MilDef Group (Sweden) Market Value
| MILDEF Stock | 171.20 2.30 1.33% |
| Symbol | MilDef |
MilDef Group '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 MilDef Group'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 MilDef Group.
| 06/29/2025 |
| 07/29/2025 |
If you would invest 0.00 in MilDef Group on June 29, 2025 and sell it all today you would earn a total of 0.00 from holding MilDef Group AB or generate 0.0% return on investment in MilDef Group over 30 days. MilDef Group is related to or competes with Upsales Technology, Investment, FormPipe Software, Havsfrun Investment, Lundin Mining, Sdiptech, and Media. More
MilDef Group 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 MilDef Group'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 MilDef Group AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 25.13 | |||
| Value At Risk | (7.09) | |||
| Potential Upside | 5.96 |
MilDef Group Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for MilDef Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as MilDef Group's standard deviation. In reality, there are many statistical measures that can use MilDef Group historical prices to predict the future MilDef Group's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.45) | |||
| Total Risk Alpha | (1.47) | |||
| Treynor Ratio | 3.16 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of MilDef Group'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.
MilDef Group AB Backtested Returns
MilDef Group AB has Sharpe Ratio of -0.14, which conveys that the firm had a -0.14 % return per unit of risk over the last 3 months. MilDef Group exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please verify MilDef Group's Risk Adjusted Performance of (0.08), standard deviation of 4.22, and Mean Deviation of 3.12 to check out the risk estimate we provide. The company secures a Beta (Market Risk) of -0.15, which conveys not very significant fluctuations relative to the market. As returns on the market increase, returns on owning MilDef Group are expected to decrease at a much lower rate. During the bear market, MilDef Group is likely to outperform the market. At this point, MilDef Group AB has a negative expected return of -0.59%. Please make sure to verify MilDef Group's skewness, and the relationship between the treynor ratio and daily balance of power , to decide if MilDef Group AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.03 |
Virtually no predictability
MilDef Group AB has virtually no predictability. Overlapping area represents the amount of predictability between MilDef Group time series from 29th of June 2025 to 14th of July 2025 and 14th of July 2025 to 29th of July 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 MilDef Group AB price movement. The serial correlation of 0.03 indicates that only 3.0% of current MilDef Group price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.03 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 47.0 |
MilDef Group AB lagged returns against current returns
Autocorrelation, which is MilDef Group 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 MilDef Group's stock expected returns. We can calculate the autocorrelation of MilDef Group returns to help us make a trade decision. For example, suppose you find that MilDef Group 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 |
MilDef Group 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 MilDef Group stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if MilDef Group stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in MilDef Group stock over time.
Current vs Lagged Prices |
| Timeline |
MilDef Group Lagged Returns
When evaluating MilDef Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of MilDef Group stock have on its future price. MilDef Group 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, MilDef Group autocorrelation shows the relationship between MilDef Group stock current value and its past values and can show if there is a momentum factor associated with investing in MilDef Group AB.
Regressed Prices |
| Timeline |
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Other Information on Investing in MilDef Stock
MilDef Group financial ratios help investors to determine whether MilDef 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 MilDef with respect to the benefits of owning MilDef Group security.