Quartiers Properties (Sweden) Market Value
| QUART-PREF | SEK 11.40 0.00 0.00% |
| Symbol | Quartiers |
Quartiers Properties '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 Quartiers Properties' 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 Quartiers Properties.
| 04/29/2025 |
| 07/28/2025 |
If you would invest 0.00 in Quartiers Properties on April 29, 2025 and sell it all today you would earn a total of 0.00 from holding Quartiers Properties AB or generate 0.0% return on investment in Quartiers Properties over 90 days. Quartiers Properties is related to or competes with Quartiers Properties, Kalleback Property, Stenhus Fastigheter, and Bonasudden Holding. Quartiers Properties AB invests in, develops, sells, manages, and leases real estate properties More
Quartiers Properties 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 Quartiers Properties' 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 Quartiers Properties AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.56) | |||
| Maximum Drawdown | 2.15 |
Quartiers Properties Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Quartiers Properties' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Quartiers Properties' standard deviation. In reality, there are many statistical measures that can use Quartiers Properties historical prices to predict the future Quartiers Properties' volatility.| Risk Adjusted Performance | (0.01) | |||
| Jensen Alpha | (0.02) | |||
| Total Risk Alpha | (0.11) | |||
| Treynor Ratio | (0.20) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Quartiers Properties' 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.
Quartiers Properties Backtested Returns
Currently, Quartiers Properties AB is very steady. Quartiers Properties maintains Sharpe Ratio (i.e., Efficiency) of close to zero, which implies the firm had a close to zero % return per unit of risk over the last 3 months. We have found sixteen technical indicators for Quartiers Properties, which you can use to evaluate the volatility of the company. Please check Quartiers Properties' Variance of 0.1393, risk adjusted performance of (0.01), and Coefficient Of Variation of 54415.04 to confirm if the risk estimate we provide is consistent with the expected return of 7.0E-4%. The company holds a Beta of 0.047, which implies not very significant fluctuations relative to the market. As returns on the market increase, Quartiers Properties' returns are expected to increase less than the market. However, during the bear market, the loss of holding Quartiers Properties is expected to be smaller as well. Quartiers Properties right now holds a risk of 0.39%. Please check Quartiers Properties mean deviation and maximum drawdown , to decide if Quartiers Properties will be following its historical price patterns.
Auto-correlation | 0.00 |
No correlation between past and present
Quartiers Properties AB has no correlation between past and present. Overlapping area represents the amount of predictability between Quartiers Properties time series from 29th of April 2025 to 13th of June 2025 and 13th of June 2025 to 28th 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 Quartiers Properties price movement. The serial correlation of 0.0 indicates that just 0.0% of current Quartiers Properties price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.96 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Quartiers Properties lagged returns against current returns
Autocorrelation, which is Quartiers Properties 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 Quartiers Properties' stock expected returns. We can calculate the autocorrelation of Quartiers Properties returns to help us make a trade decision. For example, suppose you find that Quartiers Properties 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 |
Quartiers Properties 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 Quartiers Properties stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Quartiers Properties stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Quartiers Properties stock over time.
Current vs Lagged Prices |
| Timeline |
Quartiers Properties Lagged Returns
When evaluating Quartiers Properties' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Quartiers Properties stock have on its future price. Quartiers Properties 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, Quartiers Properties autocorrelation shows the relationship between Quartiers Properties stock current value and its past values and can show if there is a momentum factor associated with investing in Quartiers Properties AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Quartiers Stock Analysis
When running Quartiers Properties' price analysis, check to measure Quartiers Properties' 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 Quartiers Properties is operating at the current time. Most of Quartiers Properties' value examination focuses on studying past and present price action to predict the probability of Quartiers Properties' future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Quartiers Properties' price. Additionally, you may evaluate how the addition of Quartiers Properties to your portfolios can decrease your overall portfolio volatility.