Embracer Group's market value is the price at which a share of Embracer Group trades on a public exchange. It measures the collective expectations of Embracer Group AB investors about its performance. Embracer Group is trading at 8.62 as of the 19th of August 2025. This is a 16.39 percent decrease since the beginning of the trading day. The stock's lowest day price was 8.62. With this module, you can estimate the performance of a buy and hold strategy of Embracer Group AB and determine expected loss or profit from investing in Embracer Group over a given investment horizon. Check out Embracer Group Correlation, Embracer Group Volatility and Embracer Group Alpha and Beta module to complement your research on Embracer Group.
Please note, there is a significant difference between Embracer Group's value and its price as these two are different measures arrived at by different means. Investors typically determine if Embracer Group is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Embracer Group's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Embracer 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 Embracer Group's 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 Embracer Group.
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05/21/2025
No Change 0.00
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In 3 months and 1 day
08/19/2025
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If you would invest 0.00 in Embracer Group on May 21, 2025 and sell it all today you would earn a total of 0.00 from holding Embracer Group AB or generate 0.0% return on investment in Embracer Group over 90 days. Embracer Group is related to or competes with Capcom Co, NEXON Co, Nexon Co, CD Projekt, Atari SA, Sega Sammy, and Square Enix. Embracer Group AB , together with its subsidiaries, develops and publishes PC, console, mobile, VR, and board games for ... More
Embracer 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 Embracer Group's 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 Embracer Group AB upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Embracer Group's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Embracer Group's standard deviation. In reality, there are many statistical measures that can use Embracer Group historical prices to predict the future Embracer Group's volatility.
Embracer Group AB secures Sharpe Ratio (or Efficiency) of -0.17, which denotes the company had a -0.17 % return per unit of standard deviation over the last 3 months. Embracer Group AB exposes twenty different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm Embracer Group's Standard Deviation of 2.31, mean deviation of 0.8757, and Coefficient Of Variation of (571.70) to check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.55, which means possible diversification benefits within a given portfolio. As returns on the market increase, Embracer Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Embracer Group is expected to be smaller as well. At this point, Embracer Group AB has a negative expected return of -0.4%. Please make sure to confirm Embracer Group's jensen alpha, as well as the relationship between the daily balance of power and period momentum indicator , to decide if Embracer Group AB performance from the past will be repeated at some point in the near future.
Auto-correlation
-0.59
Good reverse predictability
Embracer Group AB has good reverse predictability. Overlapping area represents the amount of predictability between Embracer Group time series from 21st of May 2025 to 5th of July 2025 and 5th of July 2025 to 19th 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 Embracer Group AB price movement. The serial correlation of -0.59 indicates that roughly 59.0% of current Embracer Group price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.59
Spearman Rank Test
-0.8
Residual Average
0.0
Price Variance
0.59
Embracer Group AB lagged returns against current returns
Autocorrelation, which is Embracer Group 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 Embracer Group's pink sheet expected returns. We can calculate the autocorrelation of Embracer Group returns to help us make a trade decision. For example, suppose you find that Embracer Group 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
Embracer 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 Embracer Group pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Embracer Group pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Embracer Group pink sheet over time.
Current vs Lagged Prices
Timeline
Embracer Group Lagged Returns
When evaluating Embracer Group's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Embracer Group pink sheet have on its future price. Embracer 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, Embracer Group autocorrelation shows the relationship between Embracer Group pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Embracer Group AB.
Other Information on Investing in Embracer Pink Sheet
Embracer Group financial ratios help investors to determine whether Embracer 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 Embracer with respect to the benefits of owning Embracer Group security.