Bonasudden Holding (Sweden) Market Value
| BONAS Stock | SEK 133.00 6.00 4.32% |
| Symbol | Bonasudden |
Bonasudden Holding '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 Bonasudden Holding'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 Bonasudden Holding.
| 05/07/2025 |
| 08/05/2025 |
If you would invest 0.00 in Bonasudden Holding on May 7, 2025 and sell it all today you would earn a total of 0.00 from holding Bonasudden Holding AB or generate 0.0% return on investment in Bonasudden Holding over 90 days. Bonasudden Holding is related to or competes with HEBA Fastighets, Swedish Logistic, Kalleback Property, K2A Knaust, Brinova Fastigheter, and ALM Equity. Bonsudden Holding AB , a real estate company, owns and manages real estate properties More
Bonasudden Holding 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 Bonasudden Holding'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 Bonasudden Holding AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.28) | |||
| Maximum Drawdown | 12.11 | |||
| Value At Risk | (3.43) | |||
| Potential Upside | 1.44 |
Bonasudden Holding Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Bonasudden Holding's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Bonasudden Holding's standard deviation. In reality, there are many statistical measures that can use Bonasudden Holding historical prices to predict the future Bonasudden Holding's volatility.| Risk Adjusted Performance | (0.16) | |||
| Jensen Alpha | (0.46) | |||
| Total Risk Alpha | (0.72) | |||
| Treynor Ratio | (1.79) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Bonasudden Holding'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.
Bonasudden Holding Backtested Returns
Bonasudden Holding secures Sharpe Ratio (or Efficiency) of -0.21, which signifies that the company had a -0.21 % return per unit of risk over the last 3 months. Bonasudden Holding AB exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Bonasudden Holding's Standard Deviation of 1.97, risk adjusted performance of (0.16), and Mean Deviation of 1.18 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.24, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Bonasudden Holding's returns are expected to increase less than the market. However, during the bear market, the loss of holding Bonasudden Holding is expected to be smaller as well. At this point, Bonasudden Holding has a negative expected return of -0.42%. Please make sure to confirm Bonasudden Holding's potential upside, as well as the relationship between the rate of daily change and period momentum indicator , to decide if Bonasudden Holding performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.35 |
Below average predictability
Bonasudden Holding AB has below average predictability. Overlapping area represents the amount of predictability between Bonasudden Holding time series from 7th of May 2025 to 21st of June 2025 and 21st of June 2025 to 5th of August 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Bonasudden Holding price movement. The serial correlation of 0.35 indicates that nearly 35.0% of current Bonasudden Holding price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.35 | |
| Spearman Rank Test | 0.07 | |
| Residual Average | 0.0 | |
| Price Variance | 7.15 |
Bonasudden Holding lagged returns against current returns
Autocorrelation, which is Bonasudden Holding 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 Bonasudden Holding's stock expected returns. We can calculate the autocorrelation of Bonasudden Holding returns to help us make a trade decision. For example, suppose you find that Bonasudden Holding 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 |
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Bonasudden Holding 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 Bonasudden Holding stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Bonasudden Holding stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Bonasudden Holding stock over time.
Current vs Lagged Prices |
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Bonasudden Holding Lagged Returns
When evaluating Bonasudden Holding's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Bonasudden Holding stock have on its future price. Bonasudden Holding 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, Bonasudden Holding autocorrelation shows the relationship between Bonasudden Holding stock current value and its past values and can show if there is a momentum factor associated with investing in Bonasudden Holding AB.
Regressed Prices |
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Thematic Opportunities
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Additional Tools for Bonasudden Stock Analysis
When running Bonasudden Holding's price analysis, check to measure Bonasudden Holding'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 Bonasudden Holding is operating at the current time. Most of Bonasudden Holding's value examination focuses on studying past and present price action to predict the probability of Bonasudden Holding's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Bonasudden Holding's price. Additionally, you may evaluate how the addition of Bonasudden Holding to your portfolios can decrease your overall portfolio volatility.