SBB-D (Sweden) Market Value

SBB-D Stock   5.37  0.28  4.96%   
SBB-D's market value is the price at which a share of SBB-D trades on a public exchange. It measures the collective expectations of Samhaellsbyggnadsbolaget i Norden investors about its performance. SBB-D is selling for under 5.37 as of the 14th of December 2024; that is 4.96 percent decrease since the beginning of the trading day. The stock's lowest day price was 5.37.
With this module, you can estimate the performance of a buy and hold strategy of Samhaellsbyggnadsbolaget i Norden and determine expected loss or profit from investing in SBB-D over a given investment horizon. Check out SBB-D Correlation, SBB-D Volatility and SBB-D Alpha and Beta module to complement your research on SBB-D.
Symbol

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

SBB-D '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 SBB-D'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 SBB-D.
0.00
06/17/2024
No Change 0.00  0.0 
In 5 months and 30 days
12/14/2024
0.00
If you would invest  0.00  in SBB-D on June 17, 2024 and sell it all today you would earn a total of 0.00 from holding Samhaellsbyggnadsbolaget i Norden or generate 0.0% return on investment in SBB-D over 180 days. SBB-D is related to or competes with ALM Equity, Fastighets, KABE Group, IAR Systems, Mekonomen, Norva24 Group, and Clinical Laserthermia. More

SBB-D 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 SBB-D'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 Samhaellsbyggnadsbolaget i Norden upside and downside potential and time the market with a certain degree of confidence.

SBB-D Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for SBB-D's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as SBB-D's standard deviation. In reality, there are many statistical measures that can use SBB-D historical prices to predict the future SBB-D's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of SBB-D's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Hype
Prediction
LowEstimatedHigh
0.275.3710.47
Details
Intrinsic
Valuation
LowRealHigh
0.065.1610.26
Details
Naive
Forecast
LowNextHigh
0.14.819.91
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
4.725.816.89
Details

Samhaellsbyggnadsbol Backtested Returns

Samhaellsbyggnadsbol owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.13, which indicates the firm had a -0.13% return per unit of risk over the last 3 months. Samhaellsbyggnadsbolaget i Norden exposes twenty-three different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate SBB-D's Variance of 26.14, risk adjusted performance of (0.09), and Coefficient Of Variation of (714.45) to confirm the risk estimate we provide. The entity has a beta of -1.05, which indicates a somewhat significant risk relative to the market. As the market becomes more bullish, returns on owning SBB-D are expected to decrease slowly. On the other hand, during market turmoil, SBB-D is expected to outperform it slightly. At this point, Samhaellsbyggnadsbol has a negative expected return of -0.67%. Please make sure to validate SBB-D's value at risk, skewness, and the relationship between the maximum drawdown and potential upside , to decide if Samhaellsbyggnadsbol performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.75  

Almost perfect reverse predictability

Samhaellsbyggnadsbolaget i Norden has almost perfect reverse predictability. Overlapping area represents the amount of predictability between SBB-D time series from 17th of June 2024 to 15th of September 2024 and 15th of September 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 Samhaellsbyggnadsbol price movement. The serial correlation of -0.75 indicates that around 75.0% of current SBB-D price fluctuation can be explain by its past prices.
Correlation Coefficient-0.75
Spearman Rank Test-0.68
Residual Average0.0
Price Variance3.76

Samhaellsbyggnadsbol lagged returns against current returns

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

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

SBB-D Lagged Returns

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

Thematic Opportunities

Explore Investment Opportunities

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Additional Tools for SBB-D Stock Analysis

When running SBB-D's price analysis, check to measure SBB-D'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 SBB-D is operating at the current time. Most of SBB-D's value examination focuses on studying past and present price action to predict the probability of SBB-D's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move SBB-D's price. Additionally, you may evaluate how the addition of SBB-D to your portfolios can decrease your overall portfolio volatility.