Limoneira (Germany) Market Value
| 2L2 Stock | EUR 11.60 0.20 1.69% |
| Symbol | Limoneira |
Limoneira '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 Limoneira'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 Limoneira.
| 11/23/2025 |
| 02/21/2026 |
If you would invest 0.00 in Limoneira on November 23, 2025 and sell it all today you would earn a total of 0.00 from holding Limoneira or generate 0.0% return on investment in Limoneira over 90 days. Limoneira is related to or competes with Tencent Music, Scientific Games, Insteel Industries, Tianjin Capital, Vulcan Steel, RELIANCE STEEL, and CECO ENVIRONMENTAL. Limoneira Company operates as an agribusiness and real estate development company in the United States and international... More
Limoneira 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 Limoneira'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 Limoneira upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.78 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 14.76 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 3.5 |
Limoneira Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Limoneira's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Limoneira's standard deviation. In reality, there are many statistical measures that can use Limoneira historical prices to predict the future Limoneira's volatility.| Risk Adjusted Performance | 0.0227 | |||
| Jensen Alpha | 0.0096 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0958 |
Limoneira February 21, 2026 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 | 0.0227 | |||
| Market Risk Adjusted Performance | 0.1058 | |||
| Mean Deviation | 1.51 | |||
| Semi Deviation | 2.18 | |||
| Downside Deviation | 2.78 | |||
| Coefficient Of Variation | 4714.63 | |||
| Standard Deviation | 2.18 | |||
| Variance | 4.75 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | 0.0096 | |||
| Total Risk Alpha | (0.17) | |||
| Sortino Ratio | (0.01) | |||
| Treynor Ratio | 0.0958 | |||
| Maximum Drawdown | 14.76 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 3.5 | |||
| Downside Variance | 7.75 | |||
| Semi Variance | 4.77 | |||
| Expected Short fall | (1.82) | |||
| Skewness | (1.29) | |||
| Kurtosis | 6.73 |
Limoneira Backtested Returns
At this point, Limoneira is not too volatile. Limoneira has Sharpe Ratio of 0.0696, which conveys that the firm had a 0.0696 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Limoneira, which you can use to evaluate the volatility of the firm. Please verify Limoneira's Mean Deviation of 1.51, downside deviation of 2.78, and Risk Adjusted Performance of 0.0227 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. Limoneira has a performance score of 5 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.38, which conveys possible diversification benefits within a given portfolio. As returns on the market increase, Limoneira's returns are expected to increase less than the market. However, during the bear market, the loss of holding Limoneira is expected to be smaller as well. Limoneira right now secures a risk of 2.23%. Please verify Limoneira semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to decide if Limoneira will be following its current price movements.
Auto-correlation | 0.32 |
Below average predictability
Limoneira has below average predictability. Overlapping area represents the amount of predictability between Limoneira time series from 23rd of November 2025 to 7th of January 2026 and 7th of January 2026 to 21st of February 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 Limoneira price movement. The serial correlation of 0.32 indicates that nearly 32.0% of current Limoneira price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.32 | |
| Spearman Rank Test | -0.53 | |
| Residual Average | 0.0 | |
| Price Variance | 0.16 |
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Other Information on Investing in Limoneira Stock
Limoneira financial ratios help investors to determine whether Limoneira Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Limoneira with respect to the benefits of owning Limoneira security.