Fastighets (Sweden) Technical Analysis
| BALD-B Stock | SEK 61.24 -0.30 -0.49% |
As of the 15th of March 2026, Fastighets is valued at 61.24 per share. Indicator levels currently stand at Mean Deviation of 1.35, variance of 3.1, and Standard Deviation of 1.76. Historical price dispersion and volume trends are incorporated into the evaluation. Values are analyzed in relation to historical volatility thresholds.
Fastighets Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Fastighets, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to FastighetsFastighets |
What if' Analysis
Running a what-if backtest on Fastighets AB Balder gives investors a practical way to test how changes in horizon, position size, or market timing might have affected the result. Used properly, this review helps investors decide whether Fastighets' historical reward profile was stable enough to support the current thesis.
| 12/15/2025 |
| 03/15/2026 |
An initial 0.00 allocation to Fastighets on December 15, 2025 held through today would generate 0.00 in cumulative gains. Overall, this is a 0.0% total return in Fastighets in aggregate over 90 days. Fastighets is often compared with AB Sagax, Castellum, Catena AB, Fastighets, Hufvudstaden, Wihlborgs Fastigheter, and Acrinova based on sector and business overlap. The comparison helps frame competitive context. Fastighets AB Balder develops, owns, and manages residential and commercial properties, and hotels in Sweden, Denmark, N... More
Fastighets Momentum Range Indicators Summary
This section highlights upside and downside signals that contextualize Fastighets price behavior. This view helps summarize momentum conditions without implying direction.
| Information Ratio | -0.04 | |||
| Maximum Drawdown | 9.6 | |||
| Value At Risk | -2.80 | |||
| Potential Upside | 2.79 |
Fastighets Volatility and Risk Indicators Summary
This section presents risk metrics that describe Fastighets' historical price variability. The measures summarize variability without implying direction.| Risk Adjusted Performance | -0.05 | |||
| Jensen Alpha | -0.12 | |||
| Total Risk Alpha | -0.02 | |||
| Treynor Ratio | -6.13 |
The mean reversion effect in Fastighets is stronger when the initial deviation was driven by sentiment rather than fundamental change. Identifying the root cause of Fastighets' price dislocation is essential before acting.
Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.05 | |||
| Market Risk Adjusted Performance | -6.12 | |||
| Mean Deviation | 1.35 | |||
| Coefficient Of Variation | -1,555 | |||
| Standard Deviation | 1.76 | |||
| Variance | 3.1 | |||
| Information Ratio | -0.04 | |||
| Jensen Alpha | -0.12 | |||
| Total Risk Alpha | -0.02 | |||
| Treynor Ratio | -6.13 | |||
| Maximum Drawdown | 9.6 | |||
| Value At Risk | -2.80 | |||
| Potential Upside | 2.79 | |||
| Skewness | 0.4245 | |||
| Kurtosis | 0.7744 |
Fastighets AB Balder Backtested Returns
Fastighets demonstrates a very low volatility profile under current market conditions. It maintains a Sharpe Ratio (Efficiency) of -0.0541, representing negative adjusted performance consistency. We identified twenty-three technical indicators influencing the company's volatility profile. Please assess metrics such as Variance of 3.1, standard deviation of 1.76, and mean deviation of 1.35 to confirm statistical stability. The firm maintains a market beta of 0.0201, which means relatively modest fluctuations relative to the market. As returns on the market increase, Fastighets' returns are expected to increase less than the market. However, during a bear market, the loss from holding Fastighets is expected to be smaller as well. At this point, Fastighets AB Balder has a negative expected return of -0.098%. Please make sure to verify Fastighets' value at risk, potential upside, and the relationship between the maximum drawdown and skewness, to decide if Fastighets AB Balder's performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.65 |
Very good reverse predictability
Fastighets AB Balder exhibits very good reverse predictability. Autocorrelation measures the degree of predictability between Fastighets time series from 15th of December 2025 to 29th of January 2026 and from 29th of January 2026 to 15th of March 2026. Persistent correlation between intervals suggests underlying momentum patterns in Fastighets that may carry forward. The measured coefficient of -0.65 means roughly 65.0% of Fastighets's recent price variance traces back to prior period behavior. Given that Fastighets AB Balder has negative autocorrelation for the selected time horizon, market participants may evaluate potential contrarian price behavior over comparable future intervals.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.14 | |
| Residual Average | 0.0 | |
| Price Variance | 2.11 |
Technical analysis for Fastighets examines price and volume behavior across market regimes. The view references moving averages, RSI, regressions, and chart pattern signals.
Technical Analysis
The output start index for this execution was thirty-six with a total number of output elements of twenty-five. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Fastighets AB Balder volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Technical Analysis Methodology & Indicators
Technical analysis of Fastighets evaluates price structure, momentum, and volatility clustering. Range expansion increases sensitivity to execution and spread conditions. Fastighets has a market cap of 63.4 B, P/E of 7.42, ROE of 11.48%.
Unless otherwise specified, data for Fastighets AB Balder is compiled from periodic company reporting and market reference feeds and standardized for comparability. Updates may occur throughout the day.
This content is curated and reviewed by:
Raphi Shpitalnik - Junior Member of Macroaxis Editorial BoardFastighets Technical Indicators
A technical review of Fastighets AB Balder can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | -0.05 | |||
| Market Risk Adjusted Performance | -6.12 | |||
| Mean Deviation | 1.35 | |||
| Coefficient Of Variation | -1,555 | |||
| Standard Deviation | 1.76 | |||
| Variance | 3.1 | |||
| Information Ratio | -0.04 | |||
| Jensen Alpha | -0.12 | |||
| Total Risk Alpha | -0.02 | |||
| Treynor Ratio | -6.13 | |||
| Maximum Drawdown | 9.6 | |||
| Value At Risk | -2.80 | |||
| Potential Upside | 2.79 | |||
| Skewness | 0.4245 | |||
| Kurtosis | 0.7744 |
March 15, 2026 Daily Trend Indicators
A technical review of Fastighets AB Balder can improve timing discipline by comparing momentum, reversal risk, and confirmation signals across several time horizons. The stronger process confirms one signal with others instead of reacting to one pattern in isolation.
| Accumulation Distribution | 0.02 | ||
| Daily Balance Of Power | -0.25 | ||
| Rate Of Daily Change | 1.00 | ||
| Day Median Price | 61.33 | ||
| Day Typical Price | 61.30 | ||
| Price Action Indicator | -0.24 | ||
| Market Facilitation Index | 1.22 |
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