Clavister Holding (Sweden) Market Value
| CLAV Stock | SEK 2.02 0.01 0.49% |
| Symbol | Clavister |
Clavister Holding '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 Clavister Holding'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 Clavister Holding.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in Clavister Holding on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Clavister Holding AB or generate 0.0% return on investment in Clavister Holding over 720 days. Clavister Holding is related to or competes with BIMobject, Advenica, Crunchfish, Nexam Chemical, and Enea AB. Clavister Holding AB , together with its subsidiaries, develops, produces, and sells network security solutions in the a... More
Clavister Holding 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 Clavister Holding'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 Clavister Holding AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.5 | |||
| Information Ratio | 0.0714 | |||
| Maximum Drawdown | 20.49 | |||
| Value At Risk | (5.84) | |||
| Potential Upside | 6.33 |
Clavister Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Clavister Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Clavister Holding's standard deviation. In reality, there are many statistical measures that can use Clavister Holding historical prices to predict the future Clavister Holding's volatility.| Risk Adjusted Performance | 0.0797 | |||
| Jensen Alpha | 0.2913 | |||
| Total Risk Alpha | (0.18) | |||
| Sortino Ratio | 0.0847 | |||
| Treynor Ratio | 0.3796 |
Clavister Holding Backtested Returns
Clavister Holding appears to be dangerous, given 3 months investment horizon. Clavister Holding secures Sharpe Ratio (or Efficiency) of 0.1, which signifies that the company had a 0.1% return per unit of standard deviation over the last 3 months. We have found twenty-nine technical indicators for Clavister Holding AB, which you can use to evaluate the volatility of the firm. Please makes use of Clavister Holding's mean deviation of 3.14, and Risk Adjusted Performance of 0.0797 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Clavister Holding holds a performance score of 7. The firm shows a Beta (market volatility) of 1.05, which signifies a somewhat significant risk relative to the market. Clavister Holding returns are very sensitive to returns on the market. As the market goes up or down, Clavister Holding is expected to follow. Please check Clavister Holding's semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to make a quick decision on whether Clavister Holding's price patterns will revert.
Auto-correlation | 0.08 |
Virtually no predictability
Clavister Holding AB has virtually no predictability. Overlapping area represents the amount of predictability between Clavister Holding time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Clavister Holding price movement. The serial correlation of 0.08 indicates that barely 8.0% of current Clavister Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.43 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Clavister Holding lagged returns against current returns
Autocorrelation, which is Clavister Holding 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 Clavister Holding's stock expected returns. We can calculate the autocorrelation of Clavister Holding returns to help us make a trade decision. For example, suppose you find that Clavister Holding 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 |
Clavister Holding 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 Clavister Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Clavister Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Clavister Holding stock over time.
Current vs Lagged Prices |
| Timeline |
Clavister Holding Lagged Returns
When evaluating Clavister Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Clavister Holding stock have on its future price. Clavister Holding 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, Clavister Holding autocorrelation shows the relationship between Clavister Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Clavister Holding AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Clavister Stock Analysis
When running Clavister Holding's price analysis, check to measure Clavister Holding'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 Clavister Holding is operating at the current time. Most of Clavister Holding's value examination focuses on studying past and present price action to predict the probability of Clavister Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Clavister Holding's price. Additionally, you may evaluate how the addition of Clavister Holding to your portfolios can decrease your overall portfolio volatility.