Flexion Mobile (Sweden) Market Value
| FLEXM Stock | SEK 9.76 0.06 0.62% |
| Symbol | Flexion |
Flexion Mobile '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 Flexion Mobile'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 Flexion Mobile.
| 05/11/2022 |
| 04/30/2024 |
If you would invest 0.00 in Flexion Mobile on May 11, 2022 and sell it all today you would earn a total of 0.00 from holding Flexion Mobile PLC or generate 0.0% return on investment in Flexion Mobile over 720 days. Flexion Mobile is related to or competes with Idogen AB, Clean Motion, Artificial Solutions, and Arion Banki. Flexion Mobile Plc operates a distribution platform for third party free-to-play games on the Android market worldwide More
Flexion Mobile 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 Flexion Mobile'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 Flexion Mobile PLC upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.06 | |||
| Information Ratio | 0.0725 | |||
| Maximum Drawdown | 24.92 | |||
| Value At Risk | (4.87) | |||
| Potential Upside | 10.39 |
Flexion Mobile Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Flexion Mobile's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Flexion Mobile's standard deviation. In reality, there are many statistical measures that can use Flexion Mobile historical prices to predict the future Flexion Mobile's volatility.| Risk Adjusted Performance | 0.0663 | |||
| Jensen Alpha | 0.294 | |||
| Total Risk Alpha | (0.16) | |||
| Sortino Ratio | 0.1063 | |||
| Treynor Ratio | 0.2905 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Flexion Mobile'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.
Flexion Mobile PLC Backtested Returns
Flexion Mobile appears to be slightly risky, given 3 months investment horizon. Flexion Mobile PLC secures Sharpe Ratio (or Efficiency) of 0.0672, which denotes the company had a 0.0672% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Flexion Mobile PLC, which you can use to evaluate the volatility of the firm. Please utilize Flexion Mobile's Mean Deviation of 3.24, downside deviation of 3.06, and Coefficient Of Variation of 1081.63 to check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Flexion Mobile holds a performance score of 5. The firm shows a Beta (market volatility) of 1.39, which means a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Flexion Mobile will likely underperform. Please check Flexion Mobile's value at risk, and the relationship between the jensen alpha and skewness , to make a quick decision on whether Flexion Mobile's price patterns will revert.
Auto-correlation | 0.50 |
Modest predictability
Flexion Mobile PLC has modest predictability. Overlapping area represents the amount of predictability between Flexion Mobile time series from 11th of May 2022 to 6th of May 2023 and 6th of May 2023 to 30th 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 Flexion Mobile PLC price movement. The serial correlation of 0.5 indicates that about 50.0% of current Flexion Mobile price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.5 | |
| Spearman Rank Test | 0.4 | |
| Residual Average | 0.0 | |
| Price Variance | 5.68 |
Flexion Mobile PLC lagged returns against current returns
Autocorrelation, which is Flexion Mobile 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 Flexion Mobile's stock expected returns. We can calculate the autocorrelation of Flexion Mobile returns to help us make a trade decision. For example, suppose you find that Flexion Mobile 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 |
Flexion Mobile 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 Flexion Mobile stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Flexion Mobile stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Flexion Mobile stock over time.
Current vs Lagged Prices |
| Timeline |
Flexion Mobile Lagged Returns
When evaluating Flexion Mobile's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Flexion Mobile stock have on its future price. Flexion Mobile 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, Flexion Mobile autocorrelation shows the relationship between Flexion Mobile stock current value and its past values and can show if there is a momentum factor associated with investing in Flexion Mobile PLC.
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 Flexion Mobile 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, Flexion Mobile's short interest history, or implied volatility extrapolated from Flexion Mobile options trading.
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Complementary Tools for Flexion Stock analysis
When running Flexion Mobile's price analysis, check to measure Flexion Mobile'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 Flexion Mobile is operating at the current time. Most of Flexion Mobile's value examination focuses on studying past and present price action to predict the probability of Flexion Mobile's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Flexion Mobile's price. Additionally, you may evaluate how the addition of Flexion Mobile to your portfolios can decrease your overall portfolio volatility.
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Flexion Mobile 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.