Dios Fastigheter (Sweden) Market Value
| DIOS Stock | SEK 78.95 2.10 2.73% |
| Symbol | Dios |
Dios Fastigheter '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 Dios Fastigheter'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 Dios Fastigheter.
| 10/29/2024 |
| 11/28/2024 |
If you would invest 0.00 in Dios Fastigheter on October 29, 2024 and sell it all today you would earn a total of 0.00 from holding Dios Fastigheter AB or generate 0.0% return on investment in Dios Fastigheter over 30 days. Dios Fastigheter is related to or competes with Castellum, Fastighets, Hufvudstaden, and Wallenstam. Dis Fastigheter AB develops, owns, and rents commercial and residential properties in Sweden More
Dios Fastigheter 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 Dios Fastigheter'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 Dios Fastigheter AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 7.38 | |||
| Value At Risk | (2.72) | |||
| Potential Upside | 2.7 |
Dios Fastigheter Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Dios Fastigheter's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Dios Fastigheter's standard deviation. In reality, there are many statistical measures that can use Dios Fastigheter historical prices to predict the future Dios Fastigheter's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.21) | |||
| Total Risk Alpha | (0.42) | |||
| Treynor Ratio | (0.78) |
Dios Fastigheter Backtested Returns
Dios Fastigheter secures Sharpe Ratio (or Efficiency) of -0.0925, which denotes the company had a -0.0925% return per unit of risk over the last 3 months. Dios Fastigheter AB exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Dios Fastigheter's Mean Deviation of 1.19, variance of 2.41, and Standard Deviation of 1.55 to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.24, which means not very significant fluctuations relative to the market. As returns on the market increase, Dios Fastigheter's returns are expected to increase less than the market. However, during the bear market, the loss of holding Dios Fastigheter is expected to be smaller as well. At this point, Dios Fastigheter has a negative expected return of -0.14%. Please make sure to confirm Dios Fastigheter's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Dios Fastigheter performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.55 |
Modest predictability
Dios Fastigheter AB has modest predictability. Overlapping area represents the amount of predictability between Dios Fastigheter time series from 29th of October 2024 to 13th of November 2024 and 13th of November 2024 to 28th of November 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 Dios Fastigheter price movement. The serial correlation of 0.55 indicates that about 55.0% of current Dios Fastigheter price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.55 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 1.75 |
Dios Fastigheter lagged returns against current returns
Autocorrelation, which is Dios Fastigheter 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 Dios Fastigheter's stock expected returns. We can calculate the autocorrelation of Dios Fastigheter returns to help us make a trade decision. For example, suppose you find that Dios Fastigheter 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 |
Dios Fastigheter 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 Dios Fastigheter stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Dios Fastigheter stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Dios Fastigheter stock over time.
Current vs Lagged Prices |
| Timeline |
Dios Fastigheter Lagged Returns
When evaluating Dios Fastigheter's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Dios Fastigheter stock have on its future price. Dios Fastigheter 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, Dios Fastigheter autocorrelation shows the relationship between Dios Fastigheter stock current value and its past values and can show if there is a momentum factor associated with investing in Dios Fastigheter AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Dios Stock Analysis
When running Dios Fastigheter's price analysis, check to measure Dios Fastigheter'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 Dios Fastigheter is operating at the current time. Most of Dios Fastigheter's value examination focuses on studying past and present price action to predict the probability of Dios Fastigheter's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Dios Fastigheter's price. Additionally, you may evaluate how the addition of Dios Fastigheter to your portfolios can decrease your overall portfolio volatility.