Inwido AB (Sweden) Market Value
| INWI Stock | SEK 136.70 4.10 3.09% |
| Symbol | Inwido |
Inwido 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 Inwido 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 Inwido AB.
| 03/31/2024 |
| 04/30/2024 |
If you would invest 0.00 in Inwido AB on March 31, 2024 and sell it all today you would earn a total of 0.00 from holding Inwido AB or generate 0.0% return on investment in Inwido AB over 30 days. Inwido AB is related to or competes with CellaVision, Xvivo Perfusion, Sectra AB, and Mycronic Publ. Inwido AB develops, manufactures, and sells windows and doors, and associated services and accessories to consumers, con... More
Inwido 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 Inwido 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 Inwido AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.59 | |||
| Information Ratio | (0.01) | |||
| Maximum Drawdown | 8.63 | |||
| Value At Risk | (1.99) | |||
| Potential Upside | 2.59 |
Inwido AB Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Inwido AB's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Inwido AB's standard deviation. In reality, there are many statistical measures that can use Inwido AB historical prices to predict the future Inwido AB's volatility.| Risk Adjusted Performance | 0.0236 | |||
| Jensen Alpha | 0.0456 | |||
| Total Risk Alpha | (0.09) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | (0.13) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Inwido AB'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.
Inwido AB Backtested Returns
We consider Inwido AB very steady. Inwido AB holds Efficiency (Sharpe) Ratio of 0.0764, which attests that the entity had a 0.0764% return per unit of risk over the last 3 months. We have found thirty technical indicators for Inwido AB, which you can use to evaluate the volatility of the firm. Please check out Inwido AB's Risk Adjusted Performance of 0.0236, downside deviation of 1.59, and Market Risk Adjusted Performance of (0.12) to validate if the risk estimate we provide is consistent with the expected return of 0.12%. Inwido AB has a performance score of 5 on a scale of 0 to 100. The company retains a Market Volatility (i.e., Beta) of -0.25, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Inwido AB are expected to decrease at a much lower rate. During the bear market, Inwido AB is likely to outperform the market. Inwido AB right now retains a risk of 1.62%. Please check out Inwido AB value at risk, downside variance, and the relationship between the maximum drawdown and potential upside , to decide if Inwido AB will be following its current trending patterns.
Auto-correlation | 0.40 |
Average predictability
Inwido AB has average predictability. Overlapping area represents the amount of predictability between Inwido AB time series from 31st of March 2024 to 15th of April 2024 and 15th of April 2024 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 Inwido AB price movement. The serial correlation of 0.4 indicates that just about 40.0% of current Inwido AB price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.4 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 19.24 |
Inwido AB lagged returns against current returns
Autocorrelation, which is Inwido 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 Inwido AB's stock expected returns. We can calculate the autocorrelation of Inwido AB returns to help us make a trade decision. For example, suppose you find that Inwido 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 |
Inwido 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 Inwido AB stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Inwido AB stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Inwido AB stock over time.
Current vs Lagged Prices |
| Timeline |
Inwido AB Lagged Returns
When evaluating Inwido AB's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Inwido AB stock have on its future price. Inwido 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, Inwido AB autocorrelation shows the relationship between Inwido AB stock current value and its past values and can show if there is a momentum factor associated with investing in Inwido 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 Inwido AB 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, Inwido AB's short interest history, or implied volatility extrapolated from Inwido AB options trading.
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Complementary Tools for Inwido Stock analysis
When running Inwido AB's price analysis, check to measure Inwido AB'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 Inwido AB is operating at the current time. Most of Inwido AB's value examination focuses on studying past and present price action to predict the probability of Inwido AB's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Inwido AB's price. Additionally, you may evaluate how the addition of Inwido AB to your portfolios can decrease your overall portfolio volatility.
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Inwido AB 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.