Logista (Germany) Market Value
| 5CI Stock | EUR 30.08 0.16 0.53% |
| Symbol | Logista |
Logista '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 Logista'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 Logista.
| 10/28/2024 |
| 11/27/2024 |
If you would invest 0.00 in Logista on October 28, 2024 and sell it all today you would earn a total of 0.00 from holding Logista or generate 0.0% return on investment in Logista over 30 days. Logista is related to or competes with Austevoll Seafood, Canadian Utilities, Methode Electronics, Nucletron Electronic, AUSNUTRIA DAIRY, AOI Electronics, and Lifeway Foods. Compaa de Distribucin Integral Logista Holdings, S.A., through its subsidiaries, operates as a distributor and logistics... More
Logista 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 Logista'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 Logista upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6966 | |||
| Information Ratio | 0.0564 | |||
| Maximum Drawdown | 3.93 | |||
| Value At Risk | (0.89) | |||
| Potential Upside | 1.61 |
Logista Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Logista's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Logista's standard deviation. In reality, there are many statistical measures that can use Logista historical prices to predict the future Logista's volatility.| Risk Adjusted Performance | 0.1603 | |||
| Jensen Alpha | 0.1472 | |||
| Total Risk Alpha | 0.0336 | |||
| Sortino Ratio | 0.0695 | |||
| Treynor Ratio | 0.9407 |
Logista Backtested Returns
At this point, Logista is very steady. Logista has Sharpe Ratio of 0.17, which conveys that the firm had a 0.17% return per unit of risk over the last 3 months. We have found thirty technical indicators for Logista, which you can use to evaluate the volatility of the firm. Please verify Logista's Risk Adjusted Performance of 0.1603, downside deviation of 0.6966, and Mean Deviation of 0.6794 to check out if the risk estimate we provide is consistent with the expected return of 0.15%. Logista has a performance score of 13 on a scale of 0 to 100. The company secures a Beta (Market Risk) of 0.18, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Logista's returns are expected to increase less than the market. However, during the bear market, the loss of holding Logista is expected to be smaller as well. Logista right now secures a risk of 0.86%. Please verify Logista market risk adjusted performance, semi deviation, coefficient of variation, as well as the relationship between the mean deviation and downside deviation , to decide if Logista will be following its current price movements.
Auto-correlation | 0.88 |
Very good predictability
Logista has very good predictability. Overlapping area represents the amount of predictability between Logista time series from 28th of October 2024 to 12th of November 2024 and 12th of November 2024 to 27th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Logista price movement. The serial correlation of 0.88 indicates that approximately 88.0% of current Logista price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.88 | |
| Spearman Rank Test | 0.78 | |
| Residual Average | 0.0 | |
| Price Variance | 0.19 |
Logista lagged returns against current returns
Autocorrelation, which is Logista 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 Logista's stock expected returns. We can calculate the autocorrelation of Logista returns to help us make a trade decision. For example, suppose you find that Logista 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 |
| Timeline |
Logista 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 Logista stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Logista stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Logista stock over time.
Current vs Lagged Prices |
| Timeline |
Logista Lagged Returns
When evaluating Logista's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Logista stock have on its future price. Logista 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, Logista autocorrelation shows the relationship between Logista stock current value and its past values and can show if there is a momentum factor associated with investing in Logista.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Logista Stock
Logista financial ratios help investors to determine whether Logista 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 Logista with respect to the benefits of owning Logista security.