes with Indutrade, Beijer Ref, Addtech AB, NIBE Industrier, and Trelleborg. Sweco AB provides consulting services in engineering, environmental technology, and architecture fields worldwide More

Sweco 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 Sweco 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 Sweco AB upside and downside potential and time the market with a certain degree of confidence.

Sweco AB Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Sweco AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Sweco AB's standard deviation. In reality, there are many statistical measures that can use Sweco AB historical prices to predict the future Sweco AB's volatility.
Hype
Prediction
LowEstimatedHigh
187.50189.40191.30
Details
Intrinsic
Valuation
LowRealHigh
170.46215.59217.49
Details
Naive
Forecast
LowNextHigh
188.28190.18192.08
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
182.80187.57192.34
Details

Sweco AB Backtested Returns

At this point, Sweco AB is very steady. Sweco AB owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0943, which indicates the firm had a 0.0943 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Sweco AB, which you can use to evaluate the volatility of the company. Please validate Sweco AB's Coefficient Of Variation of 1132.75, semi deviation of 1.45, and Risk Adjusted Performance of 0.0821 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Sweco AB has a performance score of 7 on a scale of 0 to 100. The entity has a beta of 0.54, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Sweco AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Sweco AB is expected to be smaller as well. Sweco AB right now has a risk of 1.9%. Please validate Sweco AB standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if Sweco AB will be following its existing price patterns.

Auto-correlation

    
  -0.17  

Insignificant reverse predictability

Sweco AB has insignificant reverse predictability. Overlapping area represents the amount of predictability between Sweco AB time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 Sweco AB price movement. The serial correlation of -0.17 indicates that over 17.0% of current Sweco AB price fluctuation can be explain by its past prices.
Correlation Coefficient-0.17
Spearman Rank Test-0.14
Residual Average0.0
Price Variance40.37

Sweco AB lagged returns against current returns

Autocorrelation, which is Sweco 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 Sweco AB's stock expected returns. We can calculate the autocorrelation of Sweco AB returns to help us make a trade decision. For example, suppose you find that Sweco 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  

Sweco 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 Sweco AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Sweco AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Sweco AB stock over time.
   Current vs Lagged Prices   
       Timeline  

Sweco AB Lagged Returns

When evaluating Sweco AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Sweco AB stock have on its future price. Sweco 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, Sweco AB autocorrelation shows the relationship between Sweco AB stock current value and its past values and can show if there is a momentum factor associated with investing in Sweco AB.
   Regressed Prices   
       Timeline  

Thematic Opportunities

Explore Investment Opportunities

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Other Information on Investing in Sweco Stock

Sweco AB financial ratios help investors to determine whether Sweco 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 Sweco with respect to the benefits of owning Sweco AB security.