HEBA Fastighets (Sweden) Market Value
| HEBA-B Stock | SEK 31.30 0.15 0.48% |
| Symbol | HEBA |
HEBA Fastighets '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 HEBA Fastighets' 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 HEBA Fastighets.
| 05/14/2025 |
| 08/12/2025 |
If you would invest 0.00 in HEBA Fastighets on May 14, 2025 and sell it all today you would earn a total of 0.00 from holding HEBA Fastighets AB or generate 0.0% return on investment in HEBA Fastighets over 90 days. HEBA Fastighets is related to or competes with Atrium Ljungberg, Dios Fastigheter, Wihlborgs Fastigheter, Hufvudstaden, and Wallenstam. HEBA Fastighets AB owns and rents real estate properties in Sweden More
HEBA Fastighets 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 HEBA Fastighets' 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 HEBA Fastighets AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.07) | |||
| Maximum Drawdown | 11.18 | |||
| Value At Risk | (2.73) | |||
| Potential Upside | 1.94 |
HEBA Fastighets Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for HEBA Fastighets' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as HEBA Fastighets' standard deviation. In reality, there are many statistical measures that can use HEBA Fastighets historical prices to predict the future HEBA Fastighets' volatility.| Risk Adjusted Performance | (0) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.25) | |||
| Treynor Ratio | 0.2199 |
HEBA Fastighets AB Backtested Returns
HEBA Fastighets AB retains Efficiency (Sharpe Ratio) of -0.0115, which attests that the entity had a -0.0115 % return per unit of return volatility over the last 3 months. HEBA Fastighets exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out HEBA Fastighets' Standard Deviation of 1.77, market risk adjusted performance of 0.2299, and Coefficient Of Variation of (8,699) to validate the risk estimate we provide. The company owns a Beta (Systematic Risk) of -0.14, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning HEBA Fastighets are expected to decrease at a much lower rate. During the bear market, HEBA Fastighets is likely to outperform the market. At this point, HEBA Fastighets AB has a negative expected return of -0.0203%. Please make sure to check out HEBA Fastighets' standard deviation, total risk alpha, and the relationship between the coefficient of variation and jensen alpha , to decide if HEBA Fastighets AB performance from the past will be repeated in the future.
Auto-correlation | 0.06 |
Virtually no predictability
HEBA Fastighets AB has virtually no predictability. Overlapping area represents the amount of predictability between HEBA Fastighets time series from 14th of May 2025 to 28th of June 2025 and 28th of June 2025 to 12th 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 HEBA Fastighets AB price movement. The serial correlation of 0.06 indicates that barely 6.0% of current HEBA Fastighets price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.06 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.43 |
HEBA Fastighets AB lagged returns against current returns
Autocorrelation, which is HEBA Fastighets 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 HEBA Fastighets' stock expected returns. We can calculate the autocorrelation of HEBA Fastighets returns to help us make a trade decision. For example, suppose you find that HEBA Fastighets 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 |
HEBA Fastighets 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 HEBA Fastighets stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if HEBA Fastighets stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in HEBA Fastighets stock over time.
Current vs Lagged Prices |
| Timeline |
HEBA Fastighets Lagged Returns
When evaluating HEBA Fastighets' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of HEBA Fastighets stock have on its future price. HEBA Fastighets 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, HEBA Fastighets autocorrelation shows the relationship between HEBA Fastighets stock current value and its past values and can show if there is a momentum factor associated with investing in HEBA Fastighets AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Other Information on Investing in HEBA Stock
HEBA Fastighets financial ratios help investors to determine whether HEBA Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in HEBA with respect to the benefits of owning HEBA Fastighets security.