Wallenstam (Sweden) Market Value

WALL-B Stock  SEK 43.36  1.08  2.55%   
Wallenstam's market value is the price at which a share of Wallenstam trades on a public exchange. It measures the collective expectations of Wallenstam AB investors about its performance. Wallenstam is trading at 43.36 as of the 17th of March 2025, a 2.55% up since the beginning of the trading day. The stock's open price was 42.28.
With this module, you can estimate the performance of a buy and hold strategy of Wallenstam AB and determine expected loss or profit from investing in Wallenstam over a given investment horizon. Check out Wallenstam Correlation, Wallenstam Volatility and Wallenstam Alpha and Beta module to complement your research on Wallenstam.
Symbol

Please note, there is a significant difference between Wallenstam's value and its price as these two are different measures arrived at by different means. Investors typically determine if Wallenstam is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Wallenstam'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.

Wallenstam '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 Wallenstam'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 Wallenstam.
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 Wallenstam on December 17, 2024 and sell it all today you would earn a total of 0.00 from holding Wallenstam AB or generate 0.0% return on investment in Wallenstam over 90 days. Wallenstam is related to or competes with Fabege AB, Fastighets, Hufvudstaden, Castellum, and Wihlborgs Fastigheter. Wallenstam AB develops, builds, buys, sells, and manages residential and commercial properties for people and businesses... More

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

Wallenstam Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Wallenstam's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wallenstam's standard deviation. In reality, there are many statistical measures that can use Wallenstam historical prices to predict the future Wallenstam's volatility.
Hype
Prediction
LowEstimatedHigh
41.6643.3645.06
Details
Intrinsic
Valuation
LowRealHigh
43.1044.8046.50
Details
Naive
Forecast
LowNextHigh
41.6143.3145.01
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
40.1044.2248.35
Details

Wallenstam AB Backtested Returns

Wallenstam AB shows Sharpe Ratio of -0.088, which attests that the company had a -0.088 % return per unit of risk over the last 3 months. Wallenstam AB exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Wallenstam's Mean Deviation of 1.34, standard deviation of 1.66, and Market Risk Adjusted Performance of (0.70) to validate the risk estimate we provide. The firm maintains a market beta of 0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Wallenstam's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wallenstam is expected to be smaller as well. At this point, Wallenstam AB has a negative expected return of -0.15%. Please make sure to check out Wallenstam's treynor ratio, value at risk, skewness, as well as the relationship between the maximum drawdown and potential upside , to decide if Wallenstam AB performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.16  

Insignificant reverse predictability

Wallenstam AB has insignificant reverse predictability. Overlapping area represents the amount of predictability between Wallenstam 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 Wallenstam AB price movement. The serial correlation of -0.16 indicates that over 16.0% of current Wallenstam price fluctuation can be explain by its past prices.
Correlation Coefficient-0.16
Spearman Rank Test0.0
Residual Average0.0
Price Variance4.35

Wallenstam AB lagged returns against current returns

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

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

Wallenstam Lagged Returns

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

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.
Explore Investing Ideas  

Other Information on Investing in Wallenstam Stock

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