Markov Analyzer

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Lookahead Horizon (k weeks)

Move the slider to see probabilities within 1–8 weeks.

NDA-DK - Nordea Bank Abp CPH

Metric	Value
Current State	Up
Prob. Up Next Week	0.806
Prob. Up ≤ 2	0.662
Expected Run (Current)	5.17
Expected Run (Up)	5.17
P20 / P80 Bands	-0.242 / 0.382

Quick Read

Prob. Up Next Week

0.806

Prob. Up ≤ k

0.662

Expected Run (Current)

5.170

Expected Run (Up)

5.170

Avg Return in Up (wk)

0.008

Avg Return in Neutral

0.001

Avg Return in Down

0.001

Plain-English Interpretation

Current regime: Up.

Short-term odds favour an Up move soon. When Up, this name tends to trend for multiple weeks - momentum can persist. If/when it flips Up, rallies often carry for several weeks. Average weekly return while Up is positive - constructive when the regime turns. Typical weekly range sits between -0.242 and 0.382 (20th–80th pct).

Reward Stats (avg % return)

State	Avg Return	Samples
0	0.001	29
1	0.001	86
2	0.008	28

Transition	Avg Return	Samples
0->0	0.000	24
0->1	0.007	5
1->0	0.007	5
1->1	0.001	76
1->2	-0.006	5
2->1	0.004	4
2->2	0.009	24

How to Read These Results

This screener uses a Markov chain model built from past price movements between “Down”, “Neutral”, and “Up” states.

Prob. Up Next Week: Chance that the next weekly move is Up. >0.6 is strong; <0.4 is weak.
Prob. Up ≤ k: Chance of seeing at least one Up week within the next k weeks.
Expected Run (Current / Up): How many weeks a regime tends to last. Longer Up runs are constructive.
P20 / P80: Typical weekly range (20th–80th percentile). Position size accordingly.
Reward Stats: Average weekly returns by state/transition. Positives are favourable; negatives suggest caution.