Ratos AB (Sweden) Market Value
| RATO-B Stock | SEK 31.80 0.28 0.87% |
| Symbol | Ratos |
Ratos AB '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 Ratos AB'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 Ratos AB.
| 12/20/2023 |
| 12/14/2024 |
If you would invest 0.00 in Ratos AB on December 20, 2023 and sell it all today you would earn a total of 0.00 from holding Ratos AB or generate 0.0% return on investment in Ratos AB over 360 days. Ratos AB is related to or competes with Kinnevik Investment, L E, Investment, Industrivarden, and Tele2 AB. Ratos AB is a private equity firm specializing in buyouts, turnarounds, add on acquisitions, and middle market transacti... More
Ratos AB 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 Ratos AB'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 Ratos AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 5.43 | |||
| Value At Risk | (2.46) | |||
| Potential Upside | 1.86 |
Ratos AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Ratos AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Ratos AB's standard deviation. In reality, there are many statistical measures that can use Ratos AB historical prices to predict the future Ratos AB's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.14) | |||
| Total Risk Alpha | (0.29) | |||
| Treynor Ratio | (0.59) |
Ratos AB Backtested Returns
Ratos AB maintains Sharpe Ratio (i.e., Efficiency) of -0.083, which implies the firm had a -0.083% return per unit of risk over the last 3 months. Ratos AB exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check Ratos AB's Variance of 1.81, risk adjusted performance of (0.05), and Coefficient Of Variation of (1,223) to confirm the risk estimate we provide. The company holds a Beta of 0.2, which implies not very significant fluctuations relative to the market. As returns on the market increase, Ratos AB's returns are expected to increase less than the market. However, during the bear market, the loss of holding Ratos AB is expected to be smaller as well. At this point, Ratos AB has a negative expected return of -0.11%. Please make sure to check Ratos AB's kurtosis, daily balance of power, and the relationship between the skewness and accumulation distribution , to decide if Ratos AB performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.37 |
Poor reverse predictability
Ratos AB has poor reverse predictability. Overlapping area represents the amount of predictability between Ratos AB time series from 20th of December 2023 to 17th of June 2024 and 17th of June 2024 to 14th 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 Ratos AB price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Ratos AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | -0.39 | |
| Residual Average | 0.0 | |
| Price Variance | 3.07 |
Ratos AB lagged returns against current returns
Autocorrelation, which is Ratos AB 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 Ratos AB's stock expected returns. We can calculate the autocorrelation of Ratos AB returns to help us make a trade decision. For example, suppose you find that Ratos AB 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 |
Ratos AB 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 Ratos AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Ratos AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Ratos AB stock over time.
Current vs Lagged Prices |
| Timeline |
Ratos AB Lagged Returns
When evaluating Ratos AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Ratos AB stock have on its future price. Ratos AB 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, Ratos AB autocorrelation shows the relationship between Ratos AB stock current value and its past values and can show if there is a momentum factor associated with investing in Ratos AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in Ratos Stock
Ratos AB financial ratios help investors to determine whether Ratos 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 Ratos with respect to the benefits of owning Ratos AB security.