Stenhus Fastigheter (Sweden) Market Value
| SFAST Stock | SEK 10.72 0.08 0.74% |
| Symbol | Stenhus |
Stenhus Fastigheter '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 Stenhus Fastigheter'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 Stenhus Fastigheter.
| 05/06/2025 |
| 08/04/2025 |
If you would invest 0.00 in Stenhus Fastigheter on May 6, 2025 and sell it all today you would earn a total of 0.00 from holding Stenhus Fastigheter I or generate 0.0% return on investment in Stenhus Fastigheter over 90 days. Stenhus Fastigheter is related to or competes with Kalleback Property, Bonasudden Holding, KABE Group, IAR Systems, Mekonomen, and Embellence Group. Stenhus Fastigheter i Norden AB , a real estate company, owns and manages public and commercial properties in the Greate... More
Stenhus Fastigheter 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 Stenhus Fastigheter'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 Stenhus Fastigheter I upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.35 | |||
| Information Ratio | 0.0352 | |||
| Maximum Drawdown | 7.83 | |||
| Value At Risk | (1.94) | |||
| Potential Upside | 2.91 |
Stenhus Fastigheter Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Stenhus Fastigheter's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Stenhus Fastigheter's standard deviation. In reality, there are many statistical measures that can use Stenhus Fastigheter historical prices to predict the future Stenhus Fastigheter's volatility.| Risk Adjusted Performance | 0.0952 | |||
| Jensen Alpha | 0.1348 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.0371 | |||
| Treynor Ratio | 0.8562 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Stenhus Fastigheter'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.
Stenhus Fastigheter Backtested Returns
Currently, Stenhus Fastigheter I is not too volatile. Stenhus Fastigheter owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Stenhus Fastigheter I, which you can use to evaluate the volatility of the company. Please validate Stenhus Fastigheter's Semi Deviation of 1.04, coefficient of variation of 867.39, and Risk Adjusted Performance of 0.0952 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. Stenhus Fastigheter has a performance score of 9 on a scale of 0 to 100. The entity has a beta of 0.18, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Stenhus Fastigheter's returns are expected to increase less than the market. However, during the bear market, the loss of holding Stenhus Fastigheter is expected to be smaller as well. Stenhus Fastigheter right now has a risk of 1.4%. Please validate Stenhus Fastigheter sortino ratio, as well as the relationship between the semi variance and rate of daily change , to decide if Stenhus Fastigheter will be following its existing price patterns.
Auto-correlation | -0.59 |
Good reverse predictability
Stenhus Fastigheter I has good reverse predictability. Overlapping area represents the amount of predictability between Stenhus Fastigheter time series from 6th of May 2025 to 20th of June 2025 and 20th of June 2025 to 4th 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 Stenhus Fastigheter price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Stenhus Fastigheter price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.59 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.06 |
Stenhus Fastigheter lagged returns against current returns
Autocorrelation, which is Stenhus Fastigheter 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 Stenhus Fastigheter's stock expected returns. We can calculate the autocorrelation of Stenhus Fastigheter returns to help us make a trade decision. For example, suppose you find that Stenhus Fastigheter 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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Stenhus Fastigheter 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 Stenhus Fastigheter stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Stenhus Fastigheter stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Stenhus Fastigheter stock over time.
Current vs Lagged Prices |
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Stenhus Fastigheter Lagged Returns
When evaluating Stenhus Fastigheter's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Stenhus Fastigheter stock have on its future price. Stenhus Fastigheter 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, Stenhus Fastigheter autocorrelation shows the relationship between Stenhus Fastigheter stock current value and its past values and can show if there is a momentum factor associated with investing in Stenhus Fastigheter I.
Regressed Prices |
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Additional Tools for Stenhus Stock Analysis
When running Stenhus Fastigheter's price analysis, check to measure Stenhus Fastigheter'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 Stenhus Fastigheter is operating at the current time. Most of Stenhus Fastigheter's value examination focuses on studying past and present price action to predict the probability of Stenhus Fastigheter's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Stenhus Fastigheter's price. Additionally, you may evaluate how the addition of Stenhus Fastigheter to your portfolios can decrease your overall portfolio volatility.