Embracer Group Ab Stock Market Value
| THQQF Stock | USD 12.35 0.39 3.26% |
| Symbol | Embracer |
Embracer Group '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 Embracer Group's pink sheet 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 Embracer Group.
| 01/31/2025 |
| 03/02/2025 |
If you would invest 0.00 in Embracer Group on January 31, 2025 and sell it all today you would earn a total of 0.00 from holding Embracer Group AB or generate 0.0% return on investment in Embracer Group over 30 days. Embracer Group is related to or competes with Square Enix, Capcom Co, CD Projekt, Sega Sammy, Square Enix, NEXON Co, and Konami Holdings. Embracer Group AB , together with its subsidiaries, develops and publishes PC, console, mobile, VR, and board games for ... More
Embracer Group 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 Embracer Group's pink sheet 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 Embracer Group AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 36.35 | |||
| Information Ratio | 0.1056 | |||
| Maximum Drawdown | 1070.6 | |||
| Value At Risk | (10.75) | |||
| Potential Upside | 6.1 |
Embracer Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Embracer Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Embracer Group's standard deviation. In reality, there are many statistical measures that can use Embracer Group historical prices to predict the future Embracer Group's volatility.| Risk Adjusted Performance | 0.0876 | |||
| Jensen Alpha | 14.04 | |||
| Total Risk Alpha | 17.65 | |||
| Sortino Ratio | 0.3753 | |||
| Treynor Ratio | 0.7414 |
Embracer Group AB Backtested Returns
Embracer Group is out of control given 3 months investment horizon. Embracer Group AB secures Sharpe Ratio (or Efficiency) of 0.1, which denotes the company had a 0.1 % return per unit of standard deviation over the last 3 months. We were able to break down and collect data for twenty-eight different technical indicators, which can help you to evaluate if expected returns of 13.41% are justified by taking the suggested risk. Use Embracer Group Mean Deviation of 32.34, semi deviation of 14.65, and Downside Deviation of 36.35 to evaluate company specific risk that cannot be diversified away. Embracer Group holds a performance score of 8 on a scale of zero to a hundred. The firm shows a Beta (market volatility) of 18.37, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Embracer Group will likely underperform. Use Embracer Group value at risk, and the relationship between the jensen alpha and skewness , to analyze future returns on Embracer Group.
Auto-correlation | -0.99 |
Near perfect reversele predictability
Embracer Group AB has near perfect reversele predictability. Overlapping area represents the amount of predictability between Embracer Group time series from 31st of January 2025 to 15th of February 2025 and 15th of February 2025 to 2nd 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 Embracer Group AB price movement. The serial correlation of -0.99 indicates that 99.0% of current Embracer Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.99 | |
| Spearman Rank Test | 0.45 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Embracer Group AB lagged returns against current returns
Autocorrelation, which is Embracer Group pink sheet'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 Embracer Group's pink sheet expected returns. We can calculate the autocorrelation of Embracer Group returns to help us make a trade decision. For example, suppose you find that Embracer Group has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
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Embracer Group 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 Embracer Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Embracer Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Embracer Group pink sheet over time.
Current vs Lagged Prices |
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Embracer Group Lagged Returns
When evaluating Embracer Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Embracer Group pink sheet have on its future price. Embracer Group 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, Embracer Group autocorrelation shows the relationship between Embracer Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Embracer Group AB.
Regressed Prices |
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Currently Active Assets on Macroaxis
Other Information on Investing in Embracer Pink Sheet
Embracer Group financial ratios help investors to determine whether Embracer Pink Sheet 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 Embracer with respect to the benefits of owning Embracer Group security.