How Does Torslanda Property Investment AB (Publ) (STO:TORSAB) Affect Your Portfolio Returns?

If you are a shareholder in Torslanda Property Investment AB (Publ)’s (OM:TORSAB), or are thinking about investing in the company, knowing how it contributes to the risk and reward profile of your portfolio is important. Every stock in the market is exposed to market risk, which arises from macroeconomic factors such as economic growth and geo-political tussles just to name a few. This is measured by its beta. Not all stocks are expose to the same level of market risk, and the broad market index represents a beta value of one. Any stock with a beta of greater than one is considered more volatile than the market, and those with a beta less than one is generally less volatile.

View our latest analysis for Torslanda Property Investment

What does TORSAB’s beta value mean?

Torslanda Property Investment’s beta of 0.33 indicates that the stock value will be less variable compared to the whole stock market. The stock will exhibit muted movements in both the downside and upside, in response to changing economic conditions, whereas the general market may move by a lot more. TORSAB’s beta implies it may be a stock that investors with high-beta portfolios might find relevant if they wanted to reduce their exposure to market risk, especially during times of downturns.

How does TORSAB’s size and industry impact its risk?

With a market cap of KR291.04M, TORSAB falls within the small-cap spectrum of stocks, which are found to experience higher relative risk compared to larger companies. In addition to size, TORSAB also operates in the real estate industry, which has commonly demonstrated strong reactions to market-wide shocks. As a result, we should expect a high beta for the small-cap TORSAB but a low beta for the real estate industry. This is an interesting conclusion, since both TORSAB’s size and industry indicates the stock should have a higher beta than it currently has. A potential driver of this variance can be a fundamental factor, which we will take a look at next.

OM:TORSAB Income Statement May 28th 18
OM:TORSAB Income Statement May 28th 18

Can TORSAB’s asset-composition point to a higher beta?

An asset-heavy company tends to have a higher beta because the risk associated with running fixed assets during a downturn is highly expensive. I test TORSAB’s ratio of fixed assets to total assets in order to determine how high the risk is associated with this type of constraint. With a fixed-assets-to-total-assets ratio of greater than 30%, TORSAB appears to be a company that invests a large amount of capital in assets that are hard to scale down on short-notice. Thus, we can expect TORSAB to be more volatile in the face of market movements, relative to its peers of similar size but with a lower proportion of fixed assets on their books. However, this is the opposite to what TORSAB’s actual beta value suggests, which is lower stock volatility relative to the market.

What this means for you:

TORSAB may be a worthwhile stock to hold onto in order to cushion the impact of a downturn. Depending on the composition of your portfolio, low-beta stocks such as TORSAB is valuable to lower your risk of market exposure, in particular, during times of economic decline. In order to fully understand whether TORSAB is a good investment for you, we also need to consider important company-specific fundamentals such as Torslanda Property Investment’s financial health and performance track record. I highly recommend you to complete your research by taking a look at the following:

  1. Financial Health: Is TORSAB’s operations financially sustainable? Balance sheets can be hard to analyze, which is why we’ve done it for you. Check out our financial health checks here.

  2. Valuation: What is TORSAB worth today? Is the stock undervalued, even when its growth outlook is factored into its intrinsic value? The intrinsic value infographic in our free research report helps visualize whether TORSAB is currently mispriced by the market.

  3. Other High-Performing Stocks: Are there other stocks that provide better prospects with proven track records? Explore our free list of these great stocks here.


To help readers see pass the short term volatility of the financial market, we aim to bring you a long-term focused research analysis purely driven by fundamental data. Note that our analysis does not factor in the latest price sensitive company announcements.

The author is an independent contributor and at the time of publication had no position in the stocks mentioned.