Mavshack Publ (Sweden) Market Value
| MAV Stock | SEK 0.17 0.02 10.53% |
| Symbol | Mavshack |
Mavshack Publ '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 Mavshack Publ'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 Mavshack Publ.
| 01/24/2024 |
| 04/23/2024 |
If you would invest 0.00 in Mavshack Publ on January 24, 2024 and sell it all today you would earn a total of 0.00 from holding Mavshack publ AB or generate 0.0% return on investment in Mavshack Publ over 90 days. Mavshack Publ is related to or competes with Karolinska Development, Oscar Properties, Oncopeptides, and Episurf Medical. Mavshack AB , together with its subsidiaries, engages in the digital entertainment business in Sweden and internationall... More
Mavshack Publ 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 Mavshack Publ'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 Mavshack publ AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 9.86 | |||
| Information Ratio | 0.0472 | |||
| Maximum Drawdown | 97.61 | |||
| Value At Risk | (15.79) | |||
| Potential Upside | 14.58 |
Mavshack Publ Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Mavshack Publ's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Mavshack Publ's standard deviation. In reality, there are many statistical measures that can use Mavshack Publ historical prices to predict the future Mavshack Publ's volatility.| Risk Adjusted Performance | 0.043 | |||
| Jensen Alpha | 0.7852 | |||
| Total Risk Alpha | (0.93) | |||
| Sortino Ratio | 0.0593 | |||
| Treynor Ratio | (0.43) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Mavshack Publ'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.
Mavshack publ AB Backtested Returns
Mavshack Publ appears to be out of control, given 3 months investment horizon. Mavshack publ AB has Sharpe Ratio of 0.049, which conveys that the firm had a 0.049% return per unit of risk over the last 3 months. By analyzing Mavshack Publ's technical indicators, you can evaluate if the expected return of 0.62% is justified by implied risk. Please exercise Mavshack Publ's Mean Deviation of 5.87, risk adjusted performance of 0.043, and Downside Deviation of 9.86 to check out if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Mavshack Publ holds a performance score of 3. The company secures a Beta (Market Risk) of -1.53, which conveys a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Mavshack Publ are expected to decrease by larger amounts. On the other hand, during market turmoil, Mavshack Publ is expected to outperform it. Please check Mavshack Publ's potential upside and the relationship between the skewness and period momentum indicator , to make a quick decision on whether Mavshack Publ's current price movements will revert.
Auto-correlation | -0.75 |
Almost perfect reverse predictability
Mavshack publ AB has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Mavshack Publ time series from 24th of January 2024 to 9th of March 2024 and 9th of March 2024 to 23rd of April 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 Mavshack publ AB price movement. The serial correlation of -0.75 indicates that around 75.0% of current Mavshack Publ price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.75 | |
| Spearman Rank Test | -0.79 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Mavshack publ AB lagged returns against current returns
Autocorrelation, which is Mavshack Publ 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 Mavshack Publ's stock expected returns. We can calculate the autocorrelation of Mavshack Publ returns to help us make a trade decision. For example, suppose you find that Mavshack Publ 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 |
Mavshack Publ 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 Mavshack Publ stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Mavshack Publ stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Mavshack Publ stock over time.
Current vs Lagged Prices |
| Timeline |
Mavshack Publ Lagged Returns
When evaluating Mavshack Publ's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Mavshack Publ stock have on its future price. Mavshack Publ 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, Mavshack Publ autocorrelation shows the relationship between Mavshack Publ stock current value and its past values and can show if there is a momentum factor associated with investing in Mavshack publ AB.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Mavshack Publ in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Mavshack Publ's short interest history, or implied volatility extrapolated from Mavshack Publ options trading.
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Complementary Tools for Mavshack Stock analysis
When running Mavshack Publ's price analysis, check to measure Mavshack Publ'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 Mavshack Publ is operating at the current time. Most of Mavshack Publ's value examination focuses on studying past and present price action to predict the probability of Mavshack Publ's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Mavshack Publ's price. Additionally, you may evaluate how the addition of Mavshack Publ to your portfolios can decrease your overall portfolio volatility.
| Equity Forecasting Use basic forecasting models to generate price predictions and determine price momentum | |
| Headlines Timeline Stay connected to all market stories and filter out noise. Drill down to analyze hype elasticity | |
| Risk-Return Analysis View associations between returns expected from investment and the risk you assume | |
| Transaction History View history of all your transactions and understand their impact on performance | |
| Economic Indicators Top statistical indicators that provide insights into how an economy is performing |
Mavshack Publ technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.