Lundbergforetagen (UK) Market Value
| 0GWB Stock | 540.75 5.74 1.07% |
| Symbol | Lundbergforetagen |
Lundbergforetagen '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 Lundbergforetagen'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 Lundbergforetagen.
| 01/27/2025 |
| 02/26/2025 |
If you would invest 0.00 in Lundbergforetagen on January 27, 2025 and sell it all today you would earn a total of 0.00 from holding Lundbergforetagen AB L or generate 0.0% return on investment in Lundbergforetagen over 30 days. Lundbergforetagen is related to or competes with Home Depot, Weiss Korea, River, Chrysalis Investments, Sherborne Investors, Coca Cola, and Miton UK. Lundbergforetagen is entity of United Kingdom More
Lundbergforetagen 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 Lundbergforetagen'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 Lundbergforetagen AB L upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.15 | |||
| Information Ratio | 0.0403 | |||
| Maximum Drawdown | 6.99 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 1.32 |
Lundbergforetagen Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lundbergforetagen's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Lundbergforetagen's standard deviation. In reality, there are many statistical measures that can use Lundbergforetagen historical prices to predict the future Lundbergforetagen's volatility.| Risk Adjusted Performance | 0.0435 | |||
| Jensen Alpha | 0.0415 | |||
| Total Risk Alpha | 0.0363 | |||
| Sortino Ratio | 0.0326 | |||
| Treynor Ratio | 0.1972 |
Lundbergforetagen AB Backtested Returns
Currently, Lundbergforetagen AB L is very steady. Lundbergforetagen AB has Sharpe Ratio of 0.0358, which conveys that the firm had a 0.0358 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Lundbergforetagen, which you can use to evaluate the volatility of the firm. Please verify Lundbergforetagen's Risk Adjusted Performance of 0.0435, mean deviation of 0.6195, and Downside Deviation of 1.15 to check out if the risk estimate we provide is consistent with the expected return of 0.0339%. Lundbergforetagen has a performance score of 2 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.22, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lundbergforetagen's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lundbergforetagen is expected to be smaller as well. Lundbergforetagen AB right now secures a risk of 0.95%. Please verify Lundbergforetagen AB L semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to decide if Lundbergforetagen AB L will be following its current price movements.
Auto-correlation | 0.07 |
Virtually no predictability
Lundbergforetagen AB L has virtually no predictability. Overlapping area represents the amount of predictability between Lundbergforetagen time series from 27th of January 2025 to 11th of February 2025 and 11th of February 2025 to 26th of February 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 Lundbergforetagen AB price movement. The serial correlation of 0.07 indicates that barely 7.0% of current Lundbergforetagen price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.07 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 60.13 |
Lundbergforetagen AB lagged returns against current returns
Autocorrelation, which is Lundbergforetagen 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 Lundbergforetagen's stock expected returns. We can calculate the autocorrelation of Lundbergforetagen returns to help us make a trade decision. For example, suppose you find that Lundbergforetagen 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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Lundbergforetagen 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 Lundbergforetagen stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Lundbergforetagen stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Lundbergforetagen stock over time.
Current vs Lagged Prices |
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Lundbergforetagen Lagged Returns
When evaluating Lundbergforetagen's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Lundbergforetagen stock have on its future price. Lundbergforetagen 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, Lundbergforetagen autocorrelation shows the relationship between Lundbergforetagen stock current value and its past values and can show if there is a momentum factor associated with investing in Lundbergforetagen AB L.
Regressed Prices |
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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 Lundbergforetagen Stock Analysis
When running Lundbergforetagen's price analysis, check to measure Lundbergforetagen'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 Lundbergforetagen is operating at the current time. Most of Lundbergforetagen's value examination focuses on studying past and present price action to predict the probability of Lundbergforetagen's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lundbergforetagen's price. Additionally, you may evaluate how the addition of Lundbergforetagen to your portfolios can decrease your overall portfolio volatility.