Securitas Ab Stock Market Value
| SCTBF Stock | USD 15.15 0.20 1.30% |
| Symbol | Securitas |
Securitas '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 Securitas' pink sheet 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 Securitas.
| 05/10/2025 |
| 08/08/2025 |
If you would invest 0.00 in Securitas on May 10, 2025 and sell it all today you would earn a total of 0.00 from holding Securitas AB or generate 0.0% return on investment in Securitas over 90 days. Securitas is related to or competes with Securitas, ASSA ABLOY, Signify NV, ASSA ABLOY, Schindler Holding, Skanska AB, and SGS SA. Securitas AB provides security services in North America, Europe, Latin America, Africa, the Middle East, Asia, and Aust... More
Securitas 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 Securitas' pink sheet 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 Securitas AB upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.28) | |||
| Maximum Drawdown | 3.64 |
Securitas Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Securitas' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Securitas' standard deviation. In reality, there are many statistical measures that can use Securitas historical prices to predict the future Securitas' volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.08) | |||
| Treynor Ratio | (1.48) |
Securitas AB Backtested Returns
Securitas AB owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0452, which indicates the firm had a -0.0452 % return per unit of risk over the last 3 months. Securitas AB exposes nineteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Securitas' Coefficient Of Variation of (2,299), variance of 0.1895, and Risk Adjusted Performance of (0.04) to confirm the risk estimate we provide. The entity has a beta of 0.0195, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Securitas' returns are expected to increase less than the market. However, during the bear market, the loss of holding Securitas is expected to be smaller as well. At this point, Securitas AB has a negative expected return of -0.0205%. Please make sure to validate Securitas' skewness, and the relationship between the information ratio and rate of daily change , to decide if Securitas AB performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.00 |
No correlation between past and present
Securitas AB has no correlation between past and present. Overlapping area represents the amount of predictability between Securitas time series from 10th of May 2025 to 24th of June 2025 and 24th of June 2025 to 8th 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 Securitas AB price movement. The serial correlation of 0.0 indicates that just 0.0% of current Securitas price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | -0.15 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Securitas AB lagged returns against current returns
Autocorrelation, which is Securitas pink sheet'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 Securitas' pink sheet expected returns. We can calculate the autocorrelation of Securitas returns to help us make a trade decision. For example, suppose you find that Securitas has exhibited high autocorrelation historically, and you observe that the pink sheet 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 |
Securitas 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 Securitas pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Securitas pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Securitas pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Securitas Lagged Returns
When evaluating Securitas' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Securitas pink sheet have on its future price. Securitas 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, Securitas autocorrelation shows the relationship between Securitas pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Securitas AB.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Securitas Pink Sheet
Securitas financial ratios help investors to determine whether Securitas Pink Sheet 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 Securitas with respect to the benefits of owning Securitas security.