Odfjell Technology (UK) Market Value
| 0ABV Stock | 57.90 1.10 1.94% |
| Symbol | Odfjell |
Odfjell Technology '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 Odfjell Technology'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 Odfjell Technology.
| 10/20/2025 |
| 01/18/2026 |
If you would invest 0.00 in Odfjell Technology on October 20, 2025 and sell it all today you would earn a total of 0.00 from holding Odfjell Technology or generate 0.0% return on investment in Odfjell Technology over 90 days. Odfjell Technology is related to or competes with Corsair Gaming, Delta Air, Verizon Communications, Norwegian Air, Pentair PLC, Compagnie Plastic, and Finnair Oyj. Odfjell Technology is entity of United Kingdom More
Odfjell Technology 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 Odfjell Technology'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 Odfjell Technology upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.21 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 4.85 | |||
| Value At Risk | (1.75) | |||
| Potential Upside | 2.63 |
Odfjell Technology Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Odfjell Technology's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Odfjell Technology's standard deviation. In reality, there are many statistical measures that can use Odfjell Technology historical prices to predict the future Odfjell Technology's volatility.| Risk Adjusted Performance | 0.0351 | |||
| Jensen Alpha | 0.0744 | |||
| Total Risk Alpha | (0.13) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (0.18) |
Odfjell Technology Backtested Returns
Currently, Odfjell Technology is very steady. Odfjell Technology maintains Sharpe Ratio (i.e., Efficiency) of 0.043, which implies the firm had a 0.043 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Odfjell Technology, which you can use to evaluate the volatility of the company. Please check Odfjell Technology's Risk Adjusted Performance of 0.0351, semi deviation of 1.01, and Coefficient Of Variation of 2292.25 to confirm if the risk estimate we provide is consistent with the expected return of 0.0576%. Odfjell Technology has a performance score of 3 on a scale of 0 to 100. The company holds a Beta of -0.28, which implies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Odfjell Technology are expected to decrease at a much lower rate. During the bear market, Odfjell Technology is likely to outperform the market. Odfjell Technology right now holds a risk of 1.34%. Please check Odfjell Technology semi deviation, coefficient of variation, and the relationship between the mean deviation and downside deviation , to decide if Odfjell Technology will be following its historical price patterns.
Auto-correlation | -0.84 |
Excellent reverse predictability
Odfjell Technology has excellent reverse predictability. Overlapping area represents the amount of predictability between Odfjell Technology time series from 20th of October 2025 to 4th of December 2025 and 4th of December 2025 to 18th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Odfjell Technology price movement. The serial correlation of -0.84 indicates that around 84.0% of current Odfjell Technology price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.84 | |
| Spearman Rank Test | -0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Odfjell Technology lagged returns against current returns
Autocorrelation, which is Odfjell Technology 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 Odfjell Technology's stock expected returns. We can calculate the autocorrelation of Odfjell Technology returns to help us make a trade decision. For example, suppose you find that Odfjell Technology 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 |
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Odfjell Technology 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 Odfjell Technology stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Odfjell Technology stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Odfjell Technology stock over time.
Current vs Lagged Prices |
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Odfjell Technology Lagged Returns
When evaluating Odfjell Technology's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Odfjell Technology stock have on its future price. Odfjell Technology 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, Odfjell Technology autocorrelation shows the relationship between Odfjell Technology stock current value and its past values and can show if there is a momentum factor associated with investing in Odfjell Technology.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Odfjell Stock Analysis
When running Odfjell Technology's price analysis, check to measure Odfjell Technology'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 Odfjell Technology is operating at the current time. Most of Odfjell Technology's value examination focuses on studying past and present price action to predict the probability of Odfjell Technology's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Odfjell Technology's price. Additionally, you may evaluate how the addition of Odfjell Technology to your portfolios can decrease your overall portfolio volatility.