John Mattson (Sweden) Market Value
| JOMA Stock | 61.60 0.60 0.98% |
| Symbol | John |
John Mattson '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 John Mattson'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 John Mattson.
| 12/17/2023 |
| 12/11/2024 |
If you would invest 0.00 in John Mattson on December 17, 2023 and sell it all today you would earn a total of 0.00 from holding John Mattson Fastighetsforetagen or generate 0.0% return on investment in John Mattson over 360 days. John Mattson is related to or competes with HEBA Fastighets, Platzer Fastigheter, Dios Fastigheter, Atrium Ljungberg, and K Fast. More
John Mattson 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 John Mattson'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 John Mattson Fastighetsforetagen upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 5.98 | |||
| Value At Risk | (1.97) | |||
| Potential Upside | 1.96 |
John Mattson Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for John Mattson's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as John Mattson's standard deviation. In reality, there are many statistical measures that can use John Mattson historical prices to predict the future John Mattson's volatility.| Risk Adjusted Performance | 1.0E-4 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.21) | |||
| Treynor Ratio | (0.11) |
John Mattson Fastigh Backtested Returns
John Mattson Fastigh holds Efficiency (Sharpe) Ratio of -0.01, which attests that the entity had a -0.01% return per unit of risk over the last 3 months. John Mattson Fastigh exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out John Mattson's Risk Adjusted Performance of 1.0E-4, standard deviation of 1.25, and Market Risk Adjusted Performance of (0.1) to validate the risk estimate we provide. The company retains a Market Volatility (i.e., Beta) of 0.16, which attests to not very significant fluctuations relative to the market. As returns on the market increase, John Mattson's returns are expected to increase less than the market. However, during the bear market, the loss of holding John Mattson is expected to be smaller as well. At this point, John Mattson Fastigh has a negative expected return of -0.0123%. Please make sure to check out John Mattson's total risk alpha, maximum drawdown, and the relationship between the jensen alpha and treynor ratio , to decide if John Mattson Fastigh performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.06 |
Very weak reverse predictability
John Mattson Fastighetsforetagen has very weak reverse predictability. Overlapping area represents the amount of predictability between John Mattson time series from 17th of December 2023 to 14th of June 2024 and 14th of June 2024 to 11th 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 John Mattson Fastigh price movement. The serial correlation of -0.06 indicates that barely 6.0% of current John Mattson price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.06 | |
| Spearman Rank Test | 0.23 | |
| Residual Average | 0.0 | |
| Price Variance | 10.36 |
John Mattson Fastigh lagged returns against current returns
Autocorrelation, which is John Mattson 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 John Mattson's stock expected returns. We can calculate the autocorrelation of John Mattson returns to help us make a trade decision. For example, suppose you find that John Mattson 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 |
John Mattson 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 John Mattson stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if John Mattson stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in John Mattson stock over time.
Current vs Lagged Prices |
| Timeline |
John Mattson Lagged Returns
When evaluating John Mattson's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of John Mattson stock have on its future price. John Mattson 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, John Mattson autocorrelation shows the relationship between John Mattson stock current value and its past values and can show if there is a momentum factor associated with investing in John Mattson Fastighetsforetagen.
Regressed Prices |
| Timeline |
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Additional Tools for John Stock Analysis
When running John Mattson's price analysis, check to measure John Mattson'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 John Mattson is operating at the current time. Most of John Mattson's value examination focuses on studying past and present price action to predict the probability of John Mattson's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move John Mattson's price. Additionally, you may evaluate how the addition of John Mattson to your portfolios can decrease your overall portfolio volatility.