Tempest Security (Sweden) Market Value
| TSEC Stock | SEK 13.80 0.30 2.22% |
| Symbol | Tempest |
Tempest Security '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 Tempest Security'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 Tempest Security.
| 12/10/2023 |
| 11/29/2025 |
If you would invest 0.00 in Tempest Security on December 10, 2023 and sell it all today you would earn a total of 0.00 from holding Tempest Security AB or generate 0.0% return on investment in Tempest Security over 720 days. Tempest Security is related to or competes with Invisio Communications, JLT Mobile, Link Prop, LL Lucky, Media, Upsales Technology, and Gaming Corps. Tempest Security AB provides solutions for security and protection More
Tempest Security 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 Tempest Security'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 Tempest Security AB upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.64 | |||
| Information Ratio | 0.0205 | |||
| Maximum Drawdown | 14.18 | |||
| Value At Risk | (3.73) | |||
| Potential Upside | 4.44 |
Tempest Security Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Tempest Security's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Tempest Security's standard deviation. In reality, there are many statistical measures that can use Tempest Security historical prices to predict the future Tempest Security's volatility.| Risk Adjusted Performance | 0.0379 | |||
| Jensen Alpha | 0.0814 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.0236 | |||
| Treynor Ratio | 0.18 |
Tempest Security Backtested Returns
Currently, Tempest Security AB is not too volatile. Tempest Security owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0293, which indicates the firm had a 0.0293 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Tempest Security AB, which you can use to evaluate the volatility of the company. Please validate Tempest Security's Risk Adjusted Performance of 0.0379, semi deviation of 2.05, and Coefficient Of Variation of 2263.79 to confirm if the risk estimate we provide is consistent with the expected return of 0.0892%. Tempest Security has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.69, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Tempest Security's returns are expected to increase less than the market. However, during the bear market, the loss of holding Tempest Security is expected to be smaller as well. Tempest Security right now has a risk of 3.05%. Please validate Tempest Security sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to decide if Tempest Security will be following its existing price patterns.
Auto-correlation | 0.29 |
Poor predictability
Tempest Security AB has poor predictability. Overlapping area represents the amount of predictability between Tempest Security time series from 10th of December 2023 to 4th of December 2024 and 4th of December 2024 to 29th of November 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 Tempest Security price movement. The serial correlation of 0.29 indicates that nearly 29.0% of current Tempest Security price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.29 | |
| Spearman Rank Test | 0.06 | |
| Residual Average | 0.0 | |
| Price Variance | 3.07 |
Tempest Security lagged returns against current returns
Autocorrelation, which is Tempest Security 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 Tempest Security's stock expected returns. We can calculate the autocorrelation of Tempest Security returns to help us make a trade decision. For example, suppose you find that Tempest Security 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 |
Tempest Security 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 Tempest Security stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Tempest Security stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Tempest Security stock over time.
Current vs Lagged Prices |
| Timeline |
Tempest Security Lagged Returns
When evaluating Tempest Security's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Tempest Security stock have on its future price. Tempest Security 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, Tempest Security autocorrelation shows the relationship between Tempest Security stock current value and its past values and can show if there is a momentum factor associated with investing in Tempest Security AB.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Tempest Stock Analysis
When running Tempest Security's price analysis, check to measure Tempest Security'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 Tempest Security is operating at the current time. Most of Tempest Security's value examination focuses on studying past and present price action to predict the probability of Tempest Security's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Tempest Security's price. Additionally, you may evaluate how the addition of Tempest Security to your portfolios can decrease your overall portfolio volatility.